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A likelihood ratio and Markov chain based method to evaluate density forecasting
Li, Yushu
;
Andersson, Jonas
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2014
Persistent link: https://www.econbiz.de/10010336422
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2
A simple wavelet-based test for serial correlation in panel data models
Li, Yushu
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Andersson, Fredrik N. G.
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2014
Persistent link: https://www.econbiz.de/10010336426
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Wavelet improvement in turning point detection using a hidden Markov model : from the aspects of cyclical identification and outlier correction
Li, Yushu
;
Reese, Simon
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2014
Persistent link: https://www.econbiz.de/10010336430
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4
Future world market prices of milk and feed looking into the crystal ball
Hansen, Bjørn Gunnar
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Li, Yushu
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2015
Persistent link: https://www.econbiz.de/10010515212
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5
Are central bankers inflation nutters? : a Bayesian MCMC estimator of the long memory parameter in a state space model
Andersson, Fredrik N. G.
;
Li, Yushu
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2014
Persistent link: https://www.econbiz.de/10010443074
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