Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Zonglu,He"'
Publikováno v:
International Journal of Empirical Economics, Vol 02, Iss 03 (2023)
Business cycles and economic growth have long been studied separately, hindering understanding of the nature and causes of economic fluctuations and growth. Here, we present an economic model that incorporates both deterministic trends and persistent
Externí odkaz:
https://doaj.org/article/b478a851da5540129c688fe53d98075e
Autor:
Zonglu He
Publikováno v:
Frontiers in Computational Neuroscience, Vol 13 (2019)
The mechanisms underlying an effective propagation of high intensity information over a background of irregular firing and response latency in cognitive processes remain unclear. Here we propose a SSCCPI circuit to address this issue. We hypothesize
Externí odkaz:
https://doaj.org/article/56847fb7e5484e3c81673b5b54403c9c
Autor:
Zonglu He
Publikováno v:
Research Outreach. :46-49
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8e24042466594987b5dddb8b5c472621
https://doi.org/10.32907/ro-107-4649
https://doi.org/10.32907/ro-107-4649
Autor:
Zonglu He
Publikováno v:
Scientific Reports, Vol 10, Iss 1, Pp 1-21 (2020)
Scientific Reports
Scientific Reports
The control mechanisms and implications of heart rate variability (HRV) under the sympathetic (SNS) and parasympathetic nervous system (PNS) modulation remain poorly understood. Here, we establish the HR model/HRV responder using a nonlinear process
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e5322c4533a0fcfc5fea12b62a599533
https://doi.org/10.1038/s41598-020-61562-6
https://doi.org/10.1038/s41598-020-61562-6
Autor:
Zonglu He
Publikováno v:
Scientific Reports
Scientific Reports, Vol 8, Iss 1, Pp 1-17 (2018)
Scientific Reports, Vol 8, Iss 1, Pp 1-17 (2018)
Fractal dimensionality is accepted as a measure of complexity for systems that cannot be described by integer dimensions. However, fractal control mechanisms, physical implications, and relations to nonlinear dynamics have not yet been fully clarifie
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::be048e61ef9725ee6feee9f778967bec
https://doi.org/10.1038/s41598-018-28669-3
https://doi.org/10.1038/s41598-018-28669-3
Autor:
Zonglu,He
Publikováno v:
広島文化学園大学ネットワーク社会研究センター研究年報=Journal of Hiroshima Bunka Gakuen University Center for Networking Society. 9(1):1-5
A modified test for Granger-causality relationshipｓ between nonlinear time series variables with unit-root and time-trend components is proposed. Lt is because most macroeconomic time series are involved in a unit root and a time trend component. T
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=jairo_______::4cb56674750cc977bde0fa75442788e3
http://harp.lib.hiroshima-u.ac.jp/hbg/metadata/12370
http://harp.lib.hiroshima-u.ac.jp/hbg/metadata/12370
Publikováno v:
The Japanese Economic Review. 54:420-438
In this paper we examine the asymptotic properties of the estimator of the long-run coefficient (LRC) in a dynamic regression model with integrated regressors and serially correlated errors. We show that the OLS estimators of the regression coefficie
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9d587bbb7ca8b96d210e21055766444f
https://doi.org/10.1111/1468-5876.t01-1-00068
https://doi.org/10.1111/1468-5876.t01-1-00068
Autor:
Koichi Maekawa, Zonglu He
Publikováno v:
Economics Letters. 73:307-313
This paper points out that F statistic for testing Granger causality often leads to spurious causality between two independent and irrelative processes x t and y t where one of or both of them is or are non-stationary. To show this we derive non-stan
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5517f665ae103d22fcdda299cb77df38
https://doi.org/10.1016/s0165-1765(01)00498-0
https://doi.org/10.1016/s0165-1765(01)00498-0
Autor:
Zonglu He1, Koichi Maekawa, Richard2 maekawa@hiroshima-u.ac.jp
Publikováno v:
Economics Letters. Dec2001, Vol. 73 Issue 3, p307-313. 7p. 3 Charts.