This paper develops a new econometric tool for evolutionary autoregressive models where the AR coefficients change smoothly over time. To estimate the unknown functional form of time-varying coefficients, we propose a mdified local linear smoother. The asymptotic normality and variance of the new estimator are derived by extending Phillips and Solo device to the case of evolutionary linear processes. As an application for statistical inference, we show how Wald tests for stationarity and misspecification could be formulated based on finite-dimensional distributions of the kernel estimates. We also examine the finite sample performance of the method via numerical simulations. As an empirical illustration, the method is applied to the real data of US stock returns.
{"title":"Nonparametric Kernel Estimation of Evolutionary Autoregressive Processes","authors":"Woocheol Kim","doi":"10.18452/3671","DOIUrl":"https://doi.org/10.18452/3671","url":null,"abstract":"This paper develops a new econometric tool for evolutionary autoregressive models where the AR coefficients change smoothly over time. To estimate the unknown functional form of time-varying coefficients, we propose a mdified local linear smoother. The asymptotic normality and variance of the new estimator are derived by extending Phillips and Solo device to the case of evolutionary linear processes. As an application for statistical inference, we show how Wald tests for stationarity and misspecification could be formulated based on finite-dimensional distributions of the kernel estimates. We also examine the finite sample performance of the method via numerical simulations. As an empirical illustration, the method is applied to the real data of US stock returns.","PeriodicalId":11744,"journal":{"name":"ERN: Nonparametric Methods (Topic)","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2012-11-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80059712","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Leo Breiman (Breiman et al., 1984, 1998) was a statistician who was fond of practical applications, and this led him to develop several original studies. Based on the work begun by Friedman (1977), he developed a very accurate classification system, without the need for statistical assumptions, since it is a nonparametric methodology. The aim of this study is to present the work of Breiman known as the Recursive Partitioning Algorithm. The RPA will be introduced as a nonparametric approach to credit analysis, allowing for the incorporation of the costs of misclassifications. Several studies, such as Novak and LaDue (1999) and Marais, Patais and Wolfson (1984), have shown its applicability in the analysis and granting of credit. A long road has been traveled from the early work of Friedman (1977) to the CART model developed by Steinberg and Golovnya (2006). This paper – apart from presenting the fundamentals and possibilities for use of the RPA – seeks to show the effectiveness of the results attained through a comparison with a parametric model, the Discriminant Analysis, considered the most traditional and classical method of analysis. The results show the RPA to be a superior technique, as well as a technique of easy intuition by analysts. The conclusion of the paper confirms that the RPA system – little known and discussed by academics and market professionals – is a powerful classificatory tool, with the advantage of being nonparametric.
Leo Breiman (Breiman et al.， 1984,1998)是一位喜欢实际应用的统计学家，这使他开展了几项原创性研究。在Friedman(1977)开始的工作的基础上，他开发了一个非常精确的分类系统，不需要统计假设，因为它是一种非参数方法。本研究的目的是介绍Breiman的工作，即递归划分算法。RPA将作为一种非参数方法引入信用分析，允许纳入错误分类的成本。一些研究，如Novak和LaDue(1999)和Marais, Patais和Wolfson(1984)，已经表明了它在分析和授予信用方面的适用性。从Friedman(1977)的早期工作到Steinberg和Golovnya(2006)开发的CART模型，经历了漫长的道路。本文除了介绍RPA的基本原理和使用的可能性外，还试图通过与参数模型(被认为是最传统和最经典的分析方法)判别分析(Discriminant Analysis)进行比较，显示结果的有效性。结果表明，RPA是一种优越的技术，也是分析人员易于直观的技术。本文的结论证实了RPA系统是一种强大的分类工具，具有非参数化的优势，但学术界和市场专业人士对此知之甚少。
{"title":"The Recursive Partitioning Algorithm (RPA): A Nonparametric Classification System","authors":"L. J. Perera, R. B. Kerr, H. Kimura, F. Lima","doi":"10.2139/ssrn.2146964","DOIUrl":"https://doi.org/10.2139/ssrn.2146964","url":null,"abstract":"Leo Breiman (Breiman et al., 1984, 1998) was a statistician who was fond of practical applications, and this led him to develop several original studies. Based on the work begun by Friedman (1977), he developed a very accurate classification system, without the need for statistical assumptions, since it is a nonparametric methodology. The aim of this study is to present the work of Breiman known as the Recursive Partitioning Algorithm. The RPA will be introduced as a nonparametric approach to credit analysis, allowing for the incorporation of the costs of misclassifications. Several studies, such as Novak and LaDue (1999) and Marais, Patais and Wolfson (1984), have shown its applicability in the analysis and granting of credit. A long road has been traveled from the early work of Friedman (1977) to the CART model developed by Steinberg and Golovnya (2006). This paper – apart from presenting the fundamentals and possibilities for use of the RPA – seeks to show the effectiveness of the results attained through a comparison with a parametric model, the Discriminant Analysis, considered the most traditional and classical method of analysis. The results show the RPA to be a superior technique, as well as a technique of easy intuition by analysts. The conclusion of the paper confirms that the RPA system – little known and discussed by academics and market professionals – is a powerful classificatory tool, with the advantage of being nonparametric.","PeriodicalId":11744,"journal":{"name":"ERN: Nonparametric Methods (Topic)","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2012-09-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78007176","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This paper considers a general model specification between a parametric co-integrating model and a nonparametric co-integrating model in a multivariate regression model, which involves a univariate integrated time series regressor and a vector of stationary time series regressors. A new and simple test is proposed and the resulting asymptotic theory is established. The test statistic is constructed based on a natural distance function between a nonparametric estimate and a smoothed parametric counterpart. The asymptotic distribution of the test statistic under the parametric specification is proportional to that of a local-time random variable with a known distribution. In addition, the finite sample performance of the proposed test is evaluated through using both simulated and real data examples.
{"title":"Model Specification between Parametric and Nonparametric Cointegration","authors":"Jiti Gao","doi":"10.2139/ssrn.2140996","DOIUrl":"https://doi.org/10.2139/ssrn.2140996","url":null,"abstract":"This paper considers a general model specification between a parametric co-integrating model and a nonparametric co-integrating model in a multivariate regression model, which involves a univariate integrated time series regressor and a vector of stationary time series regressors. A new and simple test is proposed and the resulting asymptotic theory is established. The test statistic is constructed based on a natural distance function between a nonparametric estimate and a smoothed parametric counterpart. The asymptotic distribution of the test statistic under the parametric specification is proportional to that of a local-time random variable with a known distribution. In addition, the finite sample performance of the proposed test is evaluated through using both simulated and real data examples.","PeriodicalId":11744,"journal":{"name":"ERN: Nonparametric Methods (Topic)","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2012-09-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75704303","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Engel’s law is known to be extraordinarily consistent across time and space. Accordingly, it has been widely used to determine poverty. However, also among the poorest, a certain amount of non food spending is necessary. To substantiate the distinction between necessities and luxuries, already Ernst Engel (1895) approached a behaviorally founded comprehensive assessment of structural changes in consumer expenditures. To build upon Engel’s legacy and to complement the scare empirical literature, a behavioral approach is applied. It is conjectured that differences in satiation patterns of universally shared needs translate, on the aggregate level, into different shapes of Engel curves and thus also into different income elasticities of demand. Utilizing a nonparametric regression technique, it is explored whether and which expenditure categories change systematically with rising income. In line with the theoretical expectations, a number of empirical regularities in consumer expenditure patterns can be identified that go well beyond Engel’s law.
{"title":"Beyond Engel’s Law - Pursuing an Engelian Approach to Welfare: A Cross Country Analysis","authors":"Wolfhard Kaus","doi":"10.2139/ssrn.2103066","DOIUrl":"https://doi.org/10.2139/ssrn.2103066","url":null,"abstract":"Engel’s law is known to be extraordinarily consistent across time and space. Accordingly, it has been widely used to determine poverty. However, also among the poorest, a certain amount of non food spending is necessary. To substantiate the distinction between necessities and luxuries, already Ernst Engel (1895) approached a behaviorally founded comprehensive assessment of structural changes in consumer expenditures. To build upon Engel’s legacy and to complement the scare empirical literature, a behavioral approach is applied. It is conjectured that differences in satiation patterns of universally shared needs translate, on the aggregate level, into different shapes of Engel curves and thus also into different income elasticities of demand. Utilizing a nonparametric regression technique, it is explored whether and which expenditure categories change systematically with rising income. In line with the theoretical expectations, a number of empirical regularities in consumer expenditure patterns can be identified that go well beyond Engel’s law.","PeriodicalId":11744,"journal":{"name":"ERN: Nonparametric Methods (Topic)","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2012-07-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73329023","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The identification of average causal effects of a treatment in observational studies is typically based either on the unconfoundedness assumption or on the availability of an instrument. When available, instruments may also be used to test for the unconfoundedness assumption (exogeneity of the treatment). In this paper, we define variables which we call quasi-instruments because they allow us to test for the unconfoundedness assumption although they do not necessarily yield nonparametric identification of the average causal effect. A quasi-instrument is defined as an instrument except for that its relation to the treatment is allowed to be confounded by unobservables, thereby resulting in a wider range of potential applications. We propose a test for the unconfoundedness assumption based on a quasi-instrument, and give conditions under which the test has power. We perform a simulation study and apply the results to a case study where the interest lies in evaluating the effect of job practice on employment.
{"title":"Testing for Nonparametric Identification of Causal Effects in the Presence of a Quasi-Instrument","authors":"X. de Luna, P. Johansson","doi":"10.2139/ssrn.2101979","DOIUrl":"https://doi.org/10.2139/ssrn.2101979","url":null,"abstract":"The identification of average causal effects of a treatment in observational studies is typically based either on the unconfoundedness assumption or on the availability of an instrument. When available, instruments may also be used to test for the unconfoundedness assumption (exogeneity of the treatment). In this paper, we define variables which we call quasi-instruments because they allow us to test for the unconfoundedness assumption although they do not necessarily yield nonparametric identification of the average causal effect. A quasi-instrument is defined as an instrument except for that its relation to the treatment is allowed to be confounded by unobservables, thereby resulting in a wider range of potential applications. We propose a test for the unconfoundedness assumption based on a quasi-instrument, and give conditions under which the test has power. We perform a simulation study and apply the results to a case study where the interest lies in evaluating the effect of job practice on employment.","PeriodicalId":11744,"journal":{"name":"ERN: Nonparametric Methods (Topic)","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2012-07-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80691891","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Comparing assessments of health, job satisfaction, etc. on a subjective scale across countries or socio-economic groups is often hampered by differences in response scales across groups. Anchoring vignettes help to correct for such differences, either in parametric models (CHOPIT and extensions) or nonparametrically, comparing rankings of vignette ratings and self-assessments across groups. We construct specification tests of parametric models, comparing non-parametric rankings with rankings using the parametric estimates. Applied to six domains of health, the test always rejects standard CHOPIT, but an extended CHOPIT performs better. This implies a need for more flexible (parametric or semi-parametric) models than standard CHOPIT.
{"title":"Testing Parametric Models Using Anchoring Vignettes Against Nonparametric Alternatives","authors":"A. van Soest, H. Vonková","doi":"10.2139/ssrn.2046907","DOIUrl":"https://doi.org/10.2139/ssrn.2046907","url":null,"abstract":"Comparing assessments of health, job satisfaction, etc. on a subjective scale across countries or socio-economic groups is often hampered by differences in response scales across groups. Anchoring vignettes help to correct for such differences, either in parametric models (CHOPIT and extensions) or nonparametrically, comparing rankings of vignette ratings and self-assessments across groups. We construct specification tests of parametric models, comparing non-parametric rankings with rankings using the parametric estimates. Applied to six domains of health, the test always rejects standard CHOPIT, but an extended CHOPIT performs better. This implies a need for more flexible (parametric or semi-parametric) models than standard CHOPIT.","PeriodicalId":11744,"journal":{"name":"ERN: Nonparametric Methods (Topic)","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2012-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78859269","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Companies seek distinctive competencies that allow them to be in a better position than its competitors, i.e. they are competitive advantages. Both the territory and the activity of the company may determine its core competences. Both elements are associated with the cluster idea. This paper analyses whether the cluster determines the process of obtaining competitive advantages. We use principal components to determine core competences. After, effects of the cluster on sources of competitive advantages and core competences are tested by parametric and nonparametric methods in small and medium enterprises of Vigo and its Metropolitan area. The results show that there are differences between clusters with regards to sources of competitive advantage. However, these differences do not occur in all factors of competitiveness. These differences are smoothed by building core competencies. Conclusions suggest some politics on clusters.
{"title":"Does Cluster Condition the Small and Medium Enterprises Competitive Advantage? The Case of Vigo and Metropolitan Area","authors":"Carlos M. Fernández-Jardón","doi":"10.2139/ssrn.1991117","DOIUrl":"https://doi.org/10.2139/ssrn.1991117","url":null,"abstract":"Companies seek distinctive competencies that allow them to be in a better position than its competitors, i.e. they are competitive advantages. Both the territory and the activity of the company may determine its core competences. Both elements are associated with the cluster idea. This paper analyses whether the cluster determines the process of obtaining competitive advantages. We use principal components to determine core competences. After, effects of the cluster on sources of competitive advantages and core competences are tested by parametric and nonparametric methods in small and medium enterprises of Vigo and its Metropolitan area. The results show that there are differences between clusters with regards to sources of competitive advantage. However, these differences do not occur in all factors of competitiveness. These differences are smoothed by building core competencies. Conclusions suggest some politics on clusters.","PeriodicalId":11744,"journal":{"name":"ERN: Nonparametric Methods (Topic)","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2012-01-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"91415927","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This study investigates the technical and profit efficiency of commercial banks in Pakistan. Data Envelopment Analysis is used as a preferred methodology to accurately determine profit and technical efficiency. The constant return to scale model is employed and Excel Solver is used to give scores which highlights the efficiency differences across three ownership categories. The study identifies loans and interest income as outputs and deposits and interest expense as the inputs to measure the technical efficiency. It identifies loan loss provision as a factor causing deviation in profit efficiency from the technical efficiency. Our study suggests that the profit efficiency improves over the years and technical efficiency is also rising in 2009. Large banks are relatively more efficient than small banks and private banks have better efficiency scores. The results can be generalized for commercial banks across different ownership structures and size but this generalization doesn’t spread across the Islamic banking sector due to the choice of DMUs which include no Islamic bank. According to the policy maker’s perspective, the study establishes the economic importance of banking industry in the country.
{"title":"Efficiency Analysis of Commercial Banks in Pakistan – A Non Parametric Approach","authors":"Saba Z. Hayat","doi":"10.2139/ssrn.1960063","DOIUrl":"https://doi.org/10.2139/ssrn.1960063","url":null,"abstract":"This study investigates the technical and profit efficiency of commercial banks in Pakistan. Data Envelopment Analysis is used as a preferred methodology to accurately determine profit and technical efficiency. The constant return to scale model is employed and Excel Solver is used to give scores which highlights the efficiency differences across three ownership categories. The study identifies loans and interest income as outputs and deposits and interest expense as the inputs to measure the technical efficiency. It identifies loan loss provision as a factor causing deviation in profit efficiency from the technical efficiency. Our study suggests that the profit efficiency improves over the years and technical efficiency is also rising in 2009. Large banks are relatively more efficient than small banks and private banks have better efficiency scores. The results can be generalized for commercial banks across different ownership structures and size but this generalization doesn’t spread across the Islamic banking sector due to the choice of DMUs which include no Islamic bank. According to the policy maker’s perspective, the study establishes the economic importance of banking industry in the country.","PeriodicalId":11744,"journal":{"name":"ERN: Nonparametric Methods (Topic)","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2011-11-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88304006","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This paper deals with the estimation of continuous-time diffusion processes which model the dynamics of a well diversified world stock index (WSI). We use the nonparametric kernel-based estimation to empirically identify a square root type diffusion coefficient function in the dynamics of the discounted WSI. A square root process turns out to be an excellent building block for a parsimonious model for the WSI. Its dynamics allow capturing various empirical stylized facts and long term properties of the index, as well as, the explicit computation of various financial quantities.
{"title":"Estimating the Diffusion Coefficient Function for a Diversified World Stock Index","authors":"Katja Ignatieva, E. Platen","doi":"10.2139/ssrn.2157779","DOIUrl":"https://doi.org/10.2139/ssrn.2157779","url":null,"abstract":"This paper deals with the estimation of continuous-time diffusion processes which model the dynamics of a well diversified world stock index (WSI). We use the nonparametric kernel-based estimation to empirically identify a square root type diffusion coefficient function in the dynamics of the discounted WSI. A square root process turns out to be an excellent building block for a parsimonious model for the WSI. Its dynamics allow capturing various empirical stylized facts and long term properties of the index, as well as, the explicit computation of various financial quantities.","PeriodicalId":11744,"journal":{"name":"ERN: Nonparametric Methods (Topic)","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2011-09-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74551282","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We consider the invertibility (injectivity) of a nonparametric nonseparable demand system. Invertibility of demand is important in several contexts, including identification of demand, estimation of demand, testing of revealed preference, and economic theory exploiting existence of an inverse demand function or (in an exchange economy) uniqueness of Walrasian equilibrium prices. We introduce the notion of "connected substitutes" and show that this structure is sufficient for invertibility. The connected substitutes conditions require weak substitution between all goods and sufficient strict substitution to necessitate treating them in a single demand system. The connected substitutes conditions have transparent economic interpretation, are easily checked, and are satisfied in many standard models. They need only hold under some transformation of demand and can accommodate many models in which goods are complements. They allow one to show invertibility without strict gross substitutes, functional form restrictions, smoothness assumptions, or strong domain restrictions. When the restriction to weak substitutes is maintained, our sufficient conditions are also "nearly necessary" for even local invertibility.
{"title":"Connected Substitutes and Invertibility of Demand","authors":"Steven T. Berry, Amit Gandhi, Philip A. Haile","doi":"10.2139/ssrn.2111382","DOIUrl":"https://doi.org/10.2139/ssrn.2111382","url":null,"abstract":"We consider the invertibility (injectivity) of a nonparametric nonseparable demand system. Invertibility of demand is important in several contexts, including identification of demand, estimation of demand, testing of revealed preference, and economic theory exploiting existence of an inverse demand function or (in an exchange economy) uniqueness of Walrasian equilibrium prices. We introduce the notion of \"connected substitutes\" and show that this structure is sufficient for invertibility. The connected substitutes conditions require weak substitution between all goods and sufficient strict substitution to necessitate treating them in a single demand system. The connected substitutes conditions have transparent economic interpretation, are easily checked, and are satisfied in many standard models. They need only hold under some transformation of demand and can accommodate many models in which goods are complements. They allow one to show invertibility without strict gross substitutes, functional form restrictions, smoothness assumptions, or strong domain restrictions. When the restriction to weak substitutes is maintained, our sufficient conditions are also \"nearly necessary\" for even local invertibility.","PeriodicalId":11744,"journal":{"name":"ERN: Nonparametric Methods (Topic)","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2011-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75843242","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
京公网安备 11010802042870号
京ICP备2023020795号-1
扫码关注我们
求助内容：
应助结果提醒方式：