# Статьи

**Всего статей в данном разделе :**183

Опубликовано на портале: 14-11-2012

*Е.В. Зарова*Экономические науки. 2012. № 3. С. 177-186.

Статья посвящена теоретическим и методическим проблемам выявления и оценки циклических процессов в реальном секторе экономики. Представлены результаты анализа и моделирования пространственной гармонизации среднесрочных циклов в европейских и российских промышленных сферах.

Опубликовано на портале: 06-10-2003

*David J. Hand*,

*W. E. Henley*Journal of the Royal Statistical Society. 1997. Vol. 160. No. 3. P. 523-541.

Credit scoring is the term used to describe formal statistical methods used for classifying
applicants for credit into "good" and "bad" risk classes. Such methods have become
increasingly important with the dramatic growth in consumer credit in recent years.
A wide range of statistical methods has been applied, though the literature available
to the public is limited for reasons of commercial confidentiality. Particular problems
arising in the credit scoring context are examined and the statistical methods which
have been applied are reviewed.

Опубликовано на портале: 12-12-2002

*Eric Schulte Nordholt*Statistical Journal of the United Nations Economic Commission for Europe. 2001. Vol. Volume 18. Number 4. P. 321 - 328 .

The paper describes how two related software packages can be applied for producing
safe data. The package - ARGUS is used for tabular data and its twin w-ARGUS for
microdata.
The main techniques used to protect sensitive information are global recoding and
local suppression. Bona fide researchers who need more information have the possibility
to visit Statistics Netherlands and work on-site in a secure area within Statistics
Netherlands. Some examples are given of official statistics that have benefited from
statistical disclosure control techniques.

Опубликовано на портале: 03-10-2003

*John Custanset*,

*Hillary Hillier*Journal of the Royal Statistical Society. 1998. Vol. 161. No. 3. P. 281-290.

This paper describes the background to the development of a new offical set of national
indicators of sustainable development--one of the first in the world to be published.
The paper discusses the role of statisticians in helping to define sustainable development,
and the problems of monitoring and reporting progress. The Minister of State for
the Environment has announced his ambition of developing a very small set of headline
indicators. This paper is intended to help to stimulate the debate over what they
should be.

**Statistics and Agriculture**[статья]

Опубликовано на портале: 19-07-2004

*J. C. Gower*Journal of the Royal Statistical Society. 1988. Vol. 151. No. 1. P. 179-200.

The relationship between statistics and agricultural research is reviewed. From the
end of the 18th century until the present, three main periods are identified:
from the beginnings of scientific agriculture in the Age of Improvement until the
first world war, which saw the use of field experiments to give information on plant
nutrition and which lead to a recognition of the need to handle variability,
the interwar years, dominated by R. A. Fisher, which saw the founding of experimental
design as a statistical discipline, the clearer understanding of the different contributions
to variability, the application of the new ideas to new areas associated with agriculture
(e.g. bioassay and multivariate analysis) and outside agriculture (e.g. medicine
and industry) and the development of mathematical statistics, and the post-war
years, initially concerned with an elaboration and unification of earlier ideas but,
more recently, with new methodology encouraged in response to new directions in agricultural
research (e.g. molecular biology, modelling), new forms of measurement provided by
novel instrumentation, and by computing developments (agricultural statisticians
have been prominent in developing statistical software). Over the 200 years covered
by the review, agricultural production of all kinds has dramatically increased and
it is held that statistics has played its part, usually indirectly, by encouraging
the efficient use of limited research resources and, occasionally, by discouraging
unjustified research. Increased production is currently less of a priority but many
agricultural research problems remain to which statisticians can and should contribute
(e.g. food quality, efficiency, environmental impact, stability of production).

Опубликовано на портале: 22-09-2003

*David J. Hand*Journal of the Royal Statistical Society. Series A (Statistics in Society). 1996. Vol. 159. No. 3. P. 445-492.

Just as there are different interpretations of probability, leading to different
kinds of inferential statements and different conclusions about statistical models
and questions, so there are different theories of measurement, which in turn may
lead to different kinds of statistical model and possibly different conclusions.
This has led to much confusion and a long running debate about when different classes
of statistical methods may legitimately be applied. This paper outlines the major
theories of measurement and their relationships and describes the different kinds
of models and hypotheses which may be formulated within each theory. One general
conclusion is that the domains of applicability of the two major theories are typically
different, and it is this which helps apparent contradictions to be avoided in most
practical applications.

Опубликовано на портале: 22-09-2003

*Christos Ioannidis*,

*Mick Silver*Statistician. 1995. Vol. Vol. 44. No. 3. P. pp. 309-322..

This paper identifies the extent to which price changes for individual product groups
within a consumer price index (CPI) are dispersed. This is of importance because
of our concern with the differential economic effect of inflation on households,
the representativeness of CPIs and the widely held theory in economics that increased
dispersion of price changes at higher rates of inflation is symptomatic of a misallocation
of resources. Such theory forms the basis of anti-inflationary policies in many countries
including the UK. This study provides summary statistics on the extent of such dispersion
for nine European countries. The measures benefit from new improvements with regard
to the timeliness of the weights and the weighting system. Models of the relationship
between dispersion and the mean are developed, the coefficients for each country
providing estimates of the extent to which a unit rise in inflation will lead to
increased dispersion. The consistency of method, scope and measurement used for these
countries allows us to identify for the first time whether, for a unit increase in
inflation, the damage to the economy as reflected in the increase in dispersion is
similar for different countries, and if not the extent to which such countries are
less prone to such damage. The measures of dispersion used include the coefficient
of variation, not generally used in such work, which is argued to incorporate a model
of perceptions of inflation. The model includes tests for asymmetry of price change
for menu cost models, oil shocks and structural shifts. In particular the paper subsequently
focuses on the previously unconsidered area of currency realignments under the European
Monetary System and their (quite different) effects on variability.

**Summary**[статья]

Опубликовано на портале: 31-12-2010

Экономический журнал ВШЭ.
2006.
Т. 10.
№ 2.
С. 349-350.
0

**Summary**[статья]

Опубликовано на портале: 31-12-2010

Экономический журнал ВШЭ.
2005.
Т. 9.
№ 2.
С. 285-287.
Опубликовано на портале: 03-10-2003

*Roger Levett*Journal of the Royal Statistical Society. Series B (Methodological). 1998. Vol. 161. No. 3. . P. 291-302..

The struggle to find and use indicators of sustainable development is intimately
bound up with the process of deciding what we mean by sustainable development and
what we shall do about it. In this field at least, indicators are intrinsically and
unavoidably normative and political. The paper proposes an approach to indicators
which reflects, and can further clarify and help to achieve, an important aspect
of sustainable development. The paper is written from a practical, instrumental interest
in indicators as a tool to put sustainable development principles into practice in
public policy. The author is not a statistician and makes no claim to technical expertise
but hopes that this `barefoot' practitioner perspective may be of some interest to
the professionals. The main argument is introduced by a discussion of some of the
pitfalls and limitations of sustainability indicators to date.

Опубликовано на портале: 22-09-2003

*Robert C. Feenstra*Review of Economics and Statistics. 1995. Vol. 77. No. 4. P. 634-653..

Using the marginal value of characteristics, we show how to construct bounds on the
exact hedonic price index. When prices are above marginal costs then our bounds still
apply, but the value of characteristics cannot be measured so easily from a hedonic
regression. Since the price--cost markups are an omitted variable, they will bias
the coefficients obtained. For a special class of utility functions, we argue that
a linear regression will still provide a measure of the marginal value of characteristics,
but a log-linear regression will overstate these values.

Опубликовано на портале: 01-07-2004

*Michael A. Stephens*,

*Pedro Puig*Technometrics. 2000. Vol. 42. No. 4. P. 417-424.

Tests are given for Laplace or double exponential distribution. The test statistics
are based on the empirical distribution function and include and the families of
Cramer-von Mises and Kolmogorov-Smirnov. Asymptotic theory is given, and asymptotic
points are calculated, for the Cramer-von Mises family, and Monte Carlo points for
finite samples are given for all the statistics. Power studies suggest that the Watson
statistic is the most powerful for the common problem of testing Laplace against
other symmetric distributions. An application of the Laplace distribution is in LAD
(or L1) regression. This is also discussed in the article, with two examples.

Опубликовано на портале: 22-09-2003

*Eric J. Thompson*Journal of the Royal Statistical Society. Series A (Statistics in Society). 1995. Vol. Vol. 158. No. 2. . P. pp. 203-240..

This paper describes the 1991 census in England and Wales: how it was planned and
implemented and how its results are being assessed. The description brings out the
trade-offs that are necessary in undertaking a census, and some respects in which
plans for a census in 2001 will need to take account of experience of that in 1991.

**The Economic Costs of the Iraq War: An Appraisal Three Years After the Beginning of the Conflict**[статья]

Опубликовано на портале: 28-10-2007

*Joseph E. Stiglitz*,

*Linda Bilmes*NBER Working Papers. 2006. No. 12054.

This paper attempts to provide a more complete reckoning of the costs of the Iraq
War, using standard economic and accounting/ budgetary frameworks. As of December
30, 2005, total spending for combat and support operations in Iraq is $251bn, and
the CBO's estimates put the projected total direct costs at around $500bn. These
figures, however, greatly underestimate the War's true costs. The authors estimate
a range of present and future costs, by including expenditures not in the $500bn
CBO projection, such as lifetime healthcare and disability payments to returning
veterans, replenishment of military hardware, and increased recruitment costs. They
then make adjustments to reflect the social costs of the resources deployed, (e.g.
reserve pay is less than the opportunity wage and disability pay is less than forgone
earnings). Finally, they estimate the effects of the war on the overall performance
of the economy. Even taking a conservative approach and assuming all US troops return
by 2010, the authors believe the true costs exceed a trillion dollars. Using the
CBO's projection of maintaining troops in Iraq through 2015, the true costs may exceed
$2 trillion. In either case, the cost is much larger than the administration's original
estimate of $50-$60bn. The costs estimated do not include those borne by other countries,
either directly (military expenditures) or indirectly (the increased price of oil).
Most importantly, they have not included the costs to Iraq, either in terms of destruction
of infrastructure or the loss of lives. These would all clearly raise the costs significantly.

Опубликовано на портале: 20-07-2004

*Irwin L. Collier*Economica, New Series. 1989. Vol. 56. No. 221. P. 109-120.

When households are subject to quantity constraints, conventional measures of real
consumption and purchasing power parity for cross-national comparisons suffer from
a new type of index number problem. Additional information on preferences taken from
a demand system estimated for a similar economy without quantity constraints can
be employed to calculate distance function and money-metric indexes of relative real
consumption and corresponding measures of purchasing power parity. The procedure
is illustrated in a comparison of East and West German consumer prices and consumption
expenditures for 1977.