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南京大学经济学系于1978年恢复建系,设有2个本科专业:经济学、财政学。4个硕士专业:政治经济学、国民经济学(投资经济方向)、西方经济学、数量经济学以及理论经济学一级学科博士授权点和理论经济学博士后流动站。
盈余管理计量模型的改进
真实盈余管理 应计盈余管理 计量模型 模型改进
2019/3/14
通过对现有计量模型进行梳理,找出其存在的问题并提出改进思路。一方面,将处置长期资产和股份回购两类真实盈余管理活动纳入真实盈余管理计量模型;另一方面,考虑了投资业务对应计盈余管理计量的影响,并剔除了应计盈余管理计量模型中的噪音,夯实了盈余管理计量的基础。改进的计量模型对于更全面地衡量企业盈余管理行为提供了计量依据。
基于文献计量学的洪涝灾害研究现状及发展趋势分析
文献计量学 洪涝灾害 研究现状'发展趋势
2019/3/14
以美国科学情报机构科学引文索引数据库(SCI-E)为数据源,通过文献计量学的方法从文献数量、学者数量、文献发表期刊分布、发文国家/地区、科研机构及关键词等方面对数据库中1988—2015年洪涝灾害的相关文献进行分析,以评估洪涝灾害的研究趋势。结果显示:1988—2015年洪涝灾害在其领域内发展迅速,无论是文献总量、参与研究的作者数量还是研究内容上都随时间呈上涨趋势;洪涝灾害相关论文主要覆盖的学科类...
议报告期内处置子公司相关内部交易的终止计量问题
报告期内 处置子公司 内部交易 终止计量
2018/11/16
在现行会计准则中,关于内部交易的会计处理是在假设子公司一直存在的情况下进行的,然而如果母公司在当期处置了某子公司,则需要在合并报表层面对原来已发生的相关内部交易进行终止计量,这与假设子公司一直存在的自然终止有着本质的区别。有必要探讨报告期内处置子公司后相关内部交易的终止计量问题,以期为实务中的相关工作提供参考。
鹅掌楸树叶在风中的变形与振动
树叶 形状重构 振动 临界风速
2019/1/2
树叶的空气动力与流固耦合特性研究在树木保护、新发电技术开发、太阳能帆板设计等方面具有重要意义.Vogel首次发现树叶在较高风速下具有形状重构以避免受损害的能力.Vogel实验时叶柄端部是简支的,与叶柄与树枝的自然连接方式不同.在本文的研究中,叶柄端部是固支的,叶片垂直悬挂,正面或反面迎风.在风速0~27 m/s范围内,存在两种叶片静止状态,即飞翼形稳定和锥形稳定;还有3种叶片振动状态,即低频摆动、...
交通基础设施建设是促进城市经济增长与趋同的重要手段。在新古典增长模型基础上,构建城市增长趋同的空间计量分析模型框架,利用1990-2012年中国273个地级以上城市数据,探讨城市间通达性和口岸通达性的改善对城市经济趋同的影响。研究发现:城市经济增长存在显著的空间相关性,趋同分析更适用空间计量方法;中国城市经济增长存在绝对趋同现象,且2001年后的趋同速度较20世纪90年代更快;全国层面,城市间通达...
Changes in Accounting Solutions for Transformations of Business Companies and Cooperatives since the Beginning of 2012
Balance sheet date for measurement Accounting methods for transformations in Czech law Acquisition
2016/1/27
It can be concluded from an analysis and comparison of the legal and accounting concepts related to the amendment of the Transformation of Business Companies and Cooperatives Act and Regulation 500, t...
A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances
Spatial autoregressive model two-stage least squares generalized moments estimation
2015/9/24
Cross-sectional spatial models frequently contain a spatial lag of the dependent variable as a regressor or a disturbance term that is spatially autoregressive. In this article we describe a computati...
On the asymptotic distribution of the Moran I test statistic withapplications
Moran I test Spatial autocorrelation Asymptotic distribution Central limit theorem
2015/9/24
By far, the most popular test for spatial correlation is the one based on Moran’s (1950) I test statistic. Despite this, the available results in the literature concerning the large sample distributio...
Estimation of simultaneous systems of spatially interrelated cross sectional equations
Spatial dependence Simultaneous equation system Two-stage least squares Three-stage least squares Generalized moments estimation
2015/9/24
In this paper we consider a simultaneous system of spatially interrelated cross sectional equations. Our speci.cation incorporates spatial lags in the endogenous and exogenous variables. In modelling ...
ESTIMATION PROBLEMS IN MODELS WITH SPATIAL WEIGHTING MATRICES WHICH HAVE BLOCKS OF EQUAL ELEMENTS
SPATIAL WEIGHTING MATRICES HAVE BLOCKS EQUAL ELEMENTS
2015/9/24
Spatial models whose weighting matrices have blocks of equal elements might be considered if units are viewed as equally distant within certain neighborhoods, but unrelated between neighborhoods. We g...
Panel data models with spatially correlated error components
Panel data model Spatial model Error component model
2015/9/24
In this paper we consider a panel data model with error components that are both spatially andtime-wise correlated. The model blends specifications typically considered in the spatial literaturewith t...
INSTRUMENTAL VARIABLE ESTIMATION OF A SPATIAL AUTOREGRESSIVE MODEL WITH AUTOREGRESSIVE DISTURBANCES:LARGE AND SMALL SAMPLE RESULTS
INSTRUMENTAL VARIABLE ESTIMATION SPATIAL AUTOREGRESSIVE MODEL AUTOREGRESSIVE DISTURBANCES LARGE AND SMALL SAMPLE
2015/9/24
The purpose of this paper is two-fold. First, on a theoretical level we introduce a series-type instrumental variable (IV) estimator of the parameters of a spatial first order autoregressive model wit...
HAC estimation in a spatial framework
Heteroscedasticity and autocorrelation consistent (HAC) estimator Instrumental variable estimator Spatial models
2015/9/24
We suggest a non-parametric heteroscedasticity and autocorrelation consistent (HAC) estimator of the variance–covariance (VC) matrix for a vector of sample moments within a spatial context. Wedemonstr...