Gangzheng Guo
Biographic Data
| ID | 9595681 |
|---|---|
| NAME | Gangzheng Guo |
| GIVEN NAMES | Gangzheng |
| FAMILY NAME | Guo |
| SIGNATURE | GUO G |
| AFFILIATIONS | International Institute China Construction Bank Beijing China |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2022 |
| LATEST PUBLICATION YEAR | 2022 |
| H-INDEX | 0 |
Testing for a Moderately Explosive Process with Structural Change in Drift
This paper studies large sample properties of a moderately explosive autoregression with a structural change in the unobservable drift term, and develops asymptotic tests for the null of moderate explosiveness under different dependence structures. When the innovation sequence is independently and identically distributed (i.i.d.), we show that the t statistic is asymptotically standard normal. When the innovations are weakly dependent in the form…
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Testing for a Moderately Explosive Process with Structural Change in Drift
This paper studies large sample properties of a moderately explosive autoregression with a structural change in the unobservable drift term, and develops asymptotic tests for the null of moderate explosiveness under different dependence structures. When the innovation sequence is independently and identically distributed (i.i.d.), we show that the t statistic is asymptotically standard normal. When the innovations are weakly dependent in the form…
Advanced Statistical Process Monitoring (1 work) · Applied Mathematics (1 work) · Asymptotic distribution (1 work) · Autocorrelation (1 work) · Econometrics (1 work) · Estimator (1 work) · Explosive material (1 work) · Heteroscedasticity (1 work) · Homoscedasticity (1 work) · Market Dynamics and Volatility (1 work)