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Yushu Li

NHH Norwegian School of Economics - Department of Business and Management Science

Helleveien 30

Bergen, NO-5045

Norway

  • NHH Norwegian School of Economics - Department of Business and Management Science

SCHOLARLY PAPERS

5

DOWNLOADS

744

TOTAL CITATIONS

1

Scholarly Papers (5)

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1.

Wavelet Improvement in Turning Point Detection Using a Hidden Markov Model

NHH Dept. of Business and Management Science Discussion Paper No. 2014/10
Number of pages: 23 Posted: 27 Mar 2014
Yushu Li and Simon Reese
NHH Norwegian School of Economics - Department of Business and Management Science and Lund University - Department of Economics
Downloads 336 (223,475)

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HMM, turning point, wavelet, wavelet power spectrum, outlier

2.

Future World Market Prices of Milk and Feed Looking into the Crystal Ball

NHH Dept. of Business and Management Science Discussion Paper No. 2015/17
Number of pages: 31 Posted: 11 Apr 2015
Bjørn Gunnar Hansen and Yushu Li
NHH Norwegian School of Economics and NHH Norwegian School of Economics - Department of Business and Management Science
Downloads 176 (431,126)

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Agricultural economics, forecast, wavelet MRA, VECM

3.

A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting

NHH Dept. of Business and Management Science Discussion Paper No. 2014/12
Number of pages: 13 Posted: 27 Mar 2014
Yushu Li and Jonas Andersson
NHH Norwegian School of Economics - Department of Business and Management Science and NHH Norwegian School of Economics - Department of Business and Management Science
Downloads 89 (747,755)
Citation 1

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Likelihood ratio test, Markov Chain, Density forecasting

4.

A Simple Wavelet-Based Test for Serial Correlation in Panel Data Models

NHH Dept. of Business and Management Science Discussion Paper No. 2014/11
Number of pages: 13 Posted: 27 Mar 2014
Yushu Li and Fredrik Andersson
NHH Norwegian School of Economics - Department of Business and Management Science and Lund University - Department of Economics
Downloads 81 (796,622)

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Energy Distribution, MODWT, Serial correlation, Static and dynamic panel models

5.

Are Central Bankers Inflation Nutters? A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model

NHH Dept. of Business and Management Science Discussion Paper No. 2014/38
Number of pages: 18 Posted: 09 Dec 2014
Fredrik Andersson and Yushu Li
Lund University - Department of Economics and NHH Norwegian School of Economics - Department of Business and Management Science
Downloads 62 (942,565)

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Fractional integration, inflation-targeting, state space model