Search Results - "Månsson, Kristofer"

On ridge estimators for the negative binomial regression model by Mansson, Kristofer

“…The negative binomial (NB) regression model is very popular in applied research when analyzing count data. The commonly used maximum likelihood (ML) estimator…”
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Developing a Liu estimator for the negative binomial regression model: method and application by Mansson, Kristofer

“…This paper introduces a new shrinkage estimator for the negative binomial regression model that is a generalization of the estimator proposed for the linear…”
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Mixed data sampling regression: Parameter selection of smoothed least squares estimator by Toker, Selma, Özbay, Nimet, Månsson, Kristofer

“…We investigate mixed data sampling (MIDAS) regression models, which include time series data sampled at different frequencies. MIDAS framework introduced by…”
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A Poisson ridge regression estimator by Månsson, Kristofer, Shukur, Ghazi

“…The standard statistical method for analyzing count data is the Poisson regression model, which is usually estimated using maximum likelihood (ML) method. The…”
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Revisiting the nexus of the financial development and economic development: new international evidence using a wavelet approach by Karlsson, Hyunjoo Kim, Månsson, Kristofer, Hacker, Scott

“…This study investigates Granger causality and instantaneous causality between financial development and economic development for 76 economies of four different…”
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On some beta ridge regression estimators: method, simulation and application by Qasim, Muhammad, Månsson, Kristofer, Golam Kibria, B. M.

“…The classic statistical method for modelling the rates and proportions is the beta regression model (BRM). The standard maximum likelihood estimator (MLE) is…”
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A new Poisson Liu Regression Estimator: method and application by Qasim, Muhammad, Kibria, B. M. G., Månsson, Kristofer, Sjölander, Pär

“…This paper considers the estimation of parameters for the Poisson regression model in the presence of high, but imperfect multicollinearity. To mitigate this…”
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Using machine learning to select variables in data envelopment analysis: Simulations and application using electricity distribution data by Duras, Toni, Javed, Farrukh, Månsson, Kristofer, Sjölander, Pär, Söderberg, Magnus

“…Agencies that regulate electricity providers often apply nonparametric data envelopment analysis (DEA) to assess the relative efficiency of each firm. The…”
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Estimating the Unrestricted and Restricted Liu Estimators for the Poisson Regression Model: Method and Application by Månsson, Kristofer, Kibria, B. M. Golam

“…This paper considers both unrestricted and restricted Liu estimators in the presence of multicollinearity for the Poisson regression model. It also considers…”
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On Ridge Parameters in Logistic Regression by Månsson, Kristofer, Shukur, Ghazi

“…This article applies and investigates a number of logistic ridge regression (RR) parameters that are estimable by using the maximum likelihood (ML) method. By…”
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A Liu estimator for the beta regression model and its application to chemical data by Karlsson, Peter, Månsson, Kristofer, Kibria, B.M. Golam

“…Beta regression has become a popular tool for performing regression analysis on chemical, environmental, or biological data in which the dependent variable is…”
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A restricted gamma ridge regression estimator combining the gamma ridge regression and the restricted maximum likelihood methods of estimation by Qasim, Muhammad, Akram, Muhammad Nauman, Amin, Muhammad, Månsson, Kristofer

“…In this article, we propose a restricted gamma ridge regression estimator (RGRRE) by combining the gamma ridge regression (GRR) and restricted maximum…”
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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 by Habimana, Olivier, Månsson, Kristofer, Sjölander, Pär

“…This paper applies Monte Carlo simulations to evaluate the size and power properties in the presence of a structural break, for the standard Augmented…”
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Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates by Omer, Talha, Månsson, Kristofer, Sjölander, Pär, Kibria, B. M. Golam

“…Instead of applying the commonly used parametric Almon or Beta lag distribution of MIDAS, Breitung and Roling (J Forecast 34:588–603, 2015) suggested a…”
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A new class of efficient and debiased two-step shrinkage estimators: method and application by Qasim, Muhammad, Månsson, Kristofer, Sjölander, Pär, Kibria, B. M. Golam

“…This paper introduces a new class of efficient and debiased two-step shrinkage estimators for a linear regression model in the presence of multicollinearity…”
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Unveiling the Time-dependent Dynamics between Oil Prices and Exchange Rates: A Wavelet-based Panel Analysis by Karlsson, Hyunjoo Kim, Månsson, Kristofer, Sjölander, Pär

“…The objective of this paper is to re-examine the relationship between real oil prices and real effective exchange rates (REER) for major oil-exporting…”
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A Simulation Study of Some Biasing Parameters for the Ridge Type Estimation of Poisson Regression by Kibria, B. M. Golam, Månsson, Kristofer, Shukur, Ghazi

“…This article proposes several estimators for estimating the ridge parameter k based on Poisson ridge regression (RR) model. These estimators have been…”
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An investigation of the causal relations between exchange rates and interest rate differentials using wavelets by Hacker, R. Scott, Karlsson, Hyunjoo Kim, Månsson, Kristofer

“…This paper uses wavelet analysis to investigate causality between the spot exchange rate and the nominal interest rate differential for seven country pairs,…”
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Modified Ridge Regression Estimators by Khalaf, G., Månsson, Kristofer, Shukur, Ghazi

“…Ridge regression is a variant of ordinary multiple linear regression whose goal is to circumvent the problem of predictors collinearity. It gives up the…”
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A Wavelet-Based Approach of Testing for Granger Causality in the Presence of GARCH Effects by MANSSON, Kristofer

“…The size and power of the most commonly used tests and a new wavelet-based approach of testing for Granger causality is evaluated by means of a Monte Carlo…”
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