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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.
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Improved Breitung and Roling estimator for mixed-frequency models with application to forecasting inflation rates Statistical papers, 65, 3303-3325.
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Regularized conditional estimators of unit inefficiency in stochastic frontier analysis, with application to electricity distribution market Journal of Productivity Analysis, 59, 79-97.
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Using machine learning to select variables in data envelopment analysis: Simulations and application using electricity distribution data Energy Economics, 120.
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Mixed data sampling regression: Parameter selection of smoothed least squares estimator Journal of Forecasting, 41(4), 718-751.
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A new class of efficient and debiased two-step shrinkage estimators: method and application Journal of Applied Statistics, 49(16), 4181-4205.
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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.
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Ridge-type shrinkage estimators in generalized linear models with an application to prostate cancer data Statistical papers, 62(2), 1043-1085.
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(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.
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A new kind of stochastic restricted biased estimator for logistic regression model Journal of Applied Statistics, 48(9), 1559-1578.
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(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.
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Estimating the Unrestricted and Restricted Liu Estimators for the Poisson Regression Model: Method and Application Computational Economics, 58, 311-326.
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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.
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On some beta ridge regression estimators: method, simulation and application Journal of Statistical Computation and Simulation, 91(9), 1699-1712.
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Karlsson, H., Månsson, K., Hacker, R.
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Revisiting the nexus of the financial development and economic development: new international evidence using a wavelet approach Empirical Economics, 60, 2323-2350.
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Alheety, M., Qasim, M., Månsson, K., Kibria, B.
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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.
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Lukman, A., Adewuyi, E., Månsson, K., Kibria, B.
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A new estimator for the multicollinear Poisson regression model: simulation and application Scientific Reports, 11(1).
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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.
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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.
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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).
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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.
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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.
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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).
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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.
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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).
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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.
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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.
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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).
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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 .
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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.
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Khalaf, G., Månsson, K., Sjölander, P., Shukur, G.
(2014).
A Tobit Ridge Regression Estimator Communications in Statistics - Theory and Methods, 43(1), 131-140.
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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.
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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.
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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.
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Sjölander, P., Månsson, K., Shukur, G.
(2013).
Testing for panel unit roots in the presence of spatial dependency Applied Economics, 45(29), 4152-4159.
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Khalaf, G., Månsson, K., Shukur, G.
(2013).
Modified Ridge Regression Estimators Communications in Statistics - Theory and Methods, 42(8), 1476-1487.
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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.
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Sjölander, P., Månsson, K., Shukur, G.
(2013).
Asymmetric quantile analysis of the Swedish mortgage price discovery process Applied Economics, 45(21), 3088-3101.
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Månsson, K.
(2012).
On ridge estimators for the negative binomial regression model Economic Modelling, 29(2), 178-184.
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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.
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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).
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Kibria, B., Månsson, K., Shukur, G.
(2012).
Performance of some logistic ridge regression estimators Computational Economics, 40(4), 401-414.
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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.
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Månsson, K., Kibria, B., Shukur, G.
(2012).
On Liu Estimators for the Logit Regression Model Economic Modelling, 29(4), 1483-1488.
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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.
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Shukur, G., Månsson, K.
(2011).
A poisson ridge regression estimator Economic Modelling, 28(4), 1475-1481.
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Månsson, K., Shukur, G.
(2011).
On Ridge Parameters in Logistic Regression Communications in Statistics - Theory and Methods, 40(18), 3366-3381.
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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 .
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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.
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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.
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Månsson, K., Shukur, G.
(2009).
Granger Causality Test in the Presence of Spillover Effects Communications in statistics. Simulation and computation, 38(10), 2039-2059.
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Doctoral thesis
Månsson, K.
(2014).
Essays on Nonlinearities and Time Scales in Macroeconomics and Finance
(Doctoral thesis, Jönköping:
Jönköping International Business School).
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Månsson, K.
(2012).
Issues of multicollinearity and conditional heteroscadasticity in time series econometrics
(Doctoral thesis, Jönköping:
Jönköping International Business School).
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Månsson, K.
(2012).
Issues of multicollinearity and conditional heteroscedasticy in time series econometrics
(Doctoral thesis, Jönköping:
Jönköping University, Jönköping International Business School).
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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
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Other publications
Månsson, K.
.
Testing for Nonlinear Panel Unit Roots in the Presence of Cross-Sectional and Spatial Dependency.
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Månsson, K.
.
Nonlinear Behavior in Real Effective Exchange Rates for Developing Regions.
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Omer, T., Khan, M., Månsson, K., Sjölander, P.
.
Forecasting Financial Volatility: A Dual-Parameter Heterogeneous Autoregressive Model for Realized Volatility.
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Report
Johansson, B., Klaesson, J., Månsson, K., Wallin, T., Warda, P.
(2014).
Vad betyder högskolan för Region Jönköpings ekonomi?.
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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
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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
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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
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