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Yushu Li

Associate Professor
  • E-mailYushu.Li@uib.no
  • Phone+47 55 58 48 83+47 472 84 929
  • Visitor Address
    Realfagbygget, Allégt. 41
  • Postal Address
    Postboks 7803
    5020 Bergen

Time series econometrics  

Sparse Bayesian Learning

Wavelet methods

Statistical machine learning 

Statistical Surveillance

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STATLEARN(H17,H18, H19), UIB: Statistical learning

STAT240 (V17), UIB: Theory of Finance

STAT231 (H16), UIB: Nonlife insurance mathematics

STAT111 (V16, V18), UIB: Statistiske metoder

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

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

MAT013 (H14), NHH:Matematisk statistikk

 

 

 

14. Yushu Li and Fredrik N.G. Andersson (2020) 

A simple wavelet-based test for serial correlation in panel data models, (Online 22. Feb.),  Empirical Economics

13. Fredrik N.G. Andersson and Yushu Li (2019)

Are Central Bankers Inflation Nutters?  A MCMC Estimator of the Long-Memory Parameter in a State Space Model, (Online 19 June 2019), Computational economics

12. Yushu Li and  Jonas Andersson (2019)

A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting, (Online 17 May 2019), Jounnal of forecasting

11. Hyunjoo Kim Karlsoon, Yushu Li and Ghazi Shukur (2018)

" The Causal Nexus between Oil Prices, Interest Rates, and Unemployment in Norway Using Wavelet Methods", Sustainability 201810(8), 2792; https://doi.org/10.3390/su10082792

10  Bjørn Gunna Hansen and Yushu Li (2017)

"An Analysis of Past World Market Prices of Feed and Milk and Predictions for the Future", Agribusiness, 33 (2), pp 175-193

9.    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

8.       Yushu Li (2015)

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

7.       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

5.      Yushu Li (2013)

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

4.       Yushu Li and Shukur Ghazi (2011)

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

3.       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

2.       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

1.      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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Academic article
  • 2019. Are Central Bankers Inflation Nutters? An MCMC Estimator of the Long-Memory Parameter in a State Space Model. Computational Economics. 1-21.
  • 2019. A likelihood ratio and Markov chain‐based method to evaluate density forecasting. Journal of Forecasting. 1-9.
  • 2018. The Causal Nexus between Oil Prices, Interest Rates, and Unemployment in Norway Using Wavelet Methods . Sustainability. 1-15.
  • 2017. An Analysis of Past World Market Prices of Feed and Milk and Predictions for the Future. Agribusiness. 175-193.
  • 2015. Testing for structural breaks in the presence of data perturbations: impacts and wavelet-based improvements. Journal of Statistical Computation and Simulation. 3468-3479.
  • 2014. Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction. Computational statistics (Zeitschrift). 1481-1496.
  • 2014. Estimating and forecasting APARCH-Skew-t model by wavelet support vector machines. Journal of Forecasting. 259-269.
  • 2014. Estimate Long Memory Causality Relationship by Wavelet Method. Computational Economics. 531-544.
  • 2013. Wavelet Based Outlier Correction for Power Controlled Turning Point Detection in Surveillance Systems. Economic Modelling. 317-321.
  • 2011. inear and Nonlinear Causality Test in LSTAR Models: Wavelet Decomposition in Nonlinear Environment . Journal of Statistical Computation and Simulation. 1913-1925.
  • 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. 2385-2396.
  • 2011. Testing for unit roots in panel data using wavelet ratio method . Computational Economics. 1-11.
  • 2010. Testing for Unit Root Against LSTAR Models: Wavelet Improvement under GARCH Distortion . Communications in Statistics - Simulation and Computation. 277-286.
Report
  • 2015. Future world market prices of milk and feed looking into the crystal ball. 17. 17. .
  • 2014. Wavelet improvement in turning point detection using a Hidden Markov Model. 10. 10. .
  • 2014. Are Central Bankers Inflation Nutters? - A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model. 38. 38. .
  • 2014. A simple wavelet-based test for serial correlation in panel data models. 11. 11. .
  • 2014. A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting. 12. 12. .
Academic lecture
  • 2019. The Value of Turning-Point Detection for Optimal Investment .
  • 2019. Estimating APGARCH-Skew-t model by Wavelet Support Vector Machines.
  • 2019. A noise-robust Fast Sparse Bayesian Learning Model.
  • 2015. A Likelihood Ratio and Markov Chain Based Method to Evaluate Density Forecasting.
  • 2014. Some aspect in wavelet analysis, statistical surveillance and support vector machine.
  • 2014. A simple wavelet-based test for serial correlation in panel data models.
  • 2013. Use Wavelet Methods to Deal with Irregular and Large Time Series Data.

More information in national current research information system (CRIStin)

Project leader for two years research project (2018-2019):  Strategic  Risk Adoption  in  Real  Options  under  Multi - Horizon  Regime  Switching and Uncertainty.

Project number 274569, Granted with 580000 nok from  Finance Market Fund, Norwegian Research Council