Pär Sjölander

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

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

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

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

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

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

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

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

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., 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

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, 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

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

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

Musafiri, I., Sjölander, P. (2018). The importance of off-farm employment for smallholder farmers in Rwanda Journal of economic studies, 5(1), 14-26. 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

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

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

Kjellström, S., Sjölander, P., Almers, E., McCall, M. (2017). Value systems among adolescents: Novel method for assessing level of ego-development Scandinavian Journal of Psychology, 58(2), 150-157. 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

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

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

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

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., 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., 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

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

Sjölander, P., Lindström, N., Ericsson, A., Kjellström, S. (2014). A pattern recognition method for disclosing different levels of value system from questionnaire data Behavioral Development Bulletin, 19(3), 112-125. More information

Sjölander, P. (2013). A ridge bootstrap method for analyzing APT effects on the mortgage loan market Economic Modelling, 30, 844-855. 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

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

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

Sjölander, P. (2011). A Stationary Unbiased Finite Sample ARCH-LM Test Procedure Applied Economics, 43(8), 1019-1033. More information

Sjölander, P. (2009). Are the Basel (II) Requirements Justified in the Presence of Structural Breaks? Applied Financial Economics, 19(12), 985-998. More information

Sjölander, P. (2008). A New Test for Simultaneous Estimation of Unit Roots and GARCH Risk in the Presence of Stationary Conditional Heteroscedasticity Disturbances Applied Financial Economics, 18(7), 527-558. More information

Mantalos, P., Shukur, G., Sjölander, P. (2007). An Examination of the Robustness of the Vector Autoregressive Granger-Causality Test in the Presence of GARCH and Variance Shifts International Review of Business Research Papers, 3(5), 280-296. More information

Sjölander, P. (2007). Unreal Exchange Rates: A Simulation-Based Approach to Adjust Misleading PPP Estimates Journal of economic studies, 34(3), 256-288. More information

Shukur, G., Mantalos, P., Sjölander, P. (2007). The Effect of the GARCH(1,1) on the Granger Causality Test in Stable VAR Models Journal of Modern Applied Statistical Methods, 6(2), 476-486. More information

Sjölander, P. (2007). Simulation-Based Approaches in Financial Econometrics (Doctoral thesis, Jönköping: Internationella Handelshögskolan). More information

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

Hacker, S., Klaesson, J., Pettersson, L., Sjölander, P. (2013). Regional economic concentration and growth. In: Johan Klaesson, Börje Johansson, Charlie Karlsson (Ed.), Metropolitan regions: Knowledge infrastructures of the global economy (pp. 117 -139). Berlin: Springer More information

Pettersson, L., Widell, L., Sjölander, P. (2011). Do startups in the agricultural sector generate employment in the rest of the economy?: An arellano-bond dynamic panel study. In: Kiyoshi Kobayashi, Hans Westlund, Hayeong Jeong (Ed.), Social Capital and Development Trends in Rural Areas Vol. 6 (pp. 255 -273). More information

Omer, T., Khan, M., Månsson, K., Sjölander, P. . Forecasting Financial Volatility: A Dual-Parameter Heterogeneous Autoregressive Model for Realized Volatility. More information