Philosophy of current knowledge distinguishes facts from values. It maintains that facts are objective, indisputable, universally verifiable and do not require to persuade. Since rhetoric is persuasion it is assumed to be deceptive and overlook reality. Therefore, statistics in its current form disregards rhetoric and emphasizes only numbers. It ignores meanings and interpretation of numbers that involve subjectivity and value judgements. In real world, numbers and values are entangled in a way that it becomes impossible to avoid subjectivity. So, it is used with an appearance of objectivity. We illustrate how apparently objective statistics conceal subjective choices. Most of real-world experiences cannot be reduced to numbers, but scientific approach compels us to measure everything. In the attempt to measure the unmeasurables like trust, intelligence and wealth etc.it is inevitable make subjective choices. There is no objective way to reduce multiple measures into one. In the field of economics values are involved even in seemingly indisputable numbers like GDP. It is value laden for the choice of factors, weights and their signs. Making comparisons on such measures without awareness have harmful implications for policy development. Moreover, it is also desirable to understand hidden values to avoid deception.
{"title":"Using Numbers to Persuade: Hidden Rhetoric of Statistics","authors":"Sıdıka Başçı, Nadia Hassan","doi":"10.33818/ier.747554","DOIUrl":"https://doi.org/10.33818/ier.747554","url":null,"abstract":"Philosophy of current knowledge distinguishes facts from values. It maintains that facts are objective, indisputable, universally verifiable and do not require to persuade. Since rhetoric is persuasion it is assumed to be deceptive and overlook reality. Therefore, statistics in its current form disregards rhetoric and emphasizes only numbers. It ignores meanings and interpretation of numbers that involve subjectivity and value judgements. In real world, numbers and values are entangled in a way that it becomes impossible to avoid subjectivity. So, it is used with an appearance of objectivity. We illustrate how apparently objective statistics conceal subjective choices. Most of real-world experiences cannot be reduced to numbers, but scientific approach compels us to measure everything. In the attempt to measure the unmeasurables like trust, intelligence and wealth etc.it is inevitable make subjective choices. There is no objective way to reduce multiple measures into one. In the field of economics values are involved even in seemingly indisputable numbers like GDP. It is value laden for the choice of factors, weights and their signs. Making comparisons on such measures without awareness have harmful implications for policy development. Moreover, it is also desirable to understand hidden values to avoid deception.","PeriodicalId":32692,"journal":{"name":"International Econometric Review","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-06-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48352141","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 glaring failure of modern macroeconomics to predict the Global Financial Crisis, and to provide remedies for the Great Recession which followed, has led to renewed interest in alternative approaches to Macroeconomics. There is huge amount of ongoing work aimed at creating a Macroeconomics for the 21st Century. The task is of the highest priority, as failures of economic theory have led to misery for millions. Wrong measures of GDP, and cost-benefit calculation which fail to account for environmental costs, and prioritize private profits over social welfare, have created a climate catastrophe which threatens to destroy the planet. In accordance with the importance of this task, we are expanding the scope of this journal, to cover all new approaches to economics, which fall outside of the boxes of conventional macro, micro, and econometrics of the 20th Century. This article outlines seven broad categories of research directions, and four different methodological principles which fall outside the boundaries of the conventional approach, and offer promise for building a Macroeconomics for the 21st Century. We hope to invite contributions in these areas for future issues.
{"title":"New Directions in Macroeceonomics","authors":"Sıdıka Başçı, A. Zaman","doi":"10.33818/ier.747603","DOIUrl":"https://doi.org/10.33818/ier.747603","url":null,"abstract":"The glaring failure of modern macroeconomics to predict the Global Financial Crisis, and to provide remedies for the Great Recession which followed, has led to renewed interest in alternative approaches to Macroeconomics. There is huge amount of ongoing work aimed at creating a Macroeconomics for the 21st Century. The task is of the highest priority, as failures of economic theory have led to misery for millions. Wrong measures of GDP, and cost-benefit calculation which fail to account for environmental costs, and prioritize private profits over social welfare, have created a climate catastrophe which threatens to destroy the planet. In accordance with the importance of this task, we are expanding the scope of this journal, to cover all new approaches to economics, which fall outside of the boxes of conventional macro, micro, and econometrics of the 20th Century. This article outlines seven broad categories of research directions, and four different methodological principles which fall outside the boundaries of the conventional approach, and offer promise for building a Macroeconomics for the 21st Century. We hope to invite contributions in these areas for future issues.","PeriodicalId":32692,"journal":{"name":"International Econometric Review","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-06-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43854097","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}
Economic models translate real problems to an artificial world, and calculate outcomes. The match between artificial worlds populated by rational robots, and the real world, is never assessed. Instead, models are judged on aesthetic grounds, involving conformity to preconceived principles of optimization and equilibrium. Despite methodological proclamations to the contrary, models are not judged by predictive performance. Economics models are formulated axiomatically, and never cross-checked against reality. Taking this (controversial) characterization of economic methodology for granted, this paper sketches trends in philosophy of science which led to a methodology which permits creation of mental models disconnected from reality. A key development was the separation of the observable phenomena from the underlying reality (noumena) which eventually allowed empiricist philosophers to jettison the underlying reality as part of what good models attempt to describe. The paper discusses contemporary methodologies for assessing models in economics and econometrics, and explains why these lead to models disconnected from reality.
{"title":"Models and Reality: How Did Models Divorced from Reality Become Epistemologically Acceptable?","authors":"A. Zaman","doi":"10.33818/ier.748128","DOIUrl":"https://doi.org/10.33818/ier.748128","url":null,"abstract":"Economic models translate real problems to an artificial world, and calculate outcomes. The match between artificial worlds populated by rational robots, and the real world, is never assessed. Instead, models are judged on aesthetic grounds, involving conformity to preconceived principles of optimization and equilibrium. Despite methodological proclamations to the contrary, models are not judged by predictive performance. Economics models are formulated axiomatically, and never cross-checked against reality. Taking this (controversial) characterization of economic methodology for granted, this paper sketches trends in philosophy of science which led to a methodology which permits creation of mental models disconnected from reality. A key development was the separation of the observable phenomena from the underlying reality (noumena) which eventually allowed empiricist philosophers to jettison the underlying reality as part of what good models attempt to describe. The paper discusses contemporary methodologies for assessing models in economics and econometrics, and explains why these lead to models disconnected from reality.","PeriodicalId":32692,"journal":{"name":"International Econometric Review","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-06-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45809632","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}
Bitter fighting among Christian factions and immoral behavior among Church leaders led to a transition to secular thought in Europe (see Zaman (2018) for details). One of the consequences of rejection of religion was the rejection of all unobservables. Empiricists like David Hume rejected all knowledge which was not based on observations and logic. He famously stated that: ““If we take in our hand any volume; of divinity or school metaphysics, for instance; let us ask, Does it contain any abstract reasoning concerning quantity or number? No. Does it contain any experimental reasoning concerning matter of fact and existence? No. Commit it then to the flames: for it can contain nothing but sophistry and illusion.” David Hume further realized that causality was not observable. This means that it is observable that event Y happened after event X, but it is not observable that Y happened due to X. The underlying mechanisms which connect X to Y are not observable. Current Article discusses the impact of changing causal structures on relationships and results of econometric analysis. it shows that conventional econometric analysis is devoid of causal chains which makes it impossible to get realistic results.
{"title":"Causality, Confounding, and Simpson’s Paradox","authors":"A. Zaman, Taseer Salahuddin","doi":"10.33818/ier.687042","DOIUrl":"https://doi.org/10.33818/ier.687042","url":null,"abstract":"Bitter fighting among Christian factions and immoral behavior among Church leaders led to a transition to secular thought in Europe (see Zaman (2018) for details). One of the consequences of rejection of religion was the rejection of all unobservables. Empiricists like David Hume rejected all knowledge which was not based on observations and logic. He famously stated that: ““If we take in our hand any volume; of divinity or school metaphysics, for instance; let us ask, Does it contain any abstract reasoning concerning quantity or number? No. Does it contain any experimental reasoning concerning matter of fact and existence? No. Commit it then to the flames: for it can contain nothing but sophistry and illusion.” David Hume further realized that causality was not observable. This means that it is observable that event Y happened after event X, but it is not observable that Y happened due to X. The underlying mechanisms which connect X to Y are not observable. Current Article discusses the impact of changing causal structures on relationships and results of econometric analysis. it shows that conventional econometric analysis is devoid of causal chains which makes it impossible to get realistic results.","PeriodicalId":32692,"journal":{"name":"International Econometric Review","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2020-06-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47508320","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}
T his study has carried out somepreliminary time series analyses to examine the impacts of demonetization which was carried outin India on 8 November 2016, on the well-known Indian stock index, BSESENSEX,and four major sectoral indices viz., BSE BANKEX,BSE Auto, BSE Reality and BSE Smallcap,using daily level time series data covering the period 1January 2016 to 31May2017. Apart from examining the stationarity/nonstationarity property and existence of structural breaks after demonetizationin these series, the paper has also studied the trend behavior and returns models for both the pre- and post-demonetization periods. This study has found that while there is more than one break in all the five series at their level values, there is only one structural break after demonetization. It has also been found that the trend function for all the index series broadly gives support to this finding of one break after demonetization. Further, some changes have also been observed in the stationary models for the two sub-periods of pre- and post-demonetization for all but BSE Auto index. Finally, except for BSESENSEX to some extent, no change in the status of stationarity/nonstationarity in the pre- and post- demonetization periods has been found in the other series.
{"title":"Demonetization and Its Effects on BSESENSEX and Some Sectoral Indices: An Exploratory Econometric Analysis","authors":"D. Mukhopadhyay, Nityananda Sarkar","doi":"10.33818/ier.473544","DOIUrl":"https://doi.org/10.33818/ier.473544","url":null,"abstract":"T his study has carried out somepreliminary time series analyses to examine the impacts of demonetization which was carried outin India on 8 November 2016, on the well-known Indian stock index, BSESENSEX,and four major sectoral indices viz., BSE BANKEX,BSE Auto, BSE Reality and BSE Smallcap,using daily level time series data covering the period 1January 2016 to 31May2017. Apart from examining the stationarity/nonstationarity property and existence of structural breaks after demonetizationin these series, the paper has also studied the trend behavior and returns models for both the pre- and post-demonetization periods. This study has found that while there is more than one break in all the five series at their level values, there is only one structural break after demonetization. It has also been found that the trend function for all the index series broadly gives support to this finding of one break after demonetization. Further, some changes have also been observed in the stationary models for the two sub-periods of pre- and post-demonetization for all but BSE Auto index. Finally, except for BSESENSEX to some extent, no change in the status of stationarity/nonstationarity in the pre- and post- demonetization periods has been found in the other series.","PeriodicalId":32692,"journal":{"name":"International Econometric Review","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2019-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44132796","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 four most readily available tests of autocorrelation in dynamic models namely Durbin’s M test, Durbin’s H test, Breusch Godfrey test ( BGF ) and Ljung & Box ( Q ) test are compared in terms of their power for varying sample sizes, levels of autocorrelation and significance using Monte Carlo simulations in STATA. Power comparison reveals that the Durbin M test is the best option for testing the hypothesis of no autocorrelation in dynamic models for all sample sizes. Breusch Godfrey’s test has comparable and at times minutely better performance than Durbin’s M test however in small sample sizes, Durbin’s M test outperforms the Breusch Godfrey test in terms of power. The Durbin H and the Ljung & Box Q tests consistently occupy the second last and last positions respectively in terms of power performance with maximum power gap of 63 & 60% respectively from the best test ( M test).
{"title":"Power Comparison of Autocorrelation Tests in Dynamic Models","authors":"T. Islam, Erum Toor","doi":"10.33818/ier.447133","DOIUrl":"https://doi.org/10.33818/ier.447133","url":null,"abstract":"The four most readily available tests of autocorrelation in dynamic models namely Durbin’s M test, Durbin’s H test, Breusch Godfrey test ( BGF ) and Ljung & Box ( Q ) test are compared in terms of their power for varying sample sizes, levels of autocorrelation and significance using Monte Carlo simulations in STATA. Power comparison reveals that the Durbin M test is the best option for testing the hypothesis of no autocorrelation in dynamic models for all sample sizes. Breusch Godfrey’s test has comparable and at times minutely better performance than Durbin’s M test however in small sample sizes, Durbin’s M test outperforms the Breusch Godfrey test in terms of power. The Durbin H and the Ljung & Box Q tests consistently occupy the second last and last positions respectively in terms of power performance with maximum power gap of 63 & 60% respectively from the best test ( M test).","PeriodicalId":32692,"journal":{"name":"International Econometric Review","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2019-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45199692","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}
In this study, performance evaluation of some suggested approaches for the determination of structural break in a regression equation was studied. In this context, firstly the theoretical structure of some well-known methods on determination of structural break was considered by defining structural break problem. Suggested tests for the determination of the structural break may have performance differences under some factors. To demonstrate these differences, a simulation study in terms of effects of factors considered as performances of these methods. The results of the simulation revealed that the performances varies in terms of some structural features from the suggested methods for breakage determination.
{"title":"Performance of Methods Determining Structural Break in Linear Regression Models","authors":"Zümre Özdemir Güler, M. A. Bakır","doi":"10.33818/ier.450804","DOIUrl":"https://doi.org/10.33818/ier.450804","url":null,"abstract":"In this study, performance evaluation of some suggested approaches for the determination of structural break in a regression equation was studied. In this context, firstly the theoretical structure of some well-known methods on determination of structural break was considered by defining structural break problem. Suggested tests for the determination of the structural break may have performance differences under some factors. To demonstrate these differences, a simulation study in terms of effects of factors considered as performances of these methods. The results of the simulation revealed that the performances varies in terms of some structural features from the suggested methods for breakage determination.","PeriodicalId":32692,"journal":{"name":"International Econometric Review","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2019-09-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47279060","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}
Structural changes are quite common in macroeconomic time series. Internal/external shock(s) may cause significant structural change in any economy. Simplest form of such change is observed as shift in constant of an underlying relationship between a pair of macroeconomic variables. Forecasting from such a model assuming no structural break is tantamount to ignoring the important aspects of underlying economy and mostly results in forecast failure. Intercept correction (adjustment for the realized forecast error) is a method for accommodating such ignored structural break(s). We use a simple model to forecast inflation (based upon single lag of money supply growth) for 25 countries and compare its performance with a) the same model with optimal intercept correction, b) the same model with half intercept correction, and c) a random walk model (with drift). Optimal intercept correction approach outperforms in forecasting next period inflation compared to one from a) the same model without intercept correction, b) the same model with half intercept correction, and c) random walk model. We also observe that higher correction is needed for countries with more volatile inflation.
{"title":"Learning from Errors While Forecasting Inflation: A Case for Intercept Correction","authors":"M. Hanif, Jahanzeb Malik","doi":"10.33818/IER.304468","DOIUrl":"https://doi.org/10.33818/IER.304468","url":null,"abstract":"Structural changes are quite common in macroeconomic time series. Internal/external shock(s) may cause significant structural change in any economy. Simplest form of such change is observed as shift in constant of an underlying relationship between a pair of macroeconomic variables. Forecasting from such a model assuming no structural break is tantamount to ignoring the important aspects of underlying economy and mostly results in forecast failure. Intercept correction (adjustment for the realized forecast error) is a method for accommodating such ignored structural break(s). We use a simple model to forecast inflation (based upon single lag of money supply growth) for 25 countries and compare its performance with a) the same model with optimal intercept correction, b) the same model with half intercept correction, and c) a random walk model (with drift). Optimal intercept correction approach outperforms in forecasting next period inflation compared to one from a) the same model without intercept correction, b) the same model with half intercept correction, and c) random walk model. We also observe that higher correction is needed for countries with more volatile inflation.","PeriodicalId":32692,"journal":{"name":"International Econometric Review","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2019-04-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41595865","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}
Using sigma and beta convergence methods, this study tests economic convergence in Turkish NUTS-2 regions between 2004-2011. The findings of sigma convergence show that, in accordance with the literature, the interregional income gap decreases during economic recession periods and increases during economic expansion periods. The beta convergence results obtained by the cross-sectional and panel estimations indicate the existence of absolute convergence. In addition, spatial data analysis and beta convergence analysis provide strong evidence for the existence of spatial autocorrelation in regional income distribution and show that the spatial dimension should be taken into account in convergence analyses.
{"title":"Regional Economic Convergence and Spatial Spillovers in Turkey","authors":"T. Doğan, Ahmet Kındap","doi":"10.33818/IER.448603","DOIUrl":"https://doi.org/10.33818/IER.448603","url":null,"abstract":"Using sigma and beta convergence methods, this study tests economic convergence in Turkish NUTS-2 regions between 2004-2011. The findings of sigma convergence show that, in accordance with the literature, the interregional income gap decreases during economic recession periods and increases during economic expansion periods. The beta convergence results obtained by the cross-sectional and panel estimations indicate the existence of absolute convergence. In addition, spatial data analysis and beta convergence analysis provide strong evidence for the existence of spatial autocorrelation in regional income distribution and show that the spatial dimension should be taken into account in convergence analyses.","PeriodicalId":32692,"journal":{"name":"International Econometric Review","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2019-04-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45514262","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}
Food price inflation results in uncertainty in the food markets and reduces real income as food covers a relatively large share of the households' expenditures in the LDCs. As price of food commodities are primarily governed by the underlying demand and supply conditions, we have analyzed the association of futures price volatility with the underlying macroeconomic variables. A strong association of futures price volatility with the underlying macro variables will imply that futures market operates based on the implications of the macroeconomic policies and are not merely driven by speculative motive. The association between futures price and the macroeconomic variables will help in developing policies aimed at stabilizing food prices. For our study we have considered the five major oil and oilseed contracts traded on National Commodity and Derivatives Exchange. We have considered the nearest three month contracts traded on the exchange. In our study we observe that Gross Domestic Product (GDP) and Index of Industrial Production (IIP) growth rate have significant impact on futures price volatility. We have also found a significant relation between futures price volatility and inflation. These findings have important implications for commodity production decision making, commodity hedging and commodity price forecasting.
{"title":"The Commodity Futures Volatility and Macroeconomic Fundamentals - The Case of Oil and Oilseed Commodities in India","authors":"Suranjana Joarder","doi":"10.33818/IER.491326","DOIUrl":"https://doi.org/10.33818/IER.491326","url":null,"abstract":"Food price inflation results in uncertainty in the food markets and reduces real income as food covers a relatively large share of the households' expenditures in the LDCs. As price of food commodities are primarily governed by the underlying demand and supply conditions, we have analyzed the association of futures price volatility with the underlying macroeconomic variables. A strong association of futures price volatility with the underlying macro variables will imply that futures market operates based on the implications of the macroeconomic policies and are not merely driven by speculative motive. The association between futures price and the macroeconomic variables will help in developing policies aimed at stabilizing food prices. For our study we have considered the five major oil and oilseed contracts traded on National Commodity and Derivatives Exchange. We have considered the nearest three month contracts traded on the exchange. In our study we observe that Gross Domestic Product (GDP) and Index of Industrial Production (IIP) growth rate have significant impact on futures price volatility. We have also found a significant relation between futures price volatility and inflation. These findings have important implications for commodity production decision making, commodity hedging and commodity price forecasting.","PeriodicalId":32692,"journal":{"name":"International Econometric Review","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2018-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45300241","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：