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  • Brand tweets: How to popularize the enterprise Micro-blogs 

    Li, Guangyuan; Cao, Jinping; Jiang, Jing; Li, Qian; Yao, Ling; 李倩 (IEEE Computer Society, 2011)
    This research explores 22 official brand Micro-blogs on http://t.sina.com, using the integrated method of content analysis and in-depth interview to help contribute to credibility of the consequence, with the aim to cast ...
  • Recent macroeconomic stability in China 

    He, Qing; Chen, Haiqiang; 陈海强 (ELSEVIER SCIENCE INC, 2014 Septe)
    The volatility of Chinese GDP growth has been markedly lower since the mid-1990s. We utilize frequency domain and vector autoregression (VAR) methods to investigate the origin of the observed volatility reduction in the ...
  • The dynamic relationship of China's stock markets: A VAR-MGARCH model 

    Liu, Changjiang; 刘长江 (IEEE Computer Society, 2011)
    This is paper tries to study the integration and spillover effect between Shanghai Stock Exchange and New York Stock Exchange. At first, similar to Chow and Lawler (2003), the weekly return and volatility of Shanghai and ...
  • An em algorithm for switching regression with three regimes 

    Chen, Dengta; Du, Yajun; 陈灯塔 (IEEE Computer Society, 2012)
    We extend [2]'s switching regression model from two regimes to three regimes, and propose a simple EM algorithm to facilitate the estimation. Monte Carlo simulations show that this EM algorithm is highly efficient. 漏 2012 IEEE.
  • Nonparametric estimation of varying coefficient dynamic panel data models 

    Cai, Zongwu; Li, Qi; 蔡宗武 (ECONOMET THEOR, 2008-10)
    We suggest using a class of semiparametric dynamic panel data models to capture individual variations in panel data. The model assumes linearity in some continuous/discrete variables that can be exogenous/endogenous and ...
  • Nonparametric approach to calculate seasonal factors for AADT estimation 

    Yang, Bingd; Wang, Sheng-G; Cai, Zongw; 蔡宗武 (IFAC Secretariat, 2011)
    Seasonal factors are very important to the estimation of annual average daily traffic (AADT) and Vehicle Miles Traveled (VMT). It is used to transfer one or two days measured traffic data at portable traffic monitoring ...
  • Patterns of China's industrialization: Concentration, specialization, and clustering 

    Long, Cheryl; Zhang, Xiaobo; 龙小宁 (Gabriele DAnnunzio Univ, 2012-SEP)
    This paper presents a few stylized facts on the patterns of China's industrialization by computing a set of multi-dimensional measures on industrial concentration, regional specialization, and clustering based on census ...
  • Comparison of forecasting methods with an application to predicting excess equity premium 

    Hsiao, Cheng; Wan, Shui Ki; 萧政 (MATH COMPUT SIMULAT, 2011-03)
    This paper reviews various forecast methods including combination using theoretically optimal weights and those under model selection approaches. In addition, we suggest two modified simple averaging forecast combination ...