Kristofer Månsson

Professor Statistik
Nationalekonomi, Finansiering och Statistik , Internationella Handelshögskolan
Filosofie doktor i Statistik
Ekonomie Doktor
För en presentation av Kristofer Månsson, se engelska presentationsidan.

Antologibidrag

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

Artikel

Alheety, M., Månsson, K., Kibria, B. (2020). A new kind of stochastic restricted biased estimator for logistic regression model Journal of Applied Statistics.
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.
Karlsson, P., Månsson, K., Kibria, B. (2020). A Liu estimator for the beta regression model and its application to chemical data Journal of Chemometrics.
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.
Nooi Asl, M., Bevrani, H., Arabi Belaghi, R., Månsson, K. (2019). Ridge-type shrinkage estimators in generalized linear models with an application to prostate cancer data Statistical papers.
Ali, A., Månsson, K., Shukur, G. (2019). A wavelet-based variance ratio unit root test for a system of equations Studies in Nonlinear Dynamics and Econometrics, 24(3).
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).
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.
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.
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).
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
Khalaf, G., Månsson, K., Sjölander, P., Shukur, G. (2014). A Tobit Ridge Regression Estimator Communications in Statistics - Theory and Methods, 43(1), 131-140.
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.
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 .
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.
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.
Sjölander, P., Månsson, K., Shukur, G. (2013). Asymmetric quantile analysis of the Swedish mortgage price discovery process Applied Economics, 45(21), 3088-3101.
Khalaf, G., Månsson, K., Shukur, G. (2013). Modified Ridge Regression Estimators Communications in Statistics - Theory and Methods, 42(8), 1476-1487.
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.
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.
Sjölander, P., Månsson, K., Shukur, G. (2013). Testing for panel unit roots in the presence of spatial dependency Applied Economics, 45(29), 4152-4159.
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).
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.
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.
Månsson, K., Kibria, B., Shukur, G. (2012). On Liu Estimators for the Logit Regression Model Economic Modelling, 29(4), 1483-1488.
Månsson, K. (2012). On ridge estimators for the negative binomial regression model Economic Modelling, 29(2), 178-184.
Kibria, B., Månsson, K., Shukur, G. (2012). Performance of some logistic ridge regression estimators Computational Economics, 40(4), 401-414.
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.
Shukur, G., Månsson, K. (2011). A poisson ridge regression estimator Economic Modelling, 28(4), 1475-1481.
Månsson, K., Shukur, G. (2011). On Ridge Parameters in Logistic Regression Communications in Statistics - Theory and Methods, 40(18), 3366-3381.
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 .
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.
Månsson, K., Shukur, G. (2009). Granger Causality Test in the Presence of Spillover Effects Communications in statistics. Simulation and computation, 38(10), 2039-2059.

Doktorsavhandling

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

Rapport

Johansson, B., Klaesson, J., Månsson, K., Wallin, T., Warda, P. (2014). Vad betyder högskolan för Region Jönköpings ekonomi?.
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
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
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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