Yushu Li

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

Helleveien 30

Bergen, NO-5045

Norway

SCHOLARLY PAPERS

5

DOWNLOADS

436

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

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
Norwegian School of Economics (NHH) - Department of Business and Management Science and Lund University - Department of Economics
Downloads 235 (130,167)

Abstract:

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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
Norwegian School of Economics (NHH) and Norwegian School of Economics (NHH) - Department of Business and Management Science
Downloads 99 (267,012)

Abstract:

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Agricultural economics, forecast, wavelet MRA, VECM

3.

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
Norwegian School of Economics (NHH) - Department of Business and Management Science and Lund University - Department of Economics
Downloads 42 (417,120)

Abstract:

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

4.

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
Norwegian School of Economics (NHH) - Department of Business and Management Science and Norwegian School of Economics (NHH) - Department of Business and Management Science
Downloads 33 (453,886)
Citation 1

Abstract:

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Likelihood ratio test, Markov Chain, Density forecasting

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 Norwegian School of Economics (NHH) - Department of Business and Management Science
Downloads 27 (482,919)

Abstract:

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Fractional integration, inflation-targeting, state space model