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Yushu Li

Associate Professor
  • E-mailYushu.Li@uib.no
  • Phone+47 55 58 48 83
  • Visitor Address
    Realfagbygget, Allégt. 41
  • Postal Address
    Postboks 7803
    5020 Bergen

 

  • Time Series Analysis

  • Wavelet Method

  • Econometrics

  • Statistical Methods

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STATLEARN(H17), UIB: Statistical Learning

STAT240 (V17), UIB: Theory of Finance

STAT231 (H16), UIB: Nonlife insurance mathematics

STAT111 (V16), UIB: Statistiske metoder

STAT250 (H15), UIB: Monte Carlo methods in statistics

ECO403 (V15,V14), NHH: Time series analysis and prediction

MAT013 (H14), NHH:Matematisk statistikk

 

 

 

1. Yushu Li and Jonas Andersson (2016)

"A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting," Journal of forecasting (forthcoming)

2. Bjørn Gunna Hansan and Yushu Li (2016)

"An Analysis of Past World Market Prices of Feed and Milk and Predictions for the Future" Agribusiness, online 06 June, 2016

3.    Simon Reese and Yushu Li (2015)

§  “Testing for structural breaks in the presence of data perturbations---Impacts and wavelet based improvements”, Journal of Statistical Computation and Simulation, 2015, 85(17), pp. 3468-3479

4.       Yushu Li (2015)

§  “Estimate long memory causality relationship by wavelet method”, Computational Economics, 2015, 45(4), pp. 531-544

5.       Yushu Li (2014)

§  “Estimating APGARCH-Skew-t model by Wavelet Support Vector Machines”, Journal of Forecasting, 2014, 33(4), pp. 259-269

6.       Yushu Li and Simon Reese (2014)

§  “Wavelet improvement in turning point detection using a HMM model - from the aspects of cyclical identification and outlier correction”, Computational Statistic,, 2014, 29(6), pp.1481-1496

7.      Yushu Li (2013)

§  Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems”, Economic modeling, 30, pp. 317-321

8.       Yushu Li and Shukur Ghazi (2011)

§  “Testing for unit roots in panel data using wavelet ratio method”, Computational Economics, Nov., 2011, pp 1-11.

9.       Yushu Li and Shukur Ghazi (2011)

§  “Linear and Nonlinear Causality Test in LSTAR Models: Wavelet Decomposition in Nonlinear Environment”, Journal of Statistical Computation and Simulation,81:12, pp.1913-1925

10.       Yushu Li and Shukur Ghazi (2011)

§  “Wavelet Improvement of the Over-rejection of Unit root test under GARCH errors: An Application to Swedish Immigration Data”, Communications in Statistics, Theory and Methods. 40, Issue 13, pp. 2385-2396.

11.      Yushu Li and Shukur Ghazi (2010)

§  “Testing for Unit Root Against LSTAR Models: Wavelet Improvement under GARCH Distortion”, Communications in Statistics, Simulation and Computation, 39, Issue 2, pp. 277 – 286.

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Journal articles
  • Reese, Simon; Li, Yushu. 2015. Testing for structural breaks in the presence of data perturbations: impacts and wavelet-based improvements. Journal of Statistical Computation and Simulation. 85: 3468-3479. doi: 10.1080/00949655.2014.979824
  • Li, Yushu. 2014. Estimating and forecasting APARCH-Skew-t model by wavelet support vector machines. Journal of Forecasting. 33: 259-269. doi: 10.1002/for.2275
  • Li, Yushu. 2014. Estimate Long Memory Causality Relationship by Wavelet Method. Computational Economics. 45: 531-544. doi: 10.1007/s10614-014-9434-y
  • Li, Yushu; Reese, Simon. 2014. Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction. Computational statistics (Zeitschrift). 29: 1481-1496. doi: 10.1007/s00180-014-0502-5
Reports and theses
  • Hansen, Bjørn Gunnar; Li, Yushu. 2015. Future world market prices of milk and feed looking into the crystal ball. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper. 17. Norges Handelshøyskole. Institutt for Foretaksøkonomi, Bergen. 30 pages.
  • Andersson, Fredrik N. G.; Li, Yushu. 2014. Are Central Bankers Inflation Nutters? - A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper. 38. Norges Handelshøyskole. Institutt for Foretaksøkonomi, Bergen. 17 pages.
  • Li, Yushu; Andersson, Fredrik N. G. 2014. A simple wavelet-based test for serial correlation in panel data models. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper. 11. Norges Handelshøyskole. Institutt for Foretaksøkonomi, Bergen. 12 pages.
  • Li, Yushu; Andersson, Jonas. 2014. A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper. 12. Norges Handelshøyskole. Institutt for Foretaksøkonomi, Bergen. 12 pages.
  • Li, Yushu; Reese, Simon. 2014. Wavelet improvement in turning point detection using a Hidden Markov Model. Norges Handelshoeyskole. Institutt for Foretaksoekonomi. Discussion Paper. 10. Norges Handelshøyskole. Institutt for Foretaksøkonomi, Bergen. 22 pages.

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