Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates.
- Published in:
- Statistical Papers, 2024, v. 65, n. 5, p. 3303, doi. 10.1007/s00362-023-01520-2
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- Publication type:
- Article
Works matching AU Månsson, Kristofer
Results: 46
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A Liu estimator for the beta regression model and its application to chemical data.
- Published in:
- Journal of Chemometrics, 2020, v. 34, n. 10, p. 1, doi. 10.1002/cem.3300
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- Publication type:
- Article
3
Performance of some ridge regression estimators for the multinomial logit model.
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- Communications in Statistics: Theory & Methods, 2018, v. 47, n. 12, p. 2795, doi. 10.1080/03610926.2013.784996
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- Publication type:
- Article
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Performance of Some Weighted Liu Estimators for Logit Regression Model: An Application to Swedish Accident Data.
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- Communications in Statistics: Theory & Methods, 2015, v. 44, n. 2, p. 363, doi. 10.1080/03610926.2012.745562
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- Publication type:
- Article
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A New Asymmetric Interaction Ridge (AIR) Regression Method.
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- Communications in Statistics: Theory & Methods, 2014, v. 43, n. 3, p. 616, doi. 10.1080/03610926.2012.667485
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- Publication type:
- Article
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On the Estimation of the CO2 Emission, Economic Growth and Energy Consumption Nexus Using Dynamic OLS in the Presence of Multicollinearity.
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- Sustainability (2071-1050), 2018, v. 10, n. 5, p. 1315, doi. 10.3390/su10051315
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- Publication type:
- Article
7
Revisiting the nexus of the financial development and economic development: new international evidence using a wavelet approach.
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- Empirical Economics, 2021, v. 60, n. 5, p. 2323, doi. 10.1007/s00181-020-01885-5
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- Publication type:
- Article
8
Regularized conditional estimators of unit inefficiency in stochastic frontier analysis, with application to electricity distribution market.
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- Journal of Productivity Analysis, 2023, v. 59, n. 1, p. 79, doi. 10.1007/s11123-022-00651-2
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- Publication type:
- Article
9
Mixed data sampling regression: Parameter selection of smoothed least squares estimator.
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- Journal of Forecasting, 2022, v. 41, n. 4, p. 718, doi. 10.1002/for.2828
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- Article
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Investigation of the nonlinear behaviour in real exchange rates in developing regions.
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- Applied Economics Letters, 2018, v. 25, n. 5, p. 335, doi. 10.1080/13504851.2017.1321830
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- Publication type:
- Article
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A new class of efficient and debiased two-step shrinkage estimators: method and application.
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- Journal of Applied Statistics, 2022, v. 49, n. 16, p. 4181, doi. 10.1080/02664763.2021.1973389
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- Publication type:
- Article
12
A new kind of stochastic restricted biased estimator for logistic regression model.
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- Journal of Applied Statistics, 2021, v. 48, n. 9, p. 1559, doi. 10.1080/02664763.2020.1769576
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- Article
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A new Poisson Liu Regression Estimator: method and application.
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- Journal of Applied Statistics, 2020, v. 47, n. 12, p. 2258, doi. 10.1080/02664763.2019.1707485
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- Publication type:
- Article
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A restricted Liu estimator for binary regression models and its application to an applied demand system.
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- Journal of Applied Statistics, 2016, v. 43, n. 6, p. 1119, doi. 10.1080/02664763.2015.1092110
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- Article
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A wavelet-based variance ratio unit root test for a system of equations.
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- Studies in Nonlinear Dynamics & Econometrics, 2020, v. 24, n. 3, p. 1, doi. 10.1515/snde-2018-0005
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- Publication type:
- Article
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Market concentration and market power of the Swedish mortgage Sector – a wavelet panel efficiency analysis.
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- Studies in Nonlinear Dynamics & Econometrics, 2018, v. 22, n. 4, p. N.PAG, doi. 10.1515/snde-2016-0021
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- Publication type:
- Article
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Some ridge regression estimators for the zero-inflated Poisson model.
- Published in:
- Journal of Applied Statistics, 2013, v. 40, n. 4, p. 721, doi. 10.1080/02664763.2012.752448
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- Publication type:
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Testing for panel cointegration in an error-correction framework with an application to the Fisher hypothesis.
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- Communications in Statistics: Simulation & Computation, 2017, v. 46, n. 3, p. 1735, doi. 10.1080/03610918.2015.1011332
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- Article
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A new nonlinear asymmetric cointegration approach using error correction models.
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- Communications in Statistics: Simulation & Computation, 2017, v. 46, n. 2, p. 1661, doi. 10.1080/03610918.2014.999087
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- Publication type:
- Article
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A Simulation Study of Some Biasing Parameters for the Ridge Type Estimation of Poisson Regression.
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- Communications in Statistics: Simulation & Computation, 2015, v. 44, n. 4, p. 943, doi. 10.1080/03610918.2013.796981
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- Publication type:
- Article
21
Performance of Some Ridge Parameters for Probit Regression: With Application to Swedish Job Search Data.
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- Communications in Statistics: Simulation & Computation, 2013, v. 42, n. 3, p. 698, doi. 10.1080/03610918.2011.654032
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- Publication type:
- Article
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A Simulation Study of Some Ridge Regression Estimators under Different Distributional Assumptions.
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- Communications in Statistics: Simulation & Computation, 2010, v. 39, n. 8, p. 1639, doi. 10.1080/03610918.2010.508862
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- Publication type:
- Article
23
Granger Causality Test in the Presence of Spillover Effects.
- Published in:
- Communications in Statistics: Simulation & Computation, 2009, v. 38, n. 10, p. 2039, doi. 10.1080/03610910903243695
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- Publication type:
- Article
24
LASSO-type instrumental variable selection methods with an application to Mendelian randomization.
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- Statistical Methods in Medical Research, 2025, v. 34, n. 2, p. 201, doi. 10.1177/09622802241281035
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- Publication type:
- Article
25
Revisiting the Nexus Between Oil Prices and Economic Activity for Asian Economies Using MIDAS.
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- Energy Journal, 2024, v. 45, n. 4, p. 109, doi. 10.1177/01956574241281160
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- Publication type:
- Article
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Unveiling the Time-dependent Dynamics between Oil Prices and Exchange Rates: A Wavelet-based Panel Analysis.
- Published in:
- Energy Journal, 2020, v. 41, n. 6, p. 87, doi. 10.5547/01956574.41.6.hkar
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- Publication type:
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27
The efficiency of the Scandinavian banking sector – a wavelet quantile regression analysis.
- Published in:
- Applied Economics, 2015, v. 47, n. 50, p. 5378, doi. 10.1080/00036846.2015.1047092
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- Article
28
Testing for panel unit roots in the presence of spatial dependency.
- Published in:
- Applied Economics, 2013, v. 45, n. 29, p. 4152, doi. 10.1080/00036846.2013.767980
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29
Asymmetric quantile analysis of the Swedish mortgage price discovery process.
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- Applied Economics, 2013, v. 45, n. 21, p. 3088, doi. 10.1080/00036846.2012.681030
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- Publication type:
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30
A restricted gamma ridge regression estimator combining the gamma ridge regression and the restricted maximum likelihood methods of estimation.
- Published in:
- Journal of Statistical Computation & Simulation, 2022, v. 92, n. 8, p. 1696, doi. 10.1080/00949655.2021.2005063
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31
On some beta ridge regression estimators: method, simulation and application.
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- Journal of Statistical Computation & Simulation, 2021, v. 91, n. 9, p. 1699, doi. 10.1080/00949655.2020.1867549
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- Article
32
Developing a Liu estimator for the negative binomial regression model: method and application.
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- Journal of Statistical Computation & Simulation, 2013, v. 83, n. 9, p. 1773, doi. 10.1080/00949655.2012.673127
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- Publication type:
- Article
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A New Ridge Regression Causality Test in the Presence of Multicollinearity.
- Published in:
- Communications in Statistics: Theory & Methods, 2014, v. 43, n. 2, p. 235, doi. 10.1080/03610926.2012.659825
- By:
- Publication type:
- Article
34
Modified Ridge Regression Estimators.
- Published in:
- Communications in Statistics: Theory & Methods, 2013, v. 42, n. 8, p. 1476, doi. 10.1080/03610926.2011.593285
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- Publication type:
- Article
35
Modified Ridge Regression Estimators.
- Published in:
- Communications in Statistics: Theory & Methods, 2013, v. 42, n. 7, p. 1476, doi. 10.1080/03610926.2011.593285
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- Publication type:
- Article
36
A Wavelet-Based Approach of Testing for Granger Causality in the Presence of GARCH Effects.
- Published in:
- Communications in Statistics: Theory & Methods, 2012, v. 41, n. 4, p. 717, doi. 10.1080/03610926.2010.529535
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- Publication type:
- Article
37
On Ridge Parameters in Logistic Regression.
- Published in:
- Communications in Statistics: Theory & Methods, 2011, v. 40, n. 18, p. 3366, doi. 10.1080/03610926.2010.500111
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- Publication type:
- Article
38
A new estimator for the multicollinear Poisson regression model: simulation and application.
- Published in:
- Scientific Reports, 2021, v. 11, n. 1, p. 1, doi. 10.1038/s41598-021-82582-w
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- Publication type:
- Article
39
RIDGE ESTIMATORS FOR PROBIT REGRESSION: WITH AN APPLICATION TO LABOUR MARKET DATA.
- Published in:
- Bulletin of Economic Research, 2014, v. 66, p. S92, doi. 10.1111/boer.12015
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- Publication type:
- Article
40
Improved estimators for the zero-inflated Poisson regression model in the presence of multicollinearity: simulation and application of maternal death data.
- Published in:
- Communications in Statistics: Case Studies & Data Analysis, 2021, v. 7, n. 3, p. 394, doi. 10.1080/23737484.2021.1952493
- By:
- Publication type:
- Article
41
A wavelet-based approach for Johansen's likelihood ratio test for cointegration in the presence of measurement errors: An application to CO<sub>2</sub> emissions and real GDP data.
- Published in:
- Communications in Statistics: Case Studies & Data Analysis, 2021, v. 7, n. 2, p. 128, doi. 10.1080/23737484.2020.1850372
- By:
- Publication type:
- Article
42
Testing for nonlinear unit roots in the presence of a structural break with an application to the qualified PPP during the 1997 Asian financial crisis.
- Published in:
- International Journal of Finance & Economics, 2018, v. 23, n. 3, p. 221, doi. 10.1002/ijfe.1613
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- Publication type:
- Article
43
The Relationship between Exchange Rates and Interest Rate Differentials: A Wavelet Approach.
- Published in:
- World Economy, 2012, v. 35, n. 9, p. 1162, doi. 10.1111/j.1467-9701.2012.01466.x
- By:
- Publication type:
- Article
44
Estimating the Unrestricted and Restricted Liu Estimators for the Poisson Regression Model: Method and Application.
- Published in:
- Computational Economics, 2021, v. 58, n. 2, p. 311, doi. 10.1007/s10614-020-10028-y
- By:
- Publication type:
- Article
45
Developing Interaction Shrinkage Parameters for the Liu Estimator - with an Application to the Electricity Retail Market.
- Published in:
- Computational Economics, 2015, v. 46, n. 4, p. 539, doi. 10.1007/s10614-014-9458-3
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- Publication type:
- Article
46
Performance of Some Logistic Ridge Regression Estimators.
- Published in:
- Computational Economics, 2012, v. 40, n. 4, p. 401, doi. 10.1007/s10614-011-9275-x
- By:
- Publication type:
- Article