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Details about Yushu Li

Homepage:https://www.nhh.no/en/research-faculty/department-of-business-and-management-science/for/cv/li--yush
Workplace:Institutt for foretaksøkonomi (Department of Business and Management Science), Norges Handelshøyskole (NHH) (Norwegian School of Economics), (more information at EDIRC)

Access statistics for papers by Yushu Li.

Last updated 2014-04-10. Update your information in the RePEc Author Service.

Short-id: pli868


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Working Papers

2014

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

2013

  1. 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 Downloads
  2. Testing for Structural Breaks in the Presence of Data Perturbations: Impacts and Wavelet Based Improvements
    Working Papers, Lund University, Department of Economics Downloads

2012

  1. Estimating Long Memory Causality Relationships by a Wavelet Method
    Working Papers, Lund University, Department of Economics Downloads
  2. Estimating and Forecasting APARCH-Skew-t Models by Wavelet Support Vector Machines
    Working Papers, Lund University, Department of Economics Downloads
  3. Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems
    Working Papers, Lund University, Department of Economics Downloads
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2011) Downloads

    See also Journal Article in Economic Modelling (2013)

2010

  1. 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 Downloads View citations (4)

2009

  1. 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 Downloads
    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) Downloads
  2. 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 Downloads

Journal Articles

2013

  1. Testing for Unit Roots in Panel Data Using a Wavelet Ratio Method
    Computational Economics, 2013, 41, (1), 59-69 Downloads View citations (3)
  2. Wavelet based outlier correction for power controlled turning point detection in surveillance systems
    Economic Modelling, 2013, 30, (C), 317-321 Downloads View citations (1)
    See also Working Paper (2012)

1988

  1. 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 Downloads
 
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