写在兰卡CSSA学者联谊会成立之时

这个周五大概是我有史以来最忙的一天,从上午的监考到下午的Seminar一直到晚上的这个CSSA学者联谊会,大脑几乎都没有停止过运转。以至于回到家以后除了睡觉,什么都不想再做。世界事实上总是如此的奇妙,有人会闲的蛋疼,有人却又会感到日子不够用。或许这就是人生,或许这就是所谓的生活吧。不过周五参加兰卡中国学者联合会的第一次大会,还颇让我有些感触。只是这类感触皆属于笔者个人想法,与该组织以及中国官方均无任何联系。

至于我参加这个所谓的成立大会,实在是一个巧合。事实上,由于管理学院本身研究的特殊性,会计金融研究和国内的科研机构打交道很少。事实上,即使是我自己与国内的交流,如党论,考磊师兄他们,大多也都是非正式的,真正学术交流很少。所以在管理学院的我们也从来不会去想到要成立一个学者的学联。管理学院的学生于兴趣而言,其实分出来了非常鲜明的两派:大部分年轻的学生都有自己的玩伴,且有足够的财力;而我这样的小众则也只是觉得一些孤独,却也不知如何解决。所以对于管理学院而言,如此种种方面就限制了这类组织能够产生的土壤和条件。

而LEC则大有不同,他们有着数量庞大的国内来访学者和公派的学生。这使得他们的人员构成与管理学院正好是倒挂。我们有数量庞大的国内来的硕士研究生,却很少有长期呆在这里的学者和博士;他们则相反,硕士数量中华人比例远低于管院,却又有着数量庞大的博士和交流学者。对于这等人群,他们对于一个小型而又能互助的组织的需求就比管院高得多。外加由于他们中的大多数人都有着公派或者国家委派的身份,他们与中国驻外机构,如曼城领事馆,的沟通渠道就比我们畅通的多。以至于这次当领事馆有类似想法之事,LEC的朋友们自然也就有了承接此类任务的先手。而至于我,则是纯属因为通过一个舍友认识了几个LEC的朋友,而有了这个“打酱油”的机会。

由于我并不在国际办公室工作,也与管院的中国研究中心毫无瓜葛,以至于我甚至于连兰卡有孔子学院的事情都非常晚才知晓。当然,这其实也与我的研究更主要面对欧美市场有关。对于孔子学院本身以及其与中国对外宣传的关系,本文打算略过。一则,我对孔子学院和对外宣传一无所知;二则,我对行政,尤其是与天朝有关的行政并无好感。事实上,等我收到LEC好友的要求而加入其中一个讨论组之时,我发现,原来这里的华人学者构成的成分和所涉及的专业都远远地超过了我的预期。与管院的学生不同的是,其中的大部分人都与国内高校和机构有着非常紧密的联系。

既然是一个组织,自然就需要有领导和负责人。此乃国际惯例。于是昨天我们就有了大家欢笑中的选举。其实所谓的选举还不如说相互举荐。毕竟大部分人都过了那个为了一个小小学生会的岗位而大动干戈的人,同样大部分人估计对国内学校的学生会不会有什么好感(别问我为什么)。基于此种原因,昨天的会场上多了一份人文关怀,少了一份血雨腥风。当然,我们也成功地看到了年龄的差距,也看到了激情与保守的对撞,更让我再次领教到了在一群学者面前千万别说“空话”的祖训。当然,于我而言,这些都不重要。我真正在乎的其实只有一点:那就是我认识了不少同胞。

其实我不是一个喜欢热闹的人,更是对行政和党派的事情深恶痛绝。以至于第一次听朋友提到其跟大使馆的千丝万缕之时,我心里也曾有一些波澜。但是后来想下,我等既然不求功名,不求政治资本,而将此作为一个社交平台,又有何不可?更重要的是,作为一个在海外求学的学子,其本身便是孤独的。何不去多交朋友?毕竟读到博士,所谓的这类政治资本对于所谓个人的背景提升作用非常有限。我们需要的,其实并不是年轻本科生所认为的那种轰轰烈烈。说真的,如果需要轰轰烈烈,我们随便去几个欧洲和美国的专业学会年会即可。我们需要的,反而是那种小小的和温暖的感觉。

不在国外呆过一两年的人是不会懂得什么叫做文化差异的,更不会懂得所谓的融入西方社会那种说法的无聊和幼稚。人之所以为人,文化之所谓之文化,都是有其非常丰富而错综繁杂的原因的。希望一个英国人把我们当英国人,其行为并不比我们国内对于西方人的那种毫无理由的友好高明多少。更何况,西方文明与中华文化的一大区别即在于对于个性的尊重。在英国人眼里,我们得到的一些照顾不仅仅是因为我们是外国人,而更可能出自于他们本能的对于外来文化的客观态度。从某些程度上来说,这种客观的态度和谦让会让我们不至于在遇到困难时无所适从,却也会导致我们的孤独。这也从另一个角度为这个组织能够一呼百应创造了积极的条件。

人有千万种,组建这个组织的目的也是千差万别,大家对于这个组织的期望也有着极大的区别。至于其章程和目的,并非我这等草民该想的问题。于我而言,我只是觉得这种社会化的组织来的实在是太晚了。作为一个互助团体,对于一个身在崇尚独立自由的国度的华人而言,其意义自然是不言而喻;对于一个从事科研工作的博士生而言,能够找到同宗文化的同行并且有着类似的兴趣和爱好,其亦可曰快哉;而唯一的问题在于,科研人员天生的自由性格与天朝官员的作风该如何平衡?恐怕是一门待解的学问。只是,于我而言,有一个沟通和交友的渠道,其实已经足够!

 

 

Revisiting CSLG: A Two-day Trip

It can never be amazed for one, who are quite familiar with me, of knowing the Changshu Institute of Technology.  It is a small school focusing on engineering and science majors, locating in a small town near Suzhou. To mention it here in my blog means nothing to its contribution to the academic and industrial world, but purely that as my mother school where I spent my first two years of college life.

  1. An Invited Presentation

    This revisit, unlike a self-conducted behavior that I used to adapt, is following somewhat informal invitation from the Department of Mathematics. The vice dean, Mr. Yu, who, at that time, was my lecturer for calculus, posted this invitation to me. In fact, this invitation has been done for years while it never came into practice. Things are that curious since the invitation were mostly received when I had been in Wuhan, and one time in US for an academic symposium.

    The timing this time, unlike those previous instances, is quite appropriate. It is fortunately arranged on the time before my leave for Lancaster.  However, the topic that I shall promote for the presentation make me paralyzed. According to the basic need and willing from Mr. Yu, a presentation on my personal experience, focusing on my life from leaving this school in 2005, to the present stage, as a coming PhD student at Lancaster with fully funded offer. Anyway, such willing can hardly be satisfied since, it greatly conflicts the basic principle that a scholar should carry, and the necessary calm a student should have.

    An alternative topic that they can accept, lays on the choice for postgraduate admission exams. It has been quite a long history for this school on high support for these activities. In fact, I have received quite benefit when participating my own exams to Nanjing Normal University in 2005. These benefits includes free material offering, very low price training on specific courses, and mental support from others. Nowadays, the students there are obviously getting more. They even have the usage of air-conditioned meeting rooms during the summer.

    However, this topic is somewhat rigid for me.  The choice on whether to work or to fight for the graduate admissions should never been easily recommended. Such recommendation should be carefully and highly regarded, and taking the individual factors into account. After all, I get a compromising solution. Based on the empirical literatures that I have read in past few years on Chinese stock market, I delivered a professional presentation that covers the advantage that a student with the major of math would have if he/she is devoted into this field.  The result, or say, the feedback, is quite under my expectation. That is, they don’t know what I am talking about, though they have had a good way to announce it. For the news article on their website, please click here.

  2. Its Good & Bad

    Dingding is still always that busy, and taking dinner with him and his wife, including some other friends, has been a tradition for my visit to Changshu. That is, my trip to Changshu has been extended from a one-day trip to a two-day one. The big difference this year is that, Xie, a good friend and teacher of mine, is too busy as well for his new position in League. This time, I would have to travel with my own plan, besides taking meals with him. But such arrangement brings me quite more free time to talk with others.

    In that dinner with Yu, I met some other teachers. And after meal, I took a good talk with Tang in his office. He used to be my calculus during the first semester, and at that time, he was devoting to the books on database management. While later, he became a leader for the modeling team, and received quite some prize nationally. In fact, he used to be a student in computational mathematics, and modeling should be his advantage and interest. Also, I have a good talk with Zhang, who at that time taught me marketing and finance, it is good that his unique foreseeing sight remains, and his courage retained.

    Comparing to the school that I joined five years ago, it has been largely improved, both on its equipment and its environment, including the student’s attitude, though the students obviously have not learned the spirit of questioning. However, most of the lecturers in that school remains to be lecturer for many years, if they are taking a similar position in some other better universities, they would have been associate professors, professors, postgraduate tutors and even doctoral supervisors.

    But the chat with other younger teachers bring me some concern on their perspective. Lacking the environment for academic discussion and cooperation would largely mitigate their competence on coping with the steps of the mainstream within the area that they are interested in, and such mitigation would prevent them from publishing good papers, which is, no matter where you are, are highly regarded as a key criteria for promotion and high salary. Maybe they only want a quiet life rather than such contributions.

  3. My Thanks to This School

    Though not a good school comparing to the later ones that I participated, it provides me good education on mathematics and opportunity of learning necessary computer skills from my roommates. It is what I learned here bring me great convenience on my exploring to the empirical world, and indefinitely promote my admission to Lancaster. Heartedly, wish it goes well.

Farewell: Say Goodbye to ZNUFE

前言:终于毕业了,拿到了毕业证书回到了家。感谢铁路局终于开通了武昌到苏州的动车组,使我可以在6个小时内完成了点对点的旅行(宿舍-家)。在火车的轰鸣中,我依次给我的恩师,大哥,宿舍哥们和其他好友一一道别。终于,我结束了三年的研究生生活。这三年,有欢笑,有眼泪,有歌声,有失意。总之,一切都结束了,现在也是时候来给我的三年写一个总结了。

  1. 首义:一个美丽的地方

    不得不说,首义是个美丽的地方。在武汉三个春秋,尽管早已熟悉了城市的喧嚣和嘈杂,首义,一片地处闹市的孤岛,却给予了我内心的平静。无论你身在紫阳路还是武珞路,轻轻一拐进入校园,就可以让你立即有如置身世外的幻觉。一切嘈杂和喧闹,一切烦恼和痛苦如风般瞬间飞逝,留下的只有一片宁静。尽管在这里,你无法听到朗朗的读书声,也很少能见到晨间苦读的人们,你却可以感受到一种来自于学校本身的厚重感和沧桑感。

    我喜欢这个地方,并不仅仅是因它的宁静,更是因为这是我的母校。母校是什么?母校就是“一个你一天可以骂它千百回,却不容许别人骂”的地方。情侣吵架,别人常以“打是情,骂是爱”来相劝。而对于母校之情,有何故不是如此呢?曾有多次,我们对“今天我以母校为荣,明天母校以我为荣”嗤之以鼻。我们大骂学校不懂得投入却要学生来回报;我们大骂后勤部门的无能,把好好的食堂愣是整成了全武汉“倒数第一”;我们也大骂楼管,乘着我们搬家发财,还从不管事情;我们更骂那些行政人员,一个个不学无术却蛮横不讲理;我们也骂过学校的补助只有区区两百大洋,尚不够一天一份热干面。但是有一天你真的要离开了,你是记得了它的宁静和美丽,还是记得了这些该死的事情呢?

  2. 研究生:烟酒生,哈哈

    我们注定是革命性的一代。我也很荣幸的成为了首义最后一届研究生。这种特殊的使命让我见识了首义的回光返照和没落。由于学校的“战略转移”,我开始跟师弟师妹分在两个校区。为了找老板,为了办事,甚至为了参加最后的毕业典礼,来回奔波似乎成了家常便饭。这种来回奔波让我俄明年渐渐发现,我们老了。我们渐渐开始习惯于首义的宁静,而不再是新校区的“文化大革命”。我们习惯了首义的郁郁葱葱,而无法忍受南湖那几百米不见大树的不毛之地。我们开始变得宅了,在首义的校园里,总是那么宁静,总是只有那么几个稀稀拉拉的人在走。跟南湖滚滚的车流,帅哥流和美女流相比,我们这里人太少了。我们大多躲在宿舍里,玩着Dota,吃着不太好吃的零食,或者看着韩剧。实在无聊了,就看点Paper吧?再不行,找哥们喝酒去吧~,谁让我们是“烟酒生”呢?

    与本科生相比,我们无疑是自由的。我们没有熄灯时间,我们也没有网络限制。得益于首义的人少,我们的网络一直比南湖要快些。我们天天上网,除了上网还是上网,从QQ到偷菜,从Dota到三国杀。我们慢慢都戒掉了各自的网瘾。我们不再有年轻时候那种对待电脑的狂热。我们看到IE窗口的第一感觉是想吐,而不是再去爽一把。我们看到某些曾经为之极品的电影也开始厌恶,毕竟这些都是本科时代的玩意儿。以至于有人开玩笑说,要戒除网瘾何须“羊叫兽”,只需让这个孩子来上研究生。保管不出三年,此病彻底根除!

  3. 首义:让我学术研究启航的地方

    曾记得专科时候对研究生毕业的老师们的崇拜,也曾记得本科时候对某位教授的“大作”的崇拜,更曾记得第一次踏入中南财大大门时候的彷徨,但这一切都在瞬间改变了。由于宿舍好友的一句“戏言”,我成了现在老板的入室弟子。从此,我的人生轨迹开始了偏移。我放弃了大玩三年的宏伟想法,放弃了三年过掉CPA的疯狂梦想,更放掉了尝试ACCA的冲动。因为,仅仅是因为,我开始“学术”了!这一切来得那么不可思议,却又来得那么轻松。难道,这就是命运?不过我也更深的理解到,为人师,原来是可以那么容易改变一个人的命运的。尽管说这是“本分”,但是又有几个老师敢说“我尽到了一个老师的本分”呢?

    其实很多时候,我们遇到的事情都是对等的。用经济学的行话来说,这个叫做Substitution(看不懂者,请自觉绕道)。在我同学们经历了几次CPA考场的历练之时,我跑了几个会议。尽管说每次的演讲都不是那么成功(开玩笑,下面坐了一堆教授博导,你试试?),尽管说很多时候听不懂别人的讨论,我知道了学习的方向,记住了学术界的规范,同时也记住了美食(天,我真喜欢吃)。我知道了被人痛批论文的沮丧,知道了说一口流利英语时候的得意,知道了听不懂别人报告时候的无所事事,更是知道了我到底是否喜欢学术研究。当然,作为代价,我老板也付出了不小的代价。只可惜,现在的师弟师妹恐难有这类机会了。

  4. 结语

    之所以要感谢这个学校,是因为它促使了我一次华丽转身。在这里,我遇到了最好的朋友;在这里,我遇到了人生的知己;在这里,我也遇到了改变了我的恩师;更重要的,我领略到了湖北朋友的热情和好客。尽管说,这只是我人生旅途中的一个点,但它却是一个完美的驻点。

2010年7月2日 苏州家中

Saying Goodbye With Tears

It is in fact quite curious, that I have not made my tears dropped since the failure of my college entrance exams. Obviously, the failure that time is dramatically beating to me, that I can even not forget the ache in my heart when hearing the score and ranking from the telephone. It was quite a harsh time, that I was deeply, without any exceptions, dropped into the trap of depression. There were only thunder and storm, but not the sunshine and gentle wind in heart.

  1. What is the greatest depression?

    For many days I have been asserted of fully experienced on bad days. I didn’t feel much disappointed when I had to give up my hope of applying for the graduate school of Rennin University of China, I also feel okay when I was suffering from the beating of the GRE performance, and thus I would have  to, again, drop my hope of studying in US. And even when I heard about the death of my grandma, who brought me up during the whole childhood, I recovered myself in two weeks. However, I don’t know for how many days I would make myself recovered this time.

    In my friends’ eyes, I am, without any doubt, an ambitious man, who is willing to devote himself to the ideal world. It is in fact hard to tell, whether the determination is doing its good in my life, even though it is fully encouraged by different levels of educations, ranging from kindergarten to PhD program. Admittedly, determination can teach you quite a lot. With its help, you can learn more, read more and publish more as well as better off. However, over devoting in a specific work, a direct definition of determination, can also ask for your payment. What would you pay for that? It is, under most occasions, love!

  2. Can nature be contradicted?

    Young man, if you are considering of rejecting a piece of love, and meanwhile, you are lucky enough reading this post, I would try to persuade you of accepting it. Rejecting such staff can be much more difficult than anything else, especially when it contradicts your psychological indication. I started to think about taking my PhD study overseas from the second year, when participating my first-time international conference and talked to some faculties there, though at that time, I was still quite unaware of what I was willing to do and what I was interested in. I am always quite a man that considers reality as fully prioritized, and never believe in romance. For me, any romance that was built on the assumption that one party is willing to go overseas can be tricky and thus lead to unpleasant consequence. It is this good belief, though I cannot tell whether it is good or not indeed, helped me delayed the love.

    But things are always holding the preference of contradiction. Just count how many unexpected issues has you been come across? Tens? Hundreds? Or even more?  Though rejection is apparently a preferred answer following my logics that I discussed above, it failed on the determination from the other party. It is the first time that I learned that as an ordinary man, I should never expect controlling too much. Being over confident on your controlling, under some occasions, can cause disaster. If I would be able to make a new choice for all these I have experienced, I would give it up. Taking it can, undoubtedly, bring you good feeling for those honey days. It can, however, make you good depression when reaching its end of life.

  3. Saying Goodbye

    Saying goodbye with tears, the topic of this article, indicates the ending of this experience, that used to bring me days with sunshine, is now sounds like thunder and storm. Establish any promise in this period, though seems pleasant, is actually meaningless. For people that you are, or used to love, pray for her honey in future. Staying together or not, comparing to this fundamental assumption, is far less concrete.

    So guess the hidden head for this post? Well, you are quite right. It is not a post for you, but for someone else. Any other hidden head? Yeah, you are quite patient and cautious. This paper is written by a man whose native language is not English!

The Past Month: A Miscellaneous Comment

我的父母常说一句话“你看这个人做事情,就跟江南的黄梅天一样,不靠谱”。由此可见江南的黄梅天有多么的恶心了。然后,今年,我估计不仅仅是江南了,全国的气候都非常不正常了。以至于我母亲跟父亲都在笑言,活了半辈子,如此四月底照样可以把羽绒服穿在身上,实在是非常难得的天气了。说实话,我对这种天气是无语了。唯一的庆幸是这样的鬼天气我在家里,没有在武汉。我估计财大那破宿舍里这种天气是会让我很不爽的了。尽管我住在7楼,阳光理应比较灿烂。

  1. 有时候,胡说八道也需要理由

    需要说明的是,这篇博文并没有一个很明确的主题。而是属于那种“脚踩西瓜皮,滑倒哪里算哪里”的东西。倘若这是高考作文,那这将铁定是被语文老师当街示众的大作。上过学的人都应该知道那种“意散形更散”的文章的魄力。其实说真的,我是不太赞同可能吧的观点,即写博客都要有一个核心,并且把自己作为媒体来写。说真的,博客只是一个个人宣泄的平台。而若要每篇文章都去金雕细琢,耗时耗力,恐有不务正业之嫌。要知道,博客毕竟是一个展示自我,尽情挥霍的舞台。而对于精雕细琢的东西,何不拿去发表?这样才会有更多的读者群,也才有更好的版权保护,也才能更好的普渡“众神”嘛。

    诚然,这种事情也没有一个统一的说法。毕竟嘛,我是一个介于文科和理科之间的夹生饭。我做的是偏文科的研究,却有着理工类学生的爱好。这就注定了我的博客会成为一锅“珍珠翡翠白玉汤”。我喜欢在博客上写乱七八糟的东西,从恋爱到计算机,从计算机到会计,从会计到资本市场。只要是我熟悉的,我喜欢的,我了解的,我愿意废话的,我都会写几句。这样,这些或幼稚、或浅薄、或偏激、或专业的文章构成了我的博客。不得不说,正是这些天来在博客上的胡说八道锻炼了我的思维,以至于我在对付Issue(GRE作文的一种,旨在考察应试者的观点和逻辑)的时候可以做到从容不迫。但是,如果真的是有技术,比如Bill,比如他的朋友Solrex的博客,那我是由衷的佩服。毕竟作为计算机行业的人,他们应该做的就是去弘扬技术,而不是去体现价值观。价值观是御用文人干的活儿。别抢人饭碗嘛。

  2. 懒得更新博客更需要借口

    写本博客之前,我回望了下自己的博客。突然发现,我上一篇文章发表于3月23日。距今已经快有一个月了。不出意外的话,这次的时间间隔应该是我开独立博客以来时间间隔最长的一次了。在我保持博客静默的一个月时间里,我穿越了英语学习的时代。尽管说雅思成绩还不知道。但是从报名到考试才20来天的时间里去准备一个类似于雅思的高级别英语考试,说真的,不得不说是一个疯狂的举动。没办法,谁让哥们想着人家兜里的英镑呢。既然要人家给掏钱,那就只有乖乖的听话了。本来一直以为新托福因为其名字为“iBT”而彰显了其变态的本性而应稳居天下第一变态英语考试,考完雅思我才发现,“闷骚型”永远比“花枝招展”的恐怖。雅思的变态实在是令人有点发指。好在结果没出来,希望犹存。俗话说“No news is good news "嘛。

  3. 考试不好,考题太难是永恒的理由

    再来说说中大的那个变态的考试。在等待了数个礼拜之后,成绩终于揭晓了。不知道为什么中大这次改卷会弄得如此之慢。要知道之前的那个周末,北大连博士的复试都结束了。哎。不过考试的成绩不算太坏,只是分数线还没揭晓。希望可以过线吧。说真的,我很喜欢中大的风光,也很喜欢他们的研究氛围。最后上一张中大的图片,上网找的。不过可惜的是,我同战壕并肩作战的战友却不惜落败。不过话说,当一个考试的难度已经变态到人神共愤的地步,那他就不是考试了,而是变成了一群人,在一个固定的时间,一个固定的场所开始自虐。更郁闷的是,包括我和我朋友在内的大多数人,却还乐此不疲。不知道这是不是我自己的悲哀了。

  4. 为什么那么多人“求自虐”?

    由于最近是考研的录取和调剂时段,而下一批打算接受考研或者考博自虐行为的人也开始了准备。于是乎,作为某不太知名高校的校友,我总是接到一些师弟师妹的电话。问题很简单,无非就是是否考研啊,或者说如何准备云云。如果说后者的问题还是一种基于过来人经验的考虑的话,那前者的提问水准就有待商榷了。作为一个不太出名的学校的领导,鼓动学生去努力积极的考研本来也无可厚非。毕竟对他们而言,能够鲤鱼跳龙门进入一个好的研究生院是个不错的选择。而我无形之中似乎也成了他们的所谓的榜样。但是他们又何时真的去想过他们真的适合这么干么?要知道,我固然是这个学校出去的,但我的专业课教育却是在一个本一学校接受的。更重要的是,他们真的想过考研出来做什么吗?我很庆幸我遇到了一个不错的硕导。但是在当今这个“水导年年有,今年特别多”的大环境下,遇到一个好的导师的难度绝对不亚于找到一个好媳妇!

结束语:话说世间总是透着太多无奈。就如我遇到奖学金杯具时候我老板劝慰我所言:“世间并不如你想的那么美好,但是它有着自己的相对公平和均衡的运作机制”。作为一个大博弈的参与方,我们在当前,似乎做的,只能是遵守游戏规则吧。这篇博文应该是我写过的最无厘头的东西了。突然发现,写无厘头的东西感觉也是不错的呢。

Some Tips for Rookie Empirical Researchers

image 最近大家都开始做毕业论文了。鉴于现在国内外的学术潮流,大家都开始做实证了。哎,说实话,我们80后这一代可真是累,穿衣服、吃饭、看书什么都要赶时髦,甚至连现在这“人人得而诛之”的毕业论文都开始给我们找麻烦。您说洋洋洒洒数万字的规范研究有什么不好,既可以天马行空,也可以写的很潇洒。若有哪位牛人从小熟读唐诗宋词、楚辞汉赋,此时论文写作便是该君最为得意的时候。可惜,古人云,天有不测风云,今人曰,研究有风险,如今实证研究大行其道,不做点实证研究,毕业论文不放几个表格,不放几张统计图,不去写上一些数学模型,如何能一讨恩师的“芳心”?

正所谓闻道有先后,术业有专攻。由于本人恩师在实证研究上的痴迷,我也就比较早的感受到了实证研究的痛苦与残酷,而自然在如何避免“踩地雷”方面有了自己的一点心得,这里就大家最常见的一些问题来给出一些个人的见解,以求抛砖引玉。

  1. 我们一般做研究的数据可以从哪里取到?数据一般使用什么格式?

    一般我们的数据都不需要手工搜集。我们学校(中南财经政法大学)已经购买的数据库可以搞定大部分的财务报告数据和公司治理等方面的数据。而CSMAR则可以找到股票回报率方面的数据(我们学校没有高频数据)。如果觉得数据还是不够用,则有两种处理方法:

    1. 手工搜集:我们可以通过巨潮网取得所有上市公司公开发布的报告,包括定期公告和临时公告。
    2. 请求外援:我们可以通过其他学校的朋友来帮忙。比如Wind的数据质量很高,但是我们学校没有购买。于是我们可以通过自己的人脉去那些购买此数据库的学校和机构来求助。

    数据格式可以有各种各样,比如常用的Excel格式,数据库DBF格式,以及各种统计软件的格式等。具体使用什么格式,可以根据自己的情况来定。Junjun早期比较喜欢Excel格式,因为其处理灵活,但是现在更倾向于DBF,因为它能够具有更好的后期处理接口,同时格式定义更规范。

  2. 我的数据应该如何来合并?异常值和空值如何处理?

    一般来说,我们做研究的数据来源非常广泛,有手工搜集,有来自于不同的数据库,甚至还有部分数据来自于网站。那么,如何把这些数据进行合并是个非常要命的问题。这个问题也曾让Junjun郁闷了很久,想必也是大多数初级选手的绊脚石。大多数情况下,我们可以有三种方式来进行数据文件的合并:

    1. 利用Excel进行合并

      这是最简单,但是也是最容易出错的一种合并方式,尤其是当你对Excel的各种函数并不是很熟悉的时候。常用的函数有Vlookup,Hlookup等。其实Excel不仅仅可以用来合并,同时它也是数据处理不错的工具。Junjun早期的数据处理也是基于Excel做的。只是Excel的运算效率有点低。Junjun曾有一项最高纪录:一句复杂条件匹配函数在笔记本上计算了20个小时。

    2. 利用Access类进行合并

      这是一种比较常用的方式。简言之,就是使用Access等自带的SQL(结构化查询语言)来进行处理。SQL具有远比Excel更优秀的算法,效率非常高。但是Access也有缺点,那就是数据库对格式要求远没有Excel灵活,这就导致了一些情况下数据类型不匹配问题的发生。

    3. 利用专业软件包进行合并

      这也是一种高效率方法,但是Junjun在这里并不推荐给新手,除非你准备未来投身于学术界。通过专业软件包的一些关键语句可以很好的合并,效率绝对不逊于Access,但是需要Hand Coding。对于没有Programming的童鞋而言,这可能就是一种杯具了。

    对于空值和异常值的处理,最简单的方法就是剔除。当然,也有一些备选方法,比如对于异常值采用Winsorize方法,对于空值通过EM算法来填充等等。只是这些方法需要更好的技巧和Programming的技术,此处就不赘述了。

  3. 我应该使用什么统计模型来分析呢?

    不得不说,这个问题非常高深。高深到Junjun现在还是深受其害。按照统计学的说法,我们应该根据不同的数据样本来选择不同的估计方法。什么?听着像废话。那就说点实用的,但是却是没有科学根据的。一般情况下,如果你跟Junjun一样,怕瞎弄闹笑话,那就假定自己的数据服从正态分布(Normal Distribution),采用OLS。而如果你的被解释变量是两分类的虚拟变量,请考虑使用Logistic回归,如果是多分类,可以使用Logit。而如果数据有存在很大的偏倚,则请考虑Tobit。具体的方法,可参考相关计量经济学和统计学教材。

  4. 我应该使用什么统计软件?或者说,什么统计软件好用?

    这也是一个新手容易问到的问题。这个问题看起来幼稚,事实上却并不简单。其实在Package的选择上,完全遵循着咸菜萝卜各有所好的道理。以工作平台为例,Junjun非常喜欢在Linux下运行计算软件、利用Latex进行论文写作等。而更多的同学可能更觉得Windows+Word平台比较合适等等。

    Junjun也曾试用过很多统计软件,如EviewsSPSSStataSASR。就我个人感觉而言,SPSS无疑是最容易上手的。Junjun最早的一篇论文就是使用SPSS完成了所有的工作。但是,SPSS的低效率也实在让Junjun难以忍受。但是不可否认,SPSS最容易找到中文教程, 毕竟这是最早进入中国市场的统计软件包。目前最新的版本是17.0(不知道最近更新了没~)。

    Stata则是统计软件中的新秀。该软件的特点是短小精悍。定制很灵活,可扩展性强,适合中高级用户。由于这个软件的高扩展性,某些任务在此软件下会非常容易。但是,需要说明的是,大多数关于此软件的教程和说明皆为E文。国内尽管也出版了几本教材,但是在人大论坛上却是恶评如潮。愿意使用此软件的童鞋,请作好阅读大量英文的准备。

    SAS则是统计软件中的大哥大,价格昂贵。但是速度很快,支持并行处理。但是语法严格,必须要求正则表达。

    R是一款开源软件,通俗来讲,是不要钱的。风格介于SAS和Stata之间。该软件在Linux下效率很高。

  5. 我的结果不显著怎么办?是不是可以改数据(结果)?

    这是Junjun今天打算回答的一个最重要问题。其实这个问题也是让Junjun最烦的。其实实证结果不显著很好解释:那就是您所假设的关系并不存在。而解决这个问题,也不是那么简单了。除了技术层面的问题,这个问题的解决也涉及到了研究思想方面。在这个问题的理解上,Junjun要感谢他的老板,香港中大的TJ WongJoseph Fan教授,夏威夷大学的Shirley J. Daniel教授,台湾大学的李书行教授以及财大的诸多教授。

    就Junjun个人的观点,结果不显著可以遵循以下几个方面来进行解决:

    1. 我的研究思路有问题否?

      这是最基础的问题,但是也是最容易被忽视的。长久以来,我们总是有一种错误的观点。那就是我们先把实证结果做出来,然后再来考虑如何进行解释。殊不知,这种做法就如同当年大跃进一般的盲目。Junjun也曾是这种说法的坚定拥护者,但是在去年的培训中,被范博宏教授给狠K了。其实大多数情况下,我们的结果不显著,或者没法解释,都是因为研究思路的问题。

      作为一篇实证论文,最为核心的就是研究假设。所有的步骤,包括引言、文献回顾、研究设计都是基于此。一个合乎逻辑的假设应该有着完备的理论背景和坚实的现实基础。如果说,君的论文假设是拍脑袋想出来的(垃圾文章上的假设也归于此类),那么,君就得好好想下,您论文的假设是否符合逻辑。最简单的方法,您可以使用常见的基础理论,比如产权理论、交易成本理论来尝试从理论基础来推导,看假设基础是否坚实?同时,作为中国市场上的实证研究,我们同时要关注,这个命题是否具有现实性?相关的法规是怎么说的?制度背景是非常重要的。

      如果上述仍然不足以解决问题,您可以试着去阅读一些相关文献。尽可能去阅读国际顶级期刊文献,如TAR,JAR,JAE,RAS,JF,CAR等等。相比国内的文献,这些文献做的更严格。同时,关注下TJ Wong和Joseph Fan等人的研究。他们对中国的研究对我们具有很好的启发作用。

    2. 我的研究样本是否有问题?

      这个问题其实与上述的现实性基础具有异曲同工之妙。作为研究样本,最容易被人攻击,而事实上也最容易出问题的就是样本具有Bias。而Bias的种类和产生都千差万别,最常见的就是Selection Bias。发现此类问题的最好方法就是进行描述性统计分析。同时,我们需要注意我们的研究样本与制度背景的匹配。如:在全流通环境下去研究非流通股股东显然是不合时宜的。

    3. 我的数据处理是否出错?

      Junjun最喜欢说一句话,统计学是一门数学,而数学是严谨的。当数据处理出现错误的时候,最后数据分析的结果也会忠实的告诉您:这种关系不存在!或许您会认为这个问题非常幼稚,而事实上,Junjun曾也就此犯过错。这里有个真实的例子:Junjun曾在2008年做过一篇论文,由于当时技术尚不熟练,出了很多未知错误,导致结果非常牵强。在从美国开会回来对此文章进行大量重新修正的时候,Junjun仔细严格的重做了所有的数据,但是没有变更统计学模型和估计方法。而修改后的文章的结果显著性和预期吻合非常好。这就说明,在思路没有错误的时候,技术也是很重要的。

      常见的错误有区间配比错误,数据匹配错误等。还记得我前面提到的数据合并问题否?合并的错误可是很容易导致严重后果的哦~~

    4. 跟导师沟通

      这是最后一招,也是Junjun用的比较多的一招。导师总是站的比我们高,看得比我们远的。Junjun曾因为论文数次骚扰了我敬爱的老板,甚至让老板亲自帮忙审阅了好几次英文论文稿。大家应该知道阅读英文论文的感受~~,更何况还是Junjun的Chinglish。

  6. 我是不是可以改数据(结果)?

    这是今天的最后一个问题。其实这个问题不用Junjun回答大家都知道答案。大家都应该知道什么叫道德,什么叫做学术道德。如果一位科研工作者不能恪守学术道德的话,那他恐怕就没有资格再做这项工作了。目前中国的学术造假已经不少了,都已经驰名中外了,我们就不要再为此添砖加瓦了吧,哈哈,毕竟这可不是什么好事儿是吧?

写在最后:上述这几个问题是最近同学们问Junjun回答的最多的。但是Junjun在准备博士入学考试,所以没有大量的时间来回复。但是Junjun非常乐意就自己知道的来帮助大家。然而,Junjun跟大家一样,也只是一个在读的硕士研究生,眼界、知识难免有局限。这里所作的回答也只是基于Junjun个人的理解和感悟。不对的地方,还请大家一定要指出。

大家如果有新的问题,可以在下面写评论。第一次在我博客评论的同学可能会遇到评论审核。请大家不用着急,我会在第一时间来审核并回答的。谢谢大家的支持!

Do Real Work, Think Over Real Questions

image The application to the PhD Program may be regarded as the greatest failure on my individual plan for my future in the past years. While frankly, such efforts, though bring me no benefit on its proposed directions, show my a good lesson. That is, do what you can do, but never make attempts on those you are not familiar with. Doing something particular in a unsuitable environment, where you can hardly find reference, would directly bring you to the failure. Positioning is too essential for a reasonable decision-maker, without reasonable positioning, things can go terrible.

I was supposing the prize from the conference held at my birthday can bring me more courage, recovering myself back to the old days when I am fully prepared and encouraged to both the challenges and academic research. However, I found it didn’t work, I still remained what I was, no significant change at all.  My confidence on previous research, the pursuing of a PhD program overseas has been totally abandoned. Well, I am so lucky that I registered for the PhD admission exams of Sun Yat-sen University, where can bring me acceptable reward, if I am successfully admitted.

A first reason may be from the research itself, as I hereby conclude, after a deep consideration. Comparing to the majority of postgraduate students in China, I am a lucky dog. I have a good supervisor, helping me building up solid foundation on my research. However, for the empirical research, a contemporary research methodology adapted in China since 1992, we are both rookies. We select our topics from existing literature. That is right and reasonable, why? We are professor and student respectively, neither owns sufficient practical experience. To tell it frankly, we don’t have the first touch of the real world. What’s the consequence then? We don’t have our own story. How will it be then? We get topics from papers, not from the real world. My emotion on research may thus be greatly mitigated when such problem is aware of, but without any good solution.

The other reason may directly come from the selection of graduate school. Undoubtedly, it is a hard decision.  Given a high certainty on going overseas, I shall not have to fight for the top schools in China. It is a time-consuming and tiring job, without any pleasure at all. However, considering the limited reputation of our school outside China, and the limit on number of candidates going overseas for PhD, there is no reference. That is, I can hardly evaluate my own probability of admission to international graduate school. Under such situation, giving up top schools in China can be too risky. That’s why I finally made such decision. While,such decision can hardly mean peace, it reflects much more the selection itself.

I am writing this post for two aims, one is to express my depression, which has been done in previous paragraph. The other one is to identify my understanding on ethics of research. Do real work and think them over should be a key determinant to the future research. The interest of research can only come when you are doing a real question. In fact, I was firstly supposed to write a proposal on privatization of state-owned firms in China. After an attempt for 15 days, I gave that up. This abandon directly wastes my time of 15 days, but I get this lesson. And I am now starting to aware of why many scholars overseas are so interested in research. They are doing real research grounded on real world!

This is an article sharing my own feeling and understand on research. Your comments are welcome.

Congratulatons to Xie Wei

以下转载了谢老师的空间的帖子。他是我进常熟理工学院见到的第一位老师,也一直对我很好。我非常感激,今天得到他的好消息,我真是为他高兴万分!

祝他在三年的学习研究中有好成绩,大步前进!

以下转载了谢老师的空间的帖子。他是我进常熟理工学院见到的第一位老师,也一直对我很好。我非常感激,今天得到他的好消息,我真是为他高兴万分!

祝他在三年的学习研究中有好成绩,大步前进!

通知书来了.

The admission

The letter from my Document Achievement get arrived eventually and the documents have been sent out yesterday, now I may just wait for the notice of admission. Thinking about the past months, it is really tough, I have to bear too much and think too much, while now I still have much to do, after three years of study, what should I do then? What am I going to be? All are of questions to be solved. Life to some kind, is just a set of formulas, either linear or non-linear, once you get it solved and achieve the final solution, you finish the task of the life. The method we use is not Mathematica or Matlab, but the adventures, the courage and our belief!

The reply from uncle in Beijing

I get the mail from uncle Yangyang this morning occasionally while opening my mailbox and check the mails. It has been about three weeks since I sent him a mail, asking him whether he has the friend in Renmin University of China. It is really a good university, especially on accounting. But the present situation for the postgraduate seems really too darkened, to great extent, relation and bribery involved. Once i get some help, it will be too benefitful to me,though it can not be depended on.
I still have some difficulties on math, especially on linear algebra and probabilities. And how to successfully remember the key points of politics is also quite tough.

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