Search Results - "Mansson, Kristofer"

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  1. 1

    A new estimator for the multicollinear Poisson regression model: simulation and application by Lukman, Adewale F., Adewuyi, Emmanuel, Månsson, Kristofer, Kibria, B. M. Golam

    Published in Scientific reports (12-02-2021)
    “…The maximum likelihood estimator (MLE) suffers from the instability problem in the presence of multicollinearity for a Poisson regression model (PRM). In this…”
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    Journal Article
  2. 2

    Regularized conditional estimators of unit inefficiency in stochastic frontier analysis, with application to electricity distribution market by Zeebari, Zangin, Månsson, Kristofer, Sjölander, Pär, Söderberg, Magnus

    Published in Journal of productivity analysis (2023)
    “…In stochastic frontier analysis, the conventional estimation of unit inefficiency is based on the mean/mode of the inefficiency, conditioned on the composite…”
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  3. 3

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

    Published in Economic modelling (01-03-2012)
    “…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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    Journal Article
  4. 4

    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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  5. 5

    Mixed data sampling regression: Parameter selection of smoothed least squares estimator by Toker, Selma, Özbay, Nimet, Månsson, Kristofer

    Published in Journal of forecasting (01-07-2022)
    “…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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  6. 6

    A Poisson ridge regression estimator by Månsson, Kristofer, Shukur, Ghazi

    Published in Economic modelling (01-07-2011)
    “…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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    Journal Article
  7. 7

    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

    Published in Empirical economics (01-05-2021)
    “…This study investigates Granger causality and instantaneous causality between financial development and economic development for 76 economies of four different…”
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  8. 8

    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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  9. 9

    A new Poisson Liu Regression Estimator: method and application by Qasim, Muhammad, Kibria, B. M. G., Månsson, Kristofer, Sjölander, Pär

    Published in Journal of applied statistics (09-09-2020)
    “…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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  10. 10

    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

    Published in Energy economics (01-04-2023)
    “…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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    Journal Article
  11. 11

    Estimating the Unrestricted and Restricted Liu Estimators for the Poisson Regression Model: Method and Application by Månsson, Kristofer, Kibria, B. M. Golam

    Published in Computational economics (01-08-2021)
    “…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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  12. 12

    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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  13. 13

    A Liu estimator for the beta regression model and its application to chemical data by Karlsson, Peter, Månsson, Kristofer, Kibria, B.M. Golam

    Published in Journal of chemometrics (01-10-2020)
    “…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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  14. 14

    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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  15. 15

    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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  16. 16

    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

    Published in Statistical papers (Berlin, Germany) (01-07-2024)
    “…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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  17. 17

    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

    Published in Journal of applied statistics (10-12-2022)
    “…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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  18. 18

    Unveiling the Time-dependent Dynamics between Oil Prices and Exchange Rates: A Wavelet-based Panel Analysis by Karlsson, Hyunjoo Kim, Månsson, Kristofer, Sjölander, Pär

    Published in The Energy journal (Cambridge, Mass.) (01-11-2020)
    “…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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  19. 19

    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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  20. 20

    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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