1,722,029 research outputs found
Story of the Zhang Family
No full textInterview was conducted from March 4 to March 6, 2015 at the East Asian Library of the University of Kansas.In these videos, Artist Zhang Chun Hong interviews her mother Bai Yu Zhi about her family history and growing up in China in 1970s and 1980s.Center for East Asian Studies, University of Kansa
Soutenance de thèse : Bai Yu
No full textLa soutenance de thèse de Bai Yu s’est tenue le 17 octobre 2023 à 14h à l’EPHE-PSL, 54 boulevard Raspail, 75006 Paris, en vue de l’obtention d’un diplôme de doctorat en religions et systèmes de pensée. Titre de la thèse : Étude sur les marques corporelles du Grand Homme (mahapurusa) dans le bouddhisme, de l’Inde jusqu’en Chine Établissement de préparation de la thèse : EPHE-PSL Sous la direction de : Georges-Jean Pinault, Sylvie Hureau Jury : Georges-Jean Pinault, Sylvie Hureau, Vinc..
Essays in Econometric Analysis
Full text linkThe thesis consists of three chapters on econometrics analysis, both theoretical and applied.
In the first chapter, which is coauthored with Andrea Carriero, Todd Clark and Massimiliano Marcellino, we propose a hierarchical shrinkage approach for multi-country VAR models. To make the approach operational, we consider three different scale mixtures of Normals priors --- specifically, Horseshoe, Normal-Gamma, and Normal-Gamma-Gamma priors. We provide new theoretical results for the Normal-Gamma prior. Empirically, we use a quarterly data set for G7 economies to examine how model specifications and prior choices affect the forecasting performance for GDP growth, inflation, and a short-term interest rate. We find that hierarchical shrinkage, particularly as implemented with the Horseshoe prior, is very useful in forecasting inflation. It also has the best density forecast performance for output growth and the interest rate. Adding foreign information yields benefits, as multi-country models generally improve on the forecast accuracy of single-country models.
In the second chapter, which is coauthored with George Kapetanios and Massimiliano Marcellino, we develop kernel-based non-parametric estimation and inferential theory for large heterogeneous panel data models with stochastic time-varying coefficients. We propose mean group and pooled estimators, derive asymptotic distributions and show the uniform consistency and asymptotic normality of path coefficients. We extend the procedures to the case with possibly endogenous regressors and propose a time-varying version of the Hausman exogeneity test. Proposed estimators are investigated through a Monte Carlo study. We also present two empirical applications, exploring time-varying price elasticity of U.S. gasoline demand functions and estimating the panel versions of time-varying backward-looking and forward-looking Phillips curves.
In the third chapter, I develop time-varying continuously updated GMM estimation and inferential theory for moment conditional models whose coefficients vary stochastically over time. Then, I extend overidentification test, Wald-type test for restrictions on model parameters to time-varying setting and propose the uniform version of these tests and a test for parameter stability. After deriving the asymptotic properties of the estimators and test statistics, I assess their finite sample performance by an extensive Monte-Carlo study and illustrate their application by an empirical example on conditional asset pricing models with SDF representation
CUHK electronic theses & dissertations collection
No full textXu Bai Yu."August 22, 2000."Thesis (Ph.D.)--Chinese University of Hong Kong, 2000.Includes bibliographical references (p. [164]-169).Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web.Mode of access: World Wide Web.Abstracts in English and Chinese
Du mu ju xuan ji.
No full text草長鶯飛 -- 收拾舊山河 / 方曙 -- 不知道 / 陳汝霖 -- 我要嫁給當兵的 / 楊麗生 -- 附錄女學生和大兵哥(朗誦詩) / 鍾雷.[白宇等編著]本電子書乃根據《香港版權條例(第528章)》而複製, 並只可在大學圖書館系統內的獨立電子書系統上使用.[Bai Yu deng bian zhu]Ben dian zi shu nai gen ju "Xianggang ban quan tiao li (Di 528 zhang)" er fu zhi, bing zhi ke zai da xue tu shu guan xi tong nei de du li dian zi shu xi tong shang shi yong.Cao zhang ying fei -- Shou shi jiu shan he / Fang Shu -- Bu zhi dao / Chen Rulin -- Wo yao jia gei dang bing de / Yang Lisheng -- Fu lu nü xue sheng he da bing ge (Lang song shi) / Zhong Lei
Mean group instrumental variable estimation of time-varying large heterogeneous panels with endogenous regressors
No full textThe large heterogeneous panel data models are extended to the setting where the heterogenous coefficients are changing over time and the regressors are endogenous. Kernel-based non-parametric timevarying parameter instrumental variable mean group (TVP-IV-MG) estimator is proposed for the timevarying cross-sectional mean coefficients. The uniform consistency is shown and the pointwise asymptotic normality of the proposed estimator is derived. A data-driven bandwidth selection procedure is also proposed. The finite sample performance of the proposed estimator is investigated through a Monte Carlo study and an empirical application on multi-country Phillips curve with time-varying parameters
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Full text link“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Full text linkWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
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