Kristofer Månsson

Professor Statistics
Statistics , Jönköping International Business School
PhD in Statistics
PhD in Economics
Presentation Publications

Research

Kristofer Månsons research interests include so far mainly statistics but to some extent also economics. In my previous research in statistics which has been my main attention I have been focusing a lot on time series analysis, microeconometrics and the estimation of generalized linear models. I have been focusing on especially shrinkage estimators for generalized linear models which can be a good way to adjust for multicollinearity problems. I have also been focusing on time series analysis in my research. Mainly multivariate statistics where I developed linear and nonlinear unit root and cointegration test for system of equations. But also testing for unit roots and Granger causality (as examples) in presence of misspecifications such as structural breaks and heteroscedasticity.

Biography

Kristofer Månsson is a professor in Statistics at Jönköping International Business School (JIBS) since 2019. He received his PhD in Statistics and in Economics at JIBS 2012 and 2014 respectively. Furthermore he received his  M.Sc. in Economics and B.Sc. in Statistics at Lund University 2007.

Article

Qasim, M., Murat Bulut, Y., Månsson, K. (2025). The Wald-Type Confidence Interval on the Mean Response Function of the Poisson Inverse Gaussian Ridge Regression RevStat: Statistical Journal, 23(3), 423-440. More information
Seifollahi, S., Bevrani, H., Månsson, K. (2025). Bayesian analysis of the beta regression model subject to linear inequality restrictions with application Hacettepe Journal of Mathematics and Statistics, 54(4), 1622-1636. More information
Månsson, K., Qasim, M., Söderberg, M. (2025). Are CEOs judged on how cost efficient their firms are? Energy Economics, 143. More information
Dai, D., Javed, F., Karlsson, P., Månsson, K. (2025). Nonlinear forecasting with many predictors using mixed data sampling kernel ridge regression models Annals of Operations Research. More information
Qasim, M., Månsson, K., Balakrishnan, N. (2025). LASSO-type instrumental variable selection methods with an application to Mendelian randomization Statistical Methods in Medical Research, 34(2), 201-223. More information
Karlsson, H., Månsson, K. (2024). Revisiting the Nexus Between Oil Prices and Economic Activity for Asian Economies Using MIDAS Energy Journal, 45(4), 109-134. More information
Qasim, M., Månsson, K., Sjölander, P., Kibria, B. (2024). Stein-type control function maximum likelihood estimator for the probit model in the presence of endogeneity Econometrics and Statistics. More information
Omer, T., Månsson, K., Sjölander, P., Kibria, B. (2024). Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates Statistical papers, 65, 3303-3325. More information
Duras, T., Javed, F., Månsson, K., Sjölander, P., Söderberg, M. (2023). Using machine learning to select variables in data envelopment analysis: Simulations and application using electricity distribution data Energy Economics, 120. More information
Zeebari, Z., Månsson, K., Sjölander, P., Söderberg, M. (2023). Regularized conditional estimators of unit inefficiency in stochastic frontier analysis, with application to electricity distribution market Journal of Productivity Analysis, 59, 79-97. More information
Toker, S., Özbay, N., Månsson, K. (2022). Mixed data sampling regression: Parameter selection of smoothed least squares estimator Journal of Forecasting, 41(4), 718-751. More information
Qasim, M., Månsson, K., Sjölander, P., Kibria, B. (2022). A new class of efficient and debiased two-step shrinkage estimators: method and application Journal of Applied Statistics, 49(16), 4181-4205. More information
Qasim, M., Akram, M., Amin, M., Månsson, K. (2022). A restricted gamma ridge regression estimator combining the gamma ridge regression and the restricted maximum likelihood methods of estimation Journal of Statistical Computation and Simulation, 92(8), 1696-1713. More information
Mansoor, R., Månsson, K., Sjölander, P. (2021). Testing for panel cointegration in high dimensional data in the presence of cross-sectional dependency International Journal of Computational Economics and Econometrics, 11(4), 406-418. More information
Alheety, M., Qasim, M., Månsson, K., Kibria, B. (2021). Modifed almost unbiased two-parameter estimator for the Poisson regression model with an application to accident data SORT - Statistics and Operations Research Transactions, 45(2), 121-142. More information
Omer, T., Sjölander, P., Månsson, K., Kibria, B. (2021). Improved estimators for the zero-inflated Poisson regression model in the presence of multicollinearity: simulation and application of maternal death data Communications in Statistics Case Studies Data Analysis and Applications, 7(3), 394-412. More information
Habimana, O., Månsson, K., Sjölander, P. (2021). A wavelet-based approach for Johansen’s likelihood ratio test for cointegration in the presence of measurement errors: An application to CO2 emissions and real GDP data Communications in Statistics Case Studies Data Analysis and Applications, 7(2), 128-145. More information
Månsson, K., Kibria, B. (2021). Estimating the Unrestricted and Restricted Liu Estimators for the Poisson Regression Model: Method and Application Computational Economics, 58, 311-326. More information
Qasim, M., Månsson, K., Golam Kibria, B. (2021). On some beta ridge regression estimators: method, simulation and application Journal of Statistical Computation and Simulation, 91(9), 1699-1712. More information
Alheety, M., Månsson, K., Kibria, B. (2021). A new kind of stochastic restricted biased estimator for logistic regression model Journal of Applied Statistics, 48(9), 1559-1578. More information
Karlsson, H., Månsson, K., Hacker, R. (2021). Revisiting the nexus of the financial development and economic development: new international evidence using a wavelet approach Empirical Economics, 60, 2323-2350. More information
Nooi Asl, M., Bevrani, H., Arabi Belaghi, R., Månsson, K. (2021). Ridge-type shrinkage estimators in generalized linear models with an application to prostate cancer data Statistical papers, 62(2), 1043-1085. More information
Lukman, A., Adewuyi, E., Månsson, K., Kibria, B. (2021). A new estimator for the multicollinear Poisson regression model: simulation and application Scientific Reports, 11(1). More information
Karlsson, H., Månsson, K., Sjölander, P. (2020). Unveiling the Time-dependent Dynamics between Oil Prices and Exchange Rates: A Wavelet-based Panel Analysis Energy Journal, 41(6), 87-106. More information
Qasim, M., Månsson, K., Amin, M., Golam Kibria, B., Sjölander, P. (2020). Biased Adjusted Poisson Ridge Estimators-Method and Application Iranian Journal of Science and Technology Transaction A: Science, 44, 1775-1789. More information
Karlsson, P., Månsson, K., Kibria, B. (2020). A Liu estimator for the beta regression model and its application to chemical data Journal of Chemometrics, 34(10). More information
Qasim, M., Kibria, B., Månsson, K., Sjölander, P. (2020). A new Poisson Liu Regression Estimator: method and application Journal of Applied Statistics, 47(12), 2258-2271. More information
Ali, A., Månsson, K., Shukur, G. (2020). A wavelet-based variance ratio unit root test for a system of equations Studies in Nonlinear Dynamics and Econometrics, 24(3), 1-16. More information
Månsson, K., Kibria, B., Shukur, G. (2019). A new liu type of estimator for the restricted SUR estimator Journal of Modern Applied Statistical Methods, 18(1). More information
Månsson, K., Shukur, G., Kibria, B. (2018). Performance of Some Ridge Regression Estimators for the Multinomial Logit Model Communications in Statistics - Theory and Methods, 47(12), 2795-2804. More information
Månsson, K., Kibria, B., Shukur, G., Sjölander, P. (2018). On the Estimation of the CO2 Emission, Economic Growth and Energy Consumption Nexus Using Dynamic OLS in the Presence of Multicollinearity Sustainability, 10(5). More information
Habimana, O., Månsson, K., Sjölander, P. (2018). 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 International journal of finance and economics, 23(3), 221-232. More information
Månsson, K., Sjölander, P., Shukur, G. (2018). Market Concentration and Market Power of the Swedish Mortgage Sector: a Wavelet Panel Efficiency Analysis Studies in Nonlinear Dynamics and Econometrics, 22(4). More information
Karlsson, H., Månsson, K., Sjölander, P. (2018). Investigation of the nonlinear behaviour in real exchange rates in developing regions Applied Economics Letters, 25(5), 335-339. More information
Sjölander, P., Månsson, K., Shukur, G. (2017). Testing for panel cointegration in an error-correction framework with an application to the Fisher hypothesis Communications in statistics. Simulation and computation, 46(3), 1735-1745. More information
Almasri, A., Månsson, K., Sjölander, P., Shukur, G. (2017). A wavelet-based panel unit-root test in the presence of an unknown structural break and cross-sectional dependency, with an application of purchasing power parity theory in developing countries Applied Economics, 49(21), 2096-2105. More information
Kim Karlsson, H., Karlsson, P., Månsson, K., Sjölander, P. (2017). Wavelet quantile analysis of asymmetric pricing on the Swedish power market Empirica, 44(2), 249-260. More information
Månsson, K., Kibria, B., Shukur, G. (2017). Some Liu Type Estimators for the dynamic OLS estimator: With an application to the carbon dioxide Kuznets curve for Turkey Communications in Statistics: Case Studies, Data Analysis and Applications, 3(3-4), 55-61. More information
Shukur, G., Sjölander, P., Månsson, K. (2017). A new nonlinear asymmetric cointegration approach using error correction models Communications in statistics. Simulation and computation, 46(2), 1661-1668. More information
Månsson, K., Kibria, B., Shukur, G. (2016). A restricted Liu estimator for binary regression models and its application to an applied demand system Journal of Applied Statistics, 43(6), 1119-1127. More information
Holgersson, T., Månsson, K., Shukur, G. (2016). Testing for panel unit roots under general cross-sectional dependence Communications in statistics. Simulation and computation, 45(5), 1785-1801. More information
Shukur, G., Sjölander, P., Månsson, K., Kekezi, O. (2015). The efficiency of the Scandinavian banking sector – a wavelet quantile regression analysis Applied Economics, 47(50), 5378-5389. More information
Shukur, G., Månsson, K., Sjölander, P. (2015). Developing interaction shrinkage parameters for the Liu estimator — with an application to the electricity retail market Computational Economics, 46(4), 539-550. More information
Kibria, B., Shukur, G., Månsson, K. (2015). A simulation study of some biasing parameters for the ridge type estimation of Poisson regression Communications in statistics. Simulation and computation, 44(4), 943-957. More information
Månsson, K., Kibria, B., Shukur, G. (2015). Performance of some weighted Liu estimators for logit regression model: An application to Swedish accident data Communications in Statistics - Theory and Methods, 44(2), 363-375. More information
Locking, H., Månsson, K., Shukur, G. (2015). Ridge estimators for probit regression: With an application to labour market data Bulletin of Economic Research, 66(S1), S92-S103. More information
Khalaf, G., Månsson, K., Sjölander, P., Shukur, G. (2014). A Tobit Ridge Regression Estimator Communications in Statistics - Theory and Methods, 43(1), 131-140. More information
Månsson, K., Shukur, G., Sjölander, P. (2014). A New Ridge Regression Causality Test in the Presence of Multicollinearity Communications in Statistics - Theory and Methods, 43(2), 235-248. More information
Månsson, K., Kibria, B., Shukur, G. (2014). Improved Ridge Regression Estimators for Binary Choice Models: An Empirical Study International Journal of Statistics in Medical Research, 3(3), 257-265. More information
Månsson, K., Shukur, G., Sjölander, P. (2014). A New Asymmetric Interaction Ridge (AIR) Regression Method Communications in Statistics - Theory and Methods, 43(3), 616-643. More information
Månsson, K., Sjölander, P. (2014). Testing for nonlinear panel unit roots under cross-sectional dependency: with an application to the PPP hypothesis Economic Modelling, 38, 121-132 Jönköping . More information
Hacker, R., Kim Karlsson, H., Månsson, K. (2014). An investigation of the causal relations between exchange rates and interest rate differentials using wavelets International Review of Economics and Finance, 29, 321-329. More information
Khalaf, G., Månsson, K., Shukur, G. (2013). Modified Ridge Regression Estimators Communications in Statistics - Theory and Methods, 42(8), 1476-1487. More information
Månsson, K. (2013). Developing a Liu estimator for the negative binomial regression model: method and application Journal of Statistical Computation and Simulation, 83(9), 1773-1780. More information
Kibria, B., Shukur, G., Månsson, K. (2013). Some ridge regression estimators for the zero-inflated Poisson model Journal of Applied Statistics, 40(4), 721-735. More information
Locking, H., Månsson, K., Shukur, G. (2013). Performance of Some Ridge Parameters for Probit Regression: With Application to Swedish Job Search Data Communications in statistics. Simulation and computation, 42(3), 698-710. More information
Sjölander, P., Månsson, K., Shukur, G. (2013). Asymmetric quantile analysis of the Swedish mortgage price discovery process Applied Economics, 45(21), 3088-3101. More information
Sjölander, P., Månsson, K., Shukur, G. (2013). Testing for panel unit roots in the presence of spatial dependency Applied Economics, 45(29), 4152-4159. More information
Månsson, K. (2012). On ridge estimators for the negative binomial regression model Economic Modelling, 29(2), 178-184. More information
Kibria, B., Månsson, K., Shukur, G. (2012). Performance of some logistic ridge regression estimators Computational Economics, 40(4), 401-414. More information
Hacker, R., Kim Karlsson, H., Månsson, K. (2012). The relationship between exchange rates and interest rate differentials: A wavelet approach The World Economy, 35(9), 1162-1185. More information
Månsson, K. (2012). A Wavelet-Based Approach of Testing for Granger Causality in the Presence of GARCH Effects Communications in Statistics - Theory and Methods, 41(4), 717-728. More information
Muniz, G., Kibria, B., Månsson, K., Shukur, G. (2012). On developing ridge regression parameters: A graphical investigation SORT - Statistics and Operations Research Transactions, 36(2), 115-138. More information
Månsson, K., Kibria, B., Shukur, G. (2012). On Liu Estimators for the Logit Regression Model Economic Modelling, 29(4), 1483-1488. More information
Månsson, K., Kibria, B., Sjölander, P., Shukur, G. (2012). Improved Liu Estimators for the Poisson Regression Model International Journal of Statistics and Probability, 1(1). More information
Shukur, G., Månsson, K. (2011). A poisson ridge regression estimator Economic Modelling, 28(4), 1475-1481. More information
Månsson, K., Shukur, G. (2011). On Ridge Parameters in Logistic Regression Communications in Statistics - Theory and Methods, 40(18), 3366-3381. More information
Månsson, K., Shukur, G., Kibria, B. (2010). On some Ridge Regression Estimators: A Monte Carlo simulation study under Different Error Variances Journal of Statistics, 17(1), 1-22 Lahore: GC University . More information
Mantalos, P., Månsson, K., Shukur, G. (2010). The effect of spillover on the Johansens tests for Cointegration: A Monte Carlo Analysis International Journal of Computational Economics and Econometrics, 1(3/4), 327-342. More information
Shukur, G., Månsson, K., Kibria, B. (2010). A Simulation Study of Some Ridge Regression Estimators under Different Distributional Assumptions Communications in statistics. Simulation and computation, 39(8), 1639-1670. More information
Månsson, K., Shukur, G. (2009). Granger Causality Test in the Presence of Spillover Effects Communications in statistics. Simulation and computation, 38(10), 2039-2059. More information

Doctoral thesis

Månsson, K. (2014). Essays on Nonlinearities and Time Scales in Macroeconomics and Finance (Doctoral thesis, Jönköping: Jönköping International Business School). More information
Månsson, K. (2012). Issues of multicollinearity and conditional heteroscadasticity in time series econometrics (Doctoral thesis, Jönköping: Jönköping International Business School). More information
Månsson, K. (2012). Issues of multicollinearity and conditional heteroscedasticy in time series econometrics (Doctoral thesis, Jönköping: Jönköping University, Jönköping International Business School). More information

Book chapter

Habimana, O., Månsson, K., Sjölander, P. (2015). Testing for nonlinear unit roots in the presence of a structural break. In: Thomas Holgersson (Ed.), Festschrift in honor of Professor Ghazi Shukur on the occasion of his 60th birthday Växjö: Linnaeus University Press More information

Conference paper

Alheety, M., Qasim, M., Månsson, K., Kibria, B. (2024). On Some Weighted Mixed Ridge Regression Estimators: Theory, Simulation and Application. 8th International Arab Conference on Mathematics and Computations, IACMC 2023 Zarqa 10 May 2023 through 12 May 2023. More information

Other publications

Qasim, M., Månsson, K., Balakrishnan, N. . Best subset instrumental variables selection method using mixed integer optimization with applications to health-related quality of life and education-wage analyses. More information
Månsson, K. . Testing for Nonlinear Panel Unit Roots in the Presence of Cross-Sectional and Spatial Dependency. More information
Månsson, K. . Nonlinear Behavior in Real Effective Exchange Rates for Developing Regions. More information
Omer, T., Khan, M., Månsson, K., Sjölander, P. . Forecasting Financial Volatility: A Dual-Parameter Heterogeneous Autoregressive Model for Realized Volatility. More information

Report

Johansson, B., Klaesson, J., Månsson, K., Wallin, T., Warda, P. (2014). Vad betyder högskolan för Region Jönköpings ekonomi?. More information
Hacker, R., Kim, H., Månsson, K. (2010). An Investigation of the Causal Relations between Exchange Rates and Interest Rates Differentials using Wavelets. Stockholm, Sweden: Centre of Excellence for Science and Innovation Studies, The Royal Institute of Technology More information
Hacker, R., Kim, H., Månsson, K. (2010). The Relationship between Exchange Rate and Interest Rate Differentials: A Wavelet approach. Stockholm, Sweden: Centre of Excellence for Science and Innovation Studies, The Royal Institute of Technology More information
Andersson, M., Johansson, B., Kristofer, M. (2009). Dynamics of Entry and Exit of Product Varieties: what evolution dynamics can account for the empirical regularities?. Stockholm: Royal Institute of Technology, CESIS More information