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Yushu Li

Personal Details

First Name:Yushu
Middle Name:
Last Name:Li
Suffix:
RePEc Short-ID:pli868
[This author has chosen not to make the email address public]
https://www.nhh.no/en/research-faculty/department-of-business-and-management-science/for/cv/li--yush

Affiliation

Institutt for foretaksøkonomi
Norges Handelshøyskole (NHH)

Bergen, Norway
http://www.nhh.no/en/research-faculty/department-of-business-and-management-science.aspx

: +47 55 95 92 93
+47 55 95 96 50
Helleveien 30, N-5045 Bergen
RePEc:edi:dfnhhno (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Li, Yushu & Andersson, Fredrik N. G., 2014. "A simple wavelet-based test for serial correlation in panel data models," Discussion Papers 2014/11, Norwegian School of Economics, Department of Business and Management Science.
  2. Li, Yushu & Andersson, Jonas, 2014. "A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting," Discussion Papers 2014/12, Norwegian School of Economics, Department of Business and Management Science.
  3. Andersson, Fredrik N.G. & Li, Yushu, 2013. "How Flexible are the Inflation Targets? A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model," Working Papers 2013:38, Lund University, Department of Economics.
  4. Reese, Simon & Li, Yushu, 2013. "Testing for Structural Breaks in the Presence of Data Perturbations: Impacts and Wavelet Based Improvements," Working Papers 2013:36, Lund University, Department of Economics.
  5. Li, Yushu, 2012. "Estimating Long Memory Causality Relationships by a Wavelet Method," Working Papers 2012:15, Lund University, Department of Economics.
  6. Li, Yushu & Reese, Simon, 2012. "Wavelet Improvement in Turning Point Detection using a Hidden Markov Model," Working Papers 2012:14, Lund University, Department of Economics, revised 05 Apr 2014.
  7. Li, Yushu, 2012. "Estimating and Forecasting APARCH-Skew-t Models by Wavelet Support Vector Machines," Working Papers 2012:13, Lund University, Department of Economics.
  8. Li, Yushu, 2012. "Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems," Working Papers 2012:12, Lund University, Department of Economics.
  9. Li, Yushu & Shukur, Ghazi, 2010. "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 227, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  10. Li, Yushu & Shukur, Ghazi, 2009. "Wavelet Improvement of the Over-rejection of Unit root test under GARCH errors," CAFO Working Papers 2009:7, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics.
  11. Li, Yushu & Shukur, Ghazi, 2009. "Testing for Unit Root against LSTAR model – wavelet improvements under GARCH distortion," Working Paper Series in Economics and Institutions of Innovation 184, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.

Articles

  1. Yushu Li & Ghazi Shukur, 2013. "Testing for Unit Roots in Panel Data Using a Wavelet Ratio Method," Computational Economics, Springer;Society for Computational Economics, vol. 41(1), pages 59-69, January.
  2. Li, Yushu, 2013. "Wavelet based outlier correction for power controlled turning point detection in surveillance systems," Economic Modelling, Elsevier, vol. 30(C), pages 317-321.
  3. Y. Li & L. P. Apedaile, 1988. "A Simulation of Economic Effects of Technology Transfer in Cereal Production," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 36(3), pages 473-488, November.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Li, Yushu, 2012. "Estimating Long Memory Causality Relationships by a Wavelet Method," Working Papers 2012:15, Lund University, Department of Economics.

    Mentioned in:

    1. Some Recent Papers on Granger Causality
      by Dave Giles in Econometrics Beat: Dave Giles' Blog on 2012-12-03 00:30:00

Working papers

  1. Li, Yushu & Shukur, Ghazi, 2010. "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 227, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.

    Cited by:

    1. Prasad Bal, Debi & Narayan Rath, Badri, 2015. "Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India," Energy Economics, Elsevier, vol. 51(C), pages 149-156.
    2. Yii Siing Wong & Chong Mun Ho & Brian Dollery, 2012. "Impact of exchange rate volatility on import flows: the case of Malaysia and the United States," Applied Financial Economics, Taylor & Francis Journals, vol. 22(24), pages 2027-2034, December.
    3. Lim, Shiok Ye & Ho, Chong Mun, 2013. "Nonlinearity in ASEAN-5 export-led growth model: Empirical evidence from nonparametric approach," Economic Modelling, Elsevier, vol. 32(C), pages 136-145.

Articles

    Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (12) 2009-03-07 2009-03-07 2009-08-30 2010-04-17 2011-09-16 2012-05-29 2012-05-29 2012-05-29 2012-05-29 2014-04-11 2014-04-11 2014-04-11. Author is listed
  2. NEP-ECM: Econometrics (11) 2009-03-07 2009-03-07 2009-08-30 2011-09-16 2012-05-29 2012-05-29 2012-05-29 2013-10-25 2013-12-06 2013-12-06 2014-04-11. Author is listed
  3. NEP-ORE: Operations Research (6) 2009-03-07 2009-08-30 2012-05-29 2013-12-06 2014-04-11 2014-04-11. Author is listed
  4. NEP-GER: German Papers (3) 2014-04-11 2014-04-11 2014-04-11
  5. NEP-FOR: Forecasting (2) 2012-05-29 2014-04-11
  6. NEP-CBA: Central Banking (1) 2013-12-06
  7. NEP-CMP: Computational Economics (1) 2014-04-11
  8. NEP-MAC: Macroeconomics (1) 2013-12-06
  9. NEP-MON: Monetary Economics (1) 2013-12-06

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