Search Results - "Sjölander, Pär"

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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The importance of off-farm employment for smallholder farmers in Rwanda by Musafiri, Ildephonse, Sjölander, Pär

“…Purpose Based on unique data the authors analyze the Rwandan non-farm employment expansion in rural areas and its relation to agricultural productivity. The…”
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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 stationary unbiased finite sample ARCH-LM test procedure by Sjolander, Par

“…Engle's (1982) Autoregressive Conditional Heteroscedasticity-Lagrange Multiplier (ARCH-LM) test is the undisputed standard test to detect ARCH. In this…”
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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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Developing Interaction Shrinkage Parameters for the Liu Estimator — with an Application to the Electricity Retail Market by Shukur, Ghazi, Månsson, Kristofer, Sjölander, Pär

“…In this article we examine multicollinearity in the standard OLS interaction-term model—a problem often disregarded by practitioners and in previous research…”
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A new nonlinear asymmetric cointegration approach using error correction models by Sjölander, Pär, Månsson, Kristofer, Shukur, Ghazi

“…In this article, two new powerful tests for cointegration are proposed. The general idea is based on an intuitively appealing extension of the traditional,…”
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Investigation of the nonlinear behaviour in real exchange rates in developing regions by Karlsson, Hyunjoo Kim, Månsson, Kristofer, Sjölander, Pär

“…This article examines whether the purchasing power parity (PPP) theory holds or not for the economies in different developing regions located in Africa, Asia…”
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Testing for nonlinear panel unit roots under cross-sectional dependency — With an application to the PPP hypothesis by Månsson, Kristofer, Sjölander, Pär

“…In this paper we propose a number of nonlinear panel unit root tests that are robust to cross-sectional dependency. These tests may be used to test the null…”
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A ridge bootstrap method for analyzing APT effects on the mortgage loan market by Sjolander, P

“…Significantly positive asymmetric price transmission (APT) effects are concluded on the Swedish mortgage loan market. This finding was established based on…”
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Testing for panel cointegration in an error-correction framework with an application to the Fisher hypothesis by Sjölander, Pär, Månsson, Kristofer, Shukur, Ghazi

“…In this article, three innovative panel error-correction model (PECM) tests are proposed. These tests are based on the multivariate versions of the Wald (W),…”
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Unreal exchange rates: a simulation-based approach to adjust misleading PPP estimates by Sjolander, Par

“…Purpose - In what seems as an infinitely ongoing debate regarding the purchasing power parity (PPP) theory, this paper seeks to question the strength of the…”
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Are the Basel II requirements justified in the presence of structural breaks? by Sjolander, Par

“…The Basel Accord and the Swedish regulatory authority Finansinspektionen stipulate that banks and securities firms are obliged to estimate their Internal Risk…”
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Testing for panel unit roots in the presence of spatial dependency by Månsson, Kristofer, Shukur, Ghazi, Sjölander, Pär

“…In this article, the size and power properties of the Common-factor Im, Pesaran and Shin (CIPS), Wald (W), Likelihood Ratio (LR) and Lagrange Multiplier (LM)…”
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Asymmetric quantile analysis of the Swedish mortgage price discovery process by Månsson, Kristofer, Shukur, Ghazi, Sjölander, Pär

“…Based on Swedish banking data we discover robust and significantly positive Asymmetric Price Transmission (APT) effects over all analysed regression quantiles…”
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Wavelet quantile analysis of asymmetric pricing on the Swedish power market by Karlsson, Hyunjoo Kim, Karlsson, Peter, Månsson, Kristofer, Sjölander, Pär

“…In this article we investigate if the Swedish consumer prices for electricity are adjusted equally fast regardless of whether the NordPool power market prices…”
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The efficiency of the Scandinavian banking sector - a wavelet quantile regression analysis by Sjölander, Pär, Shukur, Ghazi, Månsson, Kristofer, Kekezi, Orsa

“…In this article, the Scandinavian housing financing market is analysed in order to determine whether the interest rate price-discovery processes of Denmark,…”
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