Pär Sjölander
Professor
Ekonometri
Academic Director of International Development Collaboration
Statistik
, Jönköping International Business School
För en presentation av Pär Sjölander och hans forskning, se hans engelska presentation.
Artikel
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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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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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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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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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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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Musafiri, I., Sjölander, P.
(2018).
The importance of off-farm employment for smallholder farmers in Rwanda Journal of economic studies, 5(1), 14-26.
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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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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.
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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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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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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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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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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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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.
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Sjölander, P.
(2013).
A ridge bootstrap method for analyzing APT effects on the mortgage loan market Economic Modelling, 30, 844-855.
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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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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., 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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Sjölander, P.
(2011).
A Stationary Unbiased Finite Sample ARCH-LM Test Procedure Applied Economics, 43(8), 1019-1033.
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Sjölander, P.
(2009).
Are the Basel (II) Requirements Justified in the Presence of Structural Breaks? Applied Financial Economics, 19(12), 985-998.
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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.
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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.
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Sjölander, P.
(2007).
Unreal Exchange Rates: A Simulation-Based Approach to Adjust Misleading PPP Estimates Journal of economic studies, 34(3), 256-288.
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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.
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Doktorsavhandling
Sjölander, P.
(2007).
Simulation-Based Approaches in Financial Econometrics
(Doctoral thesis, Jönköping:
Internationella Handelshögskolan).
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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
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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
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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).
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Övrigt
Omer, T., Khan, M., Månsson, K., Sjölander, P.
.
Forecasting Financial Volatility: A Dual-Parameter Heterogeneous Autoregressive Model for Realized Volatility.
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