Details about Yushu Li

Access statistics for papers by Yushu Li.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pli868

Working Papers

2024

1. Investigation of Swedish krona exchange rate volatility by APARCH-Support Vector Regression
   Working Papers in Economics and Statistics, Linnaeus University, School of Business and Economics, Department of Economics and Statistics

2014

2. A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting
   Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (1)
3. A simple wavelet-based test for serial correlation in panel data models
   Discussion Papers, Norwegian School of Economics, Department of Business and Management Science
   Also in Working Papers, Lund University, Department of Economics (2013)
4. Wavelet Improvement in Turning Point Detection using a Hidden Markov Model
   Working Papers, Lund University, Department of Economics View citations (1)
   Also in Discussion Papers, Norwegian School of Economics, Department of Business and Management Science (2014) View citations (1)

2013

5. How Flexible are the Inflation Targets? A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model
   Working Papers, Lund University, Department of Economics
6. Testing for Structural Breaks in the Presence of Data Perturbations: Impacts and Wavelet Based Improvements
   Working Papers, Lund University, Department of Economics

2012

7. Estimating Long Memory Causality Relationships by a Wavelet Method
   Working Papers, Lund University, Department of Economics
8. Estimating and Forecasting APARCH-Skew-t Models by Wavelet Support Vector Machines
   Working Papers, Lund University, Department of Economics
9. Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems
   Working Papers, Lund University, Department of Economics
   Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2011)
   See also Journal Article Wavelet based outlier correction for power controlled turning point detection in surveillance systems, Economic Modelling, Elsevier (2013) View citations (1) (2013)

2010

10. Linear and Non-linear Causality Test in a LSTAR model - wavelet decomposition in a non-linear environment
    Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies View citations (4)

2009

11. Testing for Unit Root against LSTAR Model: Wavelet Improvement under GARCH Distortion
    CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics
    Also in Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies (2009)
12. Wavelet Improvement of the Over-rejection of Unit root test under GARCH errors
    CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics

Journal Articles

2013

1. Testing for Unit Roots in Panel Data Using a Wavelet Ratio Method
   Computational Economics, 2013, 41, (1), 59-69 View citations (4)
2. Wavelet based outlier correction for power controlled turning point detection in surveillance systems
   Economic Modelling, 2013, 30, (C), 317-321 View citations (1)
   See also Working Paper Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems, Working Papers (2012) (2012)

1988

3. A Simulation of Economic Effects of Technology Transfer in Cereal Production
   Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, 1988, 36, (3), 473-488