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The small sample properties of the RESET test as applied to systems of equations

Shukur, Ghazi; Edgerton, David L. - 1996

Persistent link: https://www.econbiz.de/10000952450

The efficiency of the Scandinavian banking sector : a wavelet quantile regression analysis

Sjölander, Pär; Shukur, Ghazi; Månsson, Kristofer; … - In: Applied economics 47 (2015) 49/51, pp. 5378-5389

Persistent link: https://www.econbiz.de/10011341807

Testing for panel unit roots in the presence of spatial dependency

Månsson, Kristofer; Shukur, Ghazi; Sjölander, Pär - In: Applied economics 45 (2013) 28/30, pp. 4152-4159

Persistent link: https://www.econbiz.de/10010345751

Developing interaction shrinkage parameters for the liu estimator : with an application to the electricity retail market

Shukur, Ghazi; Månsson, Kristofer; Sjölander, Pär - In: Computational economics 46 (2015) 4, pp. 539-550

Persistent link: https://www.econbiz.de/10011478513

Testing autocorrelation in a system perspective

Edgerton, David L.; Shukur, Ghazi - 1996

Persistent link: https://www.econbiz.de/10000952254

Testing autocorrelation in a system perspective

Edgerton, David L.; Shukur, Ghazi - In: Econometric reviews 18 (1999) 4, pp. 343-386

Persistent link: https://www.econbiz.de/10001413466

Asymmetric quantile analysis of the Swedish mortgage price discovery process

Månsson, Kristofer; Shukur, Ghazi; Sjölander, Pär - In: Applied economics 45 (2013) 19/21, pp. 3088-3101

Persistent link: https://www.econbiz.de/10010192315

Market concentration and market power of the Swedish mortgage Sector : a wavelet panel efficiency analysis

Månsson, Kristofer; Sjölander, Pär; Shukur, Ghazi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 4, pp. 1-16

Persistent link: https://www.econbiz.de/10011965322

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 develop...

Almasri, A.; Månsson, K.; Sjölander, Pär; Shukur, Ghazi - In: Applied economics 49 (2017) 21, pp. 2096-2105

Persistent link: https://www.econbiz.de/10011817115

Asymmetric quantile analysis of the Swedish mortgage price discovery process

Månsson, Kristofer; Shukur, Ghazi; Sjölander, Pär - In: Applied Economics 45 (2013) 21, pp. 3088-3101

Based on Swedish banking data we discover robust and significantly positive Asymmetric Price Transmission (APT) effects over all analysed regression quantiles of our mortgage interest rates, with even larger positive APT for the higher percentiles. The analysis was enabled through unique access...

Persistent link: https://www.econbiz.de/10010971197