| Publication | Date of Publication | Type |
|---|
On The Least Absolute Deviations Method for Ridge Estimation of Sure Models
Communications in Statistics: Theory and Methods | 2023-07-11 | Paper |
A wavelet-based variance ratio unit root test for a system of equations
Studies in Nonlinear Dynamics & Econometrics | 2023-04-17 | Paper |
Market concentration and market power of the Swedish mortgage sector -- a wavelet panel efficiency analysis
Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
Seemingly unrelated regressions with covariance matrix of cross-equation ridge regression residuals
Communications in Statistics: Theory and Methods | 2022-02-16 | Paper |
Performance of some ridge regression estimators for the multinomial logit model
Communications in Statistics: Theory and Methods | 2021-10-28 | Paper |
A restricted Liu estimator for binary regression models and its application to an applied demand system
Journal of Applied Statistics | 2020-12-03 | Paper |
Some ridge regression estimators for the zero-inflated Poisson model
Journal of Applied Statistics | 2020-10-26 | Paper |
The effect of spillover on the Granger causality test
Journal of Applied Statistics | 2020-09-29 | Paper |
Comparison of the effectiveness of forecasts obtained by means of selected probability functions with respect to forecast error distributions
Communications in Statistics. Simulation and Computation | 2017-07-31 | Paper |
Testing for panel cointegration in an error-correction framework with an application to the Fisher hypothesis
Communications in Statistics. Simulation and Computation | 2017-06-13 | Paper |
A new nonlinear asymmetric cointegration approach using error correction models
Communications in Statistics. Simulation and Computation | 2017-04-11 | Paper |
Testing for panel unit roots under general cross-sectional dependence
Communications in Statistics. Simulation and Computation | 2016-08-25 | Paper |
A Tobit ridge regression estimator
Communications in Statistics. Theory and Methods | 2016-06-28 | Paper |
A New Ridge Regression Causality Test in the Presence of Multicollinearity
Communications in Statistics. Theory and Methods | 2016-06-28 | Paper |
A new asymmetric interaction ridge (AIR) regression method
Communications in Statistics. Theory and Methods | 2016-06-28 | Paper |
A simulation study of some biasing parameters for the ridge type estimation of Poisson regression
Communications in Statistics. Simulation and Computation | 2015-06-24 | Paper |
Performance of some weighted Liu estimators for logit regression model: an application to Swedish accident data
Communications in Statistics: Theory and Methods | 2015-04-29 | Paper |
On developing ridge regression parameters: a graphical investigation
SORT. Statistics and Operations Research Transactions | 2014-09-29 | Paper |
Linear and nonlinear causality tests in an LSTAR model: wavelet decomposition in a nonlinear environment
Journal of Statistical Computation and Simulation | 2013-06-28 | Paper |
Modified ridge regression estimators
Communications in Statistics: Theory and Methods | 2013-06-13 | Paper |
Performance of some ridge parameters for probit regression: with application to Swedish job search data
Communications in Statistics. Simulation and Computation | 2013-05-13 | Paper |
Modified Ridge Parameters for Seemingly Unrelated Regression Model
Communications in Statistics: Theory and Methods | 2012-10-31 | Paper |
Median regression for SUR models with the same explanatory variables in each equation
Journal of Applied Statistics | 2012-10-30 | Paper |
On ridge parameters in logistic regression
Communications in Statistics: Theory and Methods | 2011-11-18 | Paper |
Wavelet improvement of the over-rejection of unit root test under GARCH errors: an application to Swedish immigration data
Communications in Statistics: Theory and Methods | 2011-07-20 | Paper |
A simulation study of some ridge regression estimators under different distributional assump\-tions
Communications in Statistics. Simulation and Computation | 2011-02-03 | Paper |
The effect of fat-tailed error terms on the properties of systemwise RESET test
Journal of Applied Statistics | 2010-10-15 | Paper |
Testing for Unit Root Against LSTAR Model: Wavelet Improvement Under GARCH Distortion
Communications in Statistics. Simulation and Computation | 2010-03-22 | Paper |
Granger causality test in the presence of spillover effects
Communications in Statistics. Simulation and Computation | 2009-12-16 | Paper |
Testing for climate warming in Sweden during 1850–1999, using wavelets analysis
Journal of Applied Statistics | 2008-10-28 | Paper |
Developing Ridge Parameters for SUR Model
Communications in Statistics: Theory and Methods | 2008-04-10 | Paper |
The robustness of the RESET test to non-normal error terms
Computational Economics | 2007-12-06 | Paper |
Bayesian analysis of a linear mixed model with AR(<i>p</i>) errors via MCMC
Journal of Applied Statistics | 2007-09-11 | Paper |
An illustration of the causality relation between government spending and revenue using wavelet analysis on Finnish data
Journal of Applied Statistics | 2007-09-11 | Paper |
Testing for autocorrelation in non-stationary dynamic systems of equations
Journal of Applied Statistics | 2007-09-11 | Paper |
Multivariate-based causality tests of twin deficits in the US
Journal of Applied Statistics | 2007-09-11 | Paper |
A Monte Carlo Study of Recent Ridge Parameters
Communications in Statistics. Simulation and Computation | 2007-06-28 | Paper |
Some Modifications for Choosing Ridge Parameters
Communications in Statistics: Theory and Methods | 2007-02-15 | Paper |
Choosing Ridge Parameter for Regression Problems
Communications in Statistics: Theory and Methods | 2005-06-14 | Paper |
Testing for multivariate heteroscedasticity
Journal of Statistical Computation and Simulation | 2005-01-04 | Paper |
A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems
Journal of Applied Statistics | 2003-08-20 | Paper |
| scientific article; zbMATH DE number 1910682 (Why is no real title available?) | 2003-07-14 | Paper |
SOME ASPECTS OF NON-NORMALITY TESTS IN SYSTEMS OF REGRESSION EQUATIONS
Communications in Statistics. Simulation and Computation | 2002-12-10 | Paper |
Booststrapped johansen tests for cointegration relationships: a graphical analysis
Journal of Statistical Computation and Simulation | 2001-10-14 | Paper |
The robustness of the systemwise breusch-godfrey autocorrelation test for non-normal distributed error terms
Communications in Statistics. Simulation and Computation | 2000-07-10 | Paper |
Testing autocorrelation in a system perspective testing autocorrelation
Econometric Reviews | 1999-01-01 | Paper |
