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  • 1. A. Alkhamisi, Mahdi
    et al.
    Shukur, Ghazi
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Nationalekonomi. Statistik.
    A Monte Carlo Study of Recent Ridge Parameters2007Ingår i: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 36, nr 3, s. 535-547Artikel i tidskrift (Refereegranskat)
  • 2. A. Alkhamisi, Mahdi
    et al.
    Shukur, Ghazi
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Nationalekonomi.
    Developing Ridge Parameters for SUR Model2008Ingår i: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 37, nr 4, s. 544-564Artikel i tidskrift (Refereegranskat)
  • 3. A. Alkhamisi, Mahdi
    et al.
    Shukur, Ghazi
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Nationalekonomi.
    The Effect of Fat-Tailed Error Terms on the Properties of the Systemwise RESET Test2008Ingår i: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 35, nr 1, s. 101-113Artikel i tidskrift (Refereegranskat)
  • 4.
    Aldén, Lina
    et al.
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS).
    Hammarstedt, Mats
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS).
    Hussain, Shakir
    University of Birmingham, UK.
    Shukur, Ghazi
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS).
    Etnic origin, local labour markets and self-employment in Sweden: A multilevel approach2013Ingår i: The annals of regional science, ISSN 0570-1864, E-ISSN 1432-0592, Vol. 50, nr 3, s. 885-910Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    We investigate the importance of ethnic origin and local labour markets conditions for self-employment propensities in Sweden. In line with previous research, we find differences in the self-employment rate between different immigrant groups as well as between different immigrant cohorts. We use a multilevel regression approach in order to quantify the role of ethnic background, point of time for immigration and local market conditions in order to further understand differences in self-employment rates between different ethnic groups. We arrive at the following: The self-employment decision is to a major extent guided by factors unobservable in register data. Such factors might be, that is, individual entrepreneurial ability and access to financial capital. The individual’s ethnic background and point of time for immigration play a smaller role for the self-employment decision but are more important than local labour market conditions.

  • 5.
    Ali, Abdul Aziz
    et al.
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS).
    Månsson, Kristofer
    Jönköping University, Sweden.
    Shukur, Ghazi
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS).
    A wavelet-based variance ratio unit root test for a system of equations2020Ingår i: Studies in Nonlinear Dynamics and Econometrics, ISSN 1081-1826, E-ISSN 1558-3708, Vol. 24, nr 3, s. 1-16, artikel-id 20180005Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    In this paper, we suggest a unit root test for a system of equations using a spectral variance decomposition method based on the Maximal Overlap Discrete Wavelet Transform. We obtain the limiting distribution of the test statistic and study its small sample properties using Monte Carlo simulations. We find that, for multiple time series of small lengths, the wavelet-based method is robust to size distortions in the presence of cross-sectional dependence. The wavelet-based test is also more powerful than the Cross-sectionally Augmented Im et al. unit root test (Pesaran, M. H. 2007. "A Simple Panel Unit Root Test in the Presence of Cross-section Dependence." Journal of Applied Econometrics 22 (2): 265-312.) for time series with between 20 and 100 observations, using systems of 5 and 10 equations. We demonstrate the usefulness of the test through an application on evaluating the Purchasing Power Parity theory for the Group of 7 countries and find support for the theory, whereas the test by Pesaran (Pesaran, M. H. 2007. "A Simple Panel Unit Root Test in the Presence of Cross-section Dependence." Journal of Applied Econometrics 22 (2): 265-312.) finds no such support. © 2019 Walter de Gruyter GmbH, Berlin/Boston.

  • 6.
    Ali, Abdul Aziz
    et al.
    Linnéuniversitetet, Institutionen för nationalekonomi och statistik (NS).
    Månsson, Kristofer
    Jönköping University, Internationella Handelshögskolan, IHH, Statistik.
    Shukur, Ghazi
    Linnéuniversitetet, Institutionen för nationalekonomi och statistik (NS).
    A wavelet-based variance ratio unit root test for a system of equations2020Ingår i: Studies in Nonlinear Dynamics and Econometrics, ISSN 1081-1826, E-ISSN 1558-3708, Vol. 24, nr 3, s. 1-16, artikel-id 20180005Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    In this paper, we suggest a unit root test for a system of equations using a spectral variance decomposition method based on the Maximal Overlap Discrete Wavelet Transform. We obtain the limiting distribution of the test statistic and study its small sample properties using Monte Carlo simulations. We find that, for multiple time series of small lengths, the wavelet-based method is robust to size distortions in the presence of cross-sectional dependence. The wavelet-based test is also more powerful than the Cross-sectionally Augmented Im et al. unit root test (Pesaran, M. H. 2007. "A Simple Panel Unit Root Test in the Presence of Cross-section Dependence." Journal of Applied Econometrics 22 (2): 265-312.) for time series with between 20 and 100 observations, using systems of 5 and 10 equations. We demonstrate the usefulness of the test through an application on evaluating the Purchasing Power Parity theory for the Group of 7 countries and find support for the theory, whereas the test by Pesaran (Pesaran, M. H. 2007. "A Simple Panel Unit Root Test in the Presence of Cross-section Dependence." Journal of Applied Econometrics 22 (2): 265-312.) finds no such support. 

  • 7. Alkamisi, M. A.
    et al.
    Khalaf, G.
    Shukur, Ghazi
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Nationalekonomi.
    Some Modifications for Choosing Ridge Parameters2006Ingår i: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 35, nr 11, s. 2005-2020Artikel i tidskrift (Refereegranskat)
  • 8. Alkamisi, M. A.
    et al.
    Shukur, Ghazi
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Nationalekonomi.
    Bayesian Analysis of a Linear Mixed Model with AR(p) errors Via MCMC2005Ingår i: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 32, nr 7, s. 741-755Artikel i tidskrift (Refereegranskat)
  • 9.
    Alkhamisi, M. A.
    et al.
    Salahaddin University, Iraq.
    Golam Kibria, B. M.
    lorida International University, USA.
    Shukur, Ghazi
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS). Jönköping University, Sweden.
    Estimation of SUR model with VAR(p) disturbances2019Ingår i: Communications in Statistics: Case Studies, Data Analysis and Applications, E-ISSN 2373-7484, Vol. 5, nr 4, s. 432-453Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    The multiple time series and ridge regression techniques are proposed for modeling and analyzing a scaled real life (or a simulated) data as a SUR model with VAR(p) disturbances. The regression coefficients are estimated via the generalized least squares method if collinearity is weak and otherwise the regression coefficients are estimated by the generalized ridge regression method. Small sample likelihood ratio test statistic and model selection criteria are employed for selecting the smallest possible lag order for the VAR process. Moreover, Monte Carlo simulations (1000 replications) are conducted to examine the properties of some new and some of the existing ridge parameters in rectifying the collinearity problem in SUR models with VAR(2) disturbances via the trace(MSE) and condition number criteria. Two data sets are analyzed to illustrate the findings of the article.

  • 10.
    Alkhamisi, Mahdi A.
    et al.
    Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Nationalekonomi och Statistik.
    Shukur, Ghazi
    Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Nationalekonomi och Statistik.
    Developing Ridge Parameters for SUR Model2008Ingår i: Communication in Statistics, Theory and Methods, Vol. 37, nr 4, s. 544-564Artikel i tidskrift (Övrig (populärvetenskap, debatt, mm))
  • 11.
    Alkhamisi, Mahdi
    et al.
    Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Nationalekonomi och Statistik.
    Khalaf, Gadban
    Shukur, Ghazi
    Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Nationalekonomi och Statistik.
    Some modifications for choosing ridge parameter2006Ingår i: Communications in Statistics, theory and Methods, Vol. 35, nr 11, s. 2005-2021Artikel i tidskrift (Refereegranskat)
  • 12.
    Alkhamisi, Mahdi
    et al.
    Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Nationalekonomi och Statistik.
    Shukur, Ghazi
    Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Nationalekonomi och Statistik.
    A Monte Carlo study of recent ridge parameters2007Ingår i: Communications in Statistics, Simulation and Computation, Vol. 36, nr 3Artikel i tidskrift (Övrig (populärvetenskap, debatt, mm))
  • 13. Almasri, Abdullah
    et al.
    Locking, Håkan
    Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Nationalekonomi och Statistik.
    Shukur, Ghazi
    Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Nationalekonomi och Statistik.
    Testing for Climate Change in Sweden During 1850-1999, using Wavelet analysis2008Ingår i: Journal of Applied Statistics, Vol. 35, nr 4Artikel i tidskrift (Övrig (populärvetenskap, debatt, mm))
  • 14. Almasri, Abdullah
    et al.
    Locking, Håkan
    Shukur, Ghazi
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Nationalekonomi.
    Testing for climate warming in Sweden during 1850-1999, using wavelets analysis2008Ingår i: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 35, nr 4, s. 431-443Artikel i tidskrift (Refereegranskat)
  • 15.
    Almasri, Abdullah
    et al.
    Karlstad University.
    Locking, Håkan
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS).
    Shukur, Ghazi
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS). Jönköping University.
    Testing for trends and causality in Swedish environmental data, using Wavelet analysis2013Konferensbidrag (Refereegranskat)
    Abstract [en]

    This paper utilizes Wavelet based methodology to estimate and test for trends and granger causality in temperature andprecipitation. We use quarterly data from Sweden for the period 1884 up to 2011. The analysis suggests that temperatureand precipitation in Sweden currently have a positive trend in 2011. Thus the recent lower levels of the variables 2009-2010are estimated to be temporary fluctuations or deviations from the trend. Moreover, in the short run there are feedbackeffects between the variables and over longer periods, 4-8 years, temperature granger cause precipitation.

  • 16.
    Almasri, Abdullah
    et al.
    Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV.
    Locking, Håkan
    Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV.
    Shukur, Ghazi
    Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV.
    Wavelet Based Forecasting Approach, with Application2009Ingår i: 2009 International Conference on Financial Theory and Engineering / [ed] Patrick Kellenberger, 2009Konferensbidrag (Refereegranskat)
    Abstract [en]

    In this paper we outline a framework for forecasting using maximal overlap discrete wavelet transform (MODWT) based multiresoulution analysis (MRA). This framework has been applied for forecasting the tourism arrival series from Denmark to Norway. We compare forecasted values obtained from modeling the data in the time domain with the forecasted values from the wavelet domain using the traditional Box-Jenkins methodology. In both cases, diagnostic tests have been conducted to insure the specification of the model. The results have shown that the wavelet based forecasts outperforms the traditional Box-Jenkins approach in term of forecasts accuracy.

  • 17.
    Almasri, Abdullah
    et al.
    Karlstad University.
    Månsson, Kristofer
    Jönköping University.
    Sjölander, Pär
    Jönköping University.
    Shukur, Ghazi
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS). Jönköping University.
    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 countries2017Ingår i: Applied Economics, ISSN 0003-6846, E-ISSN 1466-4283, Vol. 49, nr 21, s. 2096-2105Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    This article introduces two different non-parametric wavelet-based panel unit-root tests in the presence of unknown structural breaks and cross-sectional dependencies in the data. These tests are compared with a previously suggested non-parametric wavelet test, the parameteric Im-Pesaran and Shin (IPS) testand a Wald type of test. The results from the Monte Carlo simulations clearly show that the new wavelet-ratio tests are superior to the traditional tests both interms of size and power in panel unit-root tests because of its robustness to cross-section dependency and structural breaks. Based on an empirical Central American panel application, we can, in contrast to previous research (where bias due to structural breaks is simply disregarded), find strong, clear-cut support for purchasing power parity (PPP) in this developing region.

  • 18.
    Almasri, Abdullah
    et al.
    Department of Economics and Statistics, Karlstad University, Karlstad, Sweden.
    Månsson, Kristofer
    Jönköping University, Internationella Handelshögskolan, IHH, Statistik. Department of Economics and Statistics, Göteborg University, Göteborg, Sweden.
    Sjölander, Pär
    Jönköping University, Internationella Handelshögskolan, IHH, Statistik.
    Shukur, Ghazi
    Jönköping University, Internationella Handelshögskolan, IHH, Statistik. Department of Economics and Statistics, Linnaeus University, Växjö, Sweden.
    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 countries2017Ingår i: Applied Economics, ISSN 0003-6846, E-ISSN 1466-4283, Vol. 49, nr 21, s. 2096-2105Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    This article introduces two different non-parametric wavelet-based panel unit-root tests in the presence of unknown structural breaks and cross-sectional dependencies in the data. These tests are compared with a previously suggested non-parametric wavelet test, the parameteric Im-Pesaran and Shin (IPS) test and a Wald type of test. The results from the Monte Carlo simulations clearly show that the new wavelet-ratio tests are superior to the traditional tests both in terms of size and power in panel unit-root tests because of its robustness to cross-section dependency and structural breaks. Based on an empirical Central American panel application, we can, in contrast to previous research (where bias due to structural breaks is simply disregarded), find strong, clear-cut support for purchasing power parity (PPP) in this developing region.

  • 19. Almasri, Abdullah
    et al.
    Shukur, Ghazi
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Nationalekonomi.
    Clustering using Wavelet Transformation2008Ingår i: Handbook of research on cluster theory, Cheltenham: Edward Elgar , 2008, s. 169-186Kapitel i bok, del av antologi (Övrig (populärvetenskap, debatt, mm))
  • 20.
    Almasri, Abdullah
    et al.
    Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Nationalekonomi och Statistik.
    Shukur, Ghazi
    Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Nationalekonomi och Statistik.
    Clustering using Wavelet Transformation2008Ingår i: Handbook of Research on Clusters:: Theories, Policies and Case Studies, Edward Elgar , 2008Kapitel i bok, del av antologi (Övrig (populärvetenskap, debatt, mm))
  • 21. Almasri, Abdullah
    et al.
    Shukur, Ghazi
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Nationalekonomi.
    Testing the casual relation between sunspots and temperature using wavelets analysis2005Ingår i: Journal of Modern Applied Statistical Methods, ISSN 1538-9472, Vol. 4, nr 1, s. 134-139Artikel i tidskrift (Refereegranskat)
  • 22.
    Andersson, Lina (current name Aldén, Lina)
    et al.
    Linnéuniversitetet, Fakultetsnämnden för ekonomi och design, Ekonomihögskolan, ELNU.
    Hammarstedt, Mats
    Linnéuniversitetet, Fakultetsnämnden för ekonomi och design, Ekonomihögskolan, ELNU.
    Hussain, Shakir
    University of Birmingham, UK.
    Shukur, Ghazi
    Jönköping University, Sweden.
    Ethnic origin, local labour markets and self-employment in Sweden: A multlilevel approach2012Rapport (Övrigt vetenskapligt)
    Abstract [en]

    We investigate the importance of ethnic origin and local labour markets conditions for self-employment propensities in Sweden. In line with previous research we find differences in the self-employment rate between different immigrant groups as well as between different immigrant cohorts. We use a multilevel regression approach in order to quantify the role of ethnic background, point of time for immigration and local market conditions in order to further understand differences in self-employment rates between different ethnic groups. We arrive at the following: The self-employment decision is to a major extent guided by factors unobservable in register data. Such factors might be i.e. individual entrepreneurial ability and access to financial capital. The individual’s ethnic background and point of time for immigration play a smaller role for the self-employment decision but are more important than local labour market conditions.

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  • 23.
    Andersson, Lina
    et al.
    Department of Economics and Statistics, Linnaeus University, Växjö, Sweden.
    Hammarstedt, Mats
    Department of Economics and Statistics, Linnaeus University, Växjö, Sweden.
    Hussain, Shakir
    School of Medicine, University of Birmingham, Birmingham, UK.
    Shukur, Ghazi
    Jönköping University, Internationella Handelshögskolan, IHH, Economics, Finance and Statistics.
    Ethnic origin, local labour markets and self-employment in Sweden: A Multilevel Approach2013Ingår i: The annals of regional science, ISSN 0570-1864, E-ISSN 1432-0592, Vol. 50, nr 3, s. 885-910Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    We investigate the importance of ethnic origin and local labour markets conditions for self-employment propensities in Sweden. In line with previous research, we find differences in the self-employment rate between different immigrant groups as well as between different immigrant cohorts. We use a multilevel regression approach in order to quantify the role of ethnic background, point of time for immigration and local market conditions in order to further understand differences in self-employment rates between different ethnic groups. We arrive at the following: The self-employment decision is to a major extent guided by factors unobservable in register data. Such factors might be, that is, individual entrepreneurial ability and access to financial capital. The individual’s ethnic background and point of time for immigration play a smaller role for the self-employment decision but are more important than local labour market conditions.

  • 24.
    Anxo, Dominique
    et al.
    Department of Economics and Statistics, Linnaeus University, Växjö, Sweden .
    Hussain, Shakir
    Public Health, Epidemiology and Biostatistics, School of Medicine, University of Birmingham, Birmingham, UK .
    Shukur, Ghazi
    Jönköping University, Internationella Handelshögskolan, IHH, Economics, Finance and Statistics.
    The demand of part-time in European companies: a multilevel modelling approach2012Ingår i: Applied Economics, ISSN 0003-6846, E-ISSN 1466-4283, Vol. 44, nr 8, s. 1057-1066Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    Part-time work is one of the most well-known « atypical » working time arrangements. In contrast to previous studies focusing on the supply side, the originality of our research is to investigate the demand-side of part-time work and to examine how and why companies use part-time work. Based on a large and unique sample of European firms operating in 21 member states, we use a multilevel multinomial modeling in a Bayesian environment. Our results suggest that the variations in the extent of part-time workers at the establishment level is determined more by country-specific features than by industry specific factors.

  • 25.
    Anxo, Dominique
    et al.
    Linnéuniversitetet, Fakultetsnämnden för ekonomi och design, Ekonomihögskolan, ELNU.
    Hussain, Shakir
    Shukur, Ghazi
    Linnéuniversitetet, Fakultetsnämnden för ekonomi och design, Ekonomihögskolan, ELNU.
    The demand of part-time in European companies: a multilevel modelling approach2012Ingår i: Applied Economics, ISSN 0003-6846, E-ISSN 1466-4283, Vol. 44, nr 8, s. 1057-1066Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    Part-time work is one of the most well-known « atypical » working time arrangements. In contrast to previous studies focusing on the supply side, the originality of our research is to investigate the demand-side of part-time work and to examine how and why companies use part-time work. Based on a large and unique sample of European firms operating in 21 member states, we use a multilevel multinomial modeling in a Bayesian environment. Our results suggest that the variations in the extent of part-time workers at the establishment level is determined more by country-specific features than by industry specific factors.

  • 26. Edgerton, David
    et al.
    Shukur, Ghazi
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Nationalekonomi.
    Some Questions Concerning Dynamic Almost Ideal Demand Systems1996Ingår i: Applied Economics Letters, ISSN 1350-4851, E-ISSN 1466-4291, Vol. 3, nr 11, s. 693-695Artikel i tidskrift (Refereegranskat)
  • 27. Edgerton, David
    et al.
    Shukur, Ghazi
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Nationalekonomi.
    Testing Autocorrelation in a System Perspective1999Ingår i: Econometric Reviews, ISSN 0747-4938, E-ISSN 1532-4168, Vol. 18, nr 4, s. 343-386Artikel i tidskrift (Refereegranskat)
  • 28.
    Ekberg, Jan
    et al.
    Linnéuniversitetet, Fakultetsnämnden för ekonomi och design, Ekonomihögskolan, ELNU.
    Hammarstedt, Mats
    Linnéuniversitetet, Fakultetsnämnden för ekonomi och design, Ekonomihögskolan, ELNU.
    Shukur, Ghazi
    Linnéuniversitetet, Fakultetsnämnden för ekonomi och design, Ekonomihögskolan, ELNU.
    SUR estimation of earnings differentials between three generations of immigrants and natives2010Ingår i: The annals of regional science, ISSN 0570-1864, E-ISSN 1432-0592, Vol. 45, nr 3, s. 705-720Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    This paper presents a Seemingly Unrelated Regressions estimation of earnings differentials between three generations of immigrants and natives in Sweden. The results show that male first-generation immigrants were at an earnings advantage compared to male natives. Among male second-generation immigrants the earnings differentials compared to natives were very small, while third-generation immigrants were at an earnings disadvantage compared to natives. The same pattern was found among females. Thus, the results indicate that ethnic differences in earnings are likely to occur even after several generations spent in a country and that the problem of immigrant assimilation that exists in many European countries may last for several generations.

  • 29.
    Hammarstedt, Mats
    et al.
    Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Nationalekonomi och Statistik.
    Shukur, Ghazi
    Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Nationalekonomi och Statistik.
    Immigrants' relative earnings in Sweden - a cohort analysis2006Ingår i: Labour, ISSN 1121-7081, E-ISSN 1467-9914, Vol. 20, nr 2, s. 285-323Artikel i tidskrift (Refereegranskat)
  • 30.
    Hammarstedt, Mats
    et al.
    Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Nationalekonomi och Statistik.
    Shukur, Ghazi
    Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Nationalekonomi och Statistik.
    Immigrants' relative earnings in Sweden - a quantile regression approach2007Ingår i: International Journal of Manpower, Vol. 28, s. 456-473Artikel i tidskrift (Refereegranskat)
  • 31. Hammarstedt, Mats
    et al.
    Shukur, Ghazi
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Nationalekonomi.
    Immigrants' relative earnings in Sweden: A cohort analysis2006Ingår i: Labour, ISSN 1121-7081, E-ISSN 1467-9914, Vol. 20, nr 2, s. 285-323Artikel i tidskrift (Refereegranskat)
  • 32. Hammarstedt, Mats
    et al.
    Shukur, Ghazi
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Nationalekonomi.
    Immigrants' relative earnings in Sweden: A quantile regression approach2007Ingår i: International journal of manpower, ISSN 0143-7720, E-ISSN 1758-6577, Vol. 28, nr 6, s. 456-473Artikel i tidskrift (Refereegranskat)
  • 33.
    Hammarstedt, Mats
    et al.
    Centre for Labour Market Policy Research (CAFO), Växjö University, Sweden.
    Shukur, Ghazi
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Nationalekonomi.
    Testing the home-country self-employment hypothesis on immigrants in Sweden2009Ingår i: Applied Economics Letters, ISSN 1350-4851, E-ISSN 1466-4291, Vol. 16, nr 7, s. 745-748Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    This article tests the home-country self-employment hypothesis on immigrants in Sweden. The results show that the self-employment rates vary between different immigrant groups but we find no support for the home-country self-employment hypothesis using traditional estimation methods. However, when applying quantile regression method we find such evidence when testing results from the 90th quantile. This indicates that home-country self-employment traditions are important for the self-employment decision among immigrant groups with high self-employment rates in Sweden. Furthermore, the result underlines the importance of utilizing robust estimation methods when the home-country self-employment hypothesis is tested.

  • 34.
    Hammarstedt, Mats
    et al.
    Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV.
    Shukur, Ghazi
    Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV.
    Testing the home-country self-employment hypothesis on immigrants in Sweden2009Ingår i: Applied Economics Letters, ISSN 1350-4851, E-ISSN 1466-4291, Vol. 16, nr 7, s. 745-748Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    This article tests the home-country self-employment hypothesis on immigrants in Sweden. The results show that the self-employment rates vary between different immigrant groups but we find no support for the home-country self-employment hypothesis using traditional estimation methods. However, when applying quantile regression method we find such evidence when testing results from the 90th quantile. This indicates that home-country self-employment traditions are important for the self-employment decision among immigrant groups with high self-employment rates in Sweden. Furthermore, the result underlines the importance of utilizing robust estimation methods when the home-country self-employment hypothesis is tested.

  • 35.
    Holgersson, Thomas
    et al.
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Statistik. Linnaeus University, Sweden.
    Månsson, Kristofer
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Statistik. Göteborg University, Sweden .
    Shukur, Ghazi
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Statistik.
    Testing for panel unit roots under general cross-sectional dependence2016Ingår i: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 45, nr 5, s. 1785-1801Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    In this paper we generalize four tests of multivariate linear hypothesis to panel data unit root testing. The test statistics are invariant to certain linear transformations of data and therefore simulated critical values may conveniently be used. It is demonstrated that all four tests remains well behaved in cases of where there are heterogeneous alternatives and cross-correlations between marginal variables. A Monte Carlo simulation is included to compare and contrast the tests with two well-established ones.

  • 36.
    Holgersson, Thomas
    et al.
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS). Jönköping University.
    Månsson, Kristofer
    University of Gothenburg.
    Shukur, Ghazi
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS). Jönköping University.
    Testing for Panel Unit Roots under General Cross-Sectional Dependence2016Ingår i: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 45, nr 5, s. 1785-1801Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    In this paper we generalize four tests of multivariate linear hypothesis to panel data unit root testing. The test statistics are invariant to certain linear transformations of data and therefore simulated critical values may conveniently be used. It is demonstrated that all four tests remains well behaved in cases of where there are heterogeneous alternatives and cross-correlations between marginal variables. A Monte Carlo simulation is included to compare and contrast the tests with two well-established ones.

  • 37.
    Holgersson, Thomas
    et al.
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Nationalekonomi.
    Shukur, Ghazi
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Nationalekonomi.
    Some Aspects of Non-Normality Tests in Systems of Regressions Equations2001Ingår i: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 30, nr 2, s. 291-310Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    In this paper, a short background of the Jarque and McKenzie (JM) test for non-normality is given, and the small sample properties of the test is examined in view of robustness, size and power. The investigation has been performed using Monte Carlo simulations where factors like, e.g., the number of equations, nominal sizes, degrees of freedom, have been varied.

    Generally, the JM test has shown to have good power properties. The estimated size due to the asymptotic distribution is not very encouraging though. The slow rate of convergence to its asymptotic distribution suggests that empirical critical values should be used in small samples.

    In addition, the experiment shows that the properties of the JM test may be disastrous when the disturbances are autocorrelated. Moreover, the simulations show that the distribution of the regressors may also have a substantial impact on the test, and that homogenised OLS residuals should be used when testing for non-normality in small samples.

  • 38.
    Holgersson, Thomas
    et al.
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Nationalekonomi. Statistik.
    Shukur, Ghazi
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Nationalekonomi. Statistik.
    Testing for Multivariate Heteroscedasticity2004Ingår i: Journal of Statistical Computation and Simulation, ISSN 0094-9655, E-ISSN 1563-5163, Vol. 74, nr 12, s. 879-896Artikel i tidskrift (Refereegranskat)
  • 39.
    Hussai, Shakir
    et al.
    Linnaeus University.
    Mohammed, Mohamed A
    University of Birmingham.
    Shukur, Ghazi
    Jönköping University, Internationella Handelshögskolan, IHH, Economics, Finance and Statistics.
    Congenial Multiple Imputation and Matched Pairs Models for Square Tables2013Ingår i: Journal of Business Administration Research, ISSN 1927-9507, E-ISSN 1927-9515, Vol. 2, nr 1, s. -8Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    Experimental studies often measure an individual’s quality of life before and after an intervention, with the data organized into a square table and analyzed using matched pair modeling. However, it is not unusual to find missing data in either round (i.e., before and/or after) of such studies and the use of multiple imputations with matched-pair modeling remains relatively unreported in the applied statistics literature. In this paper we introduce an approach which maintains dependency of responses over time and makes a match between the imputer and the analyst. We use ‘before’ and ‘after’ quality-of-life data from a randomized controlled trial to demonstrate how multiple imputation and matched-pair modeling can be congenially combined, avoiding a possible mismatch of imputation and analyses, and to derive a properly consolidated analysis of the quality-of-life data. We illustrate this strategy with a real-life example of one item from a quality-of-life study that evaluates the effectiveness of patients’ self-management of anticoagulation versus standard care as part of a randomized controlled trial.

  • 40. Hussain, S.
    et al.
    Elbergali, A.
    Shukur, Ghazi
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Nationalekonomi.
    Almasri, A.
    Parsimonious modelling, testing and forecasting of long-range dependence in wind speed2004Ingår i: Environmetrics, ISSN 1180-4009, E-ISSN 1099-095X, Vol. 15, nr 2, s. 155-171Artikel i tidskrift (Refereegranskat)
  • 41. Hussain, Shakir
    et al.
    A. Mohamed, Mohamed
    Holder, Roger
    Almasri, Abdullah
    Shukur, Ghazi
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Nationalekonomi.
    Performance Evaluation Based on the Robust Mahalanobis Distance and Multilevel Modeling Using Two New Strategies2008Ingår i: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 37, nr 10, s. 1966-1980Artikel i tidskrift (Refereegranskat)
  • 42.
    Hussain, Shakir
    et al.
    University of Birmingham.
    Al-Alak, Mehdi
    Central Organization for Statistics, Baghdad.
    Shukur, Ghazi
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS).
    Conditional two level mixture with known mixing proportions: applications to school and student level overweight and obesity data from Birmingham, England2014Ingår i: International Journal of Statistics in Medical Research, ISSN 1929-6029, Vol. 3, nr 3, s. 298-308Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    Two Level (TL) models allow the total variation in the outcome to be decomposed as level one and level two or ‘individual and group’ variance components. Two Level Mixture (TLM) models can be used to explore unobserved heterogeneity that represents different qualitative relationships in the outcome.

    In this paper, we extend the standard TL model by introducing constraints to guide the TLM algorithm towards a more appropriate data partitioning. Our constraints-based methods combine the mixing proportions estimated by parametric Expectation Maximization (EM) of the outcome and the random component from the TL model. This forms new two level mixing conditional (TLMc) approach by means of prior information. The new framework advantages are: 1. avoiding trial and error tactic used by TLM for choosing the best BIC (Bayesian Information Criterion), 2. permitting meaningful parameter estimates for distinct classes in the coefficient space and finally 3. allowing smaller residual variances. We show the benefit of our method using overweight and obesity from Body Mass Index (BMI) for students in year 6. We apply these methods on hierarchical BMI data to estimate student multiple deprivation and school Club effects.

  • 43. Hussain, Shakir
    et al.
    Lindh, Jörgen
    Shukur, Ghazi
    Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Nationalekonomi och Statistik.
    The effect of LEGO training on pupils' school performance in mathematics, problem solving ability and attitude: Swedish data2006Ingår i: Educational Technology and Society Journal, Vol. 7, s. 182-194Artikel i tidskrift (Refereegranskat)
  • 44. Hussain, Shakir
    et al.
    Mohamed, A
    Holder, Roger
    Almasri, Abdullah
    Shukur, Ghazi
    Växjö universitet, Fakulteten för humaniora och samhällsvetenskap, Ekonomihögskolan, EHV. Nationalekonomi och Statistik.
    Performance Evaluation Based on the Robust Mahalanobis Distance and Multilevel Modelling Using Two New Strategies2008Ingår i: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 37, nr 10, s. 1966-1980Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    In this article, we propose a general framework for performance evaluation of organizations and individuals over time using routinely collected performance variables or indicators. Such variables or indicators are often correlated over time, with missing observations, and often come from heavy-tailed distributions shaped by outliers. Two new double robust and model-free strategies are used for evaluation (ranking) of sampling units. Strategy 1 can handle missing data using residual maximum likelihood (RML) at stage two, while strategy two handles missing data at stage one. Strategy 2 has the advantage that overcomes the problem of multicollinearity. Strategy one requires independent indicators for the construction of the distances, where strategy two does not. Two different domain examples are used to illustrate the application of the two strategies. Example one considers performance monitoring of gynecologists and example two considers the performance of industrial firms.

  • 45.
    Hussain, Shakir
    et al.
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS).
    Mohammed, Mohamed A
    University of Birmingham, UK.
    Shukur, Ghazi
    Jönköping University, Sweden.
    Congenial Multiple Imputation and Matched Pairs Models for Square Tables: An Example of patients’ self-management2013Ingår i: Journal of Business Administration Research, ISSN 1927-9507, E-ISSN 1927-9515, Vol. 2, nr 1, s. Article ID: 1-Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    Experimental studies often measure an individual’s quality of life before and after an intervention, with the data organized into a square table and analyzed using matched pair modeling. However, it is not unusual to find missing data in either round (i.e., before and/or after) of such studies and the use of multiple imputations with matched-pair modeling remains relatively unreported in the applied statistics literature. In this paper we introduce an approach which maintains dependency of responses over time and makes a match between the imputer and the analyst. We use ‘before’ and ‘after’ quality-of-life data from a randomized controlled trial to demonstrate how multiple imputation and matched-pair modeling can be congenially combined, avoiding a possible mismatch of imputation and analyses, and to derive a properly consolidated analysis of the quality-of-life data. We illustrate this strategy with a real-life example of one item from a quality-of-life study that evaluates the effectiveness of patients’ self-management of anticoagulation versus standard care as part of a randomized controlled trial.

  • 46. Hussain, Shakir
    et al.
    Shukur, Ghazi
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Nationalekonomi.
    Estimation and Forecasting of Hospital Admission Due to Influenza: Planning for Winter Pressure. The Case of the West Midlands, UK2005Ingår i: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 32, nr 3, s. 191-205Artikel i tidskrift (Refereegranskat)
  • 47.
    Karlsson, Hyunjoo Kim
    et al.
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS).
    Li, Yushu
    University of Bergen, Norway.
    Shukur, Ghazi
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS).
    The Causal Nexus between Oil Prices, Interest Rates, and Unemployment in Norway Using Wavelet Methods2018Ingår i: Sustainability, E-ISSN 2071-1050, Vol. 10, nr 8, s. 1-15, artikel-id 2792Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    This paper applies wavelet multi-resolution analysis (MRA), combined with two types of causality tests, to investigate causal relationships between three variables: real oil price, real interest rate, and unemployment in Norway. Impulse response functions were also utilised to examine effects of innovation in one variable on the other variables. We found that causal relations between the variables tend to be stronger as the wavelet time scale increases; specifically, there were no causal relationships between the variables at the lowest time scales of one to three months. A causal relationship between unemployment rate and interest rate was observed during the period of two quarters to two years, during which time a feedback mechanism was also detected between unemployment and interest rate. Causal relationships between oil price and both interest rate and unemployment were observed at the longest time scale of eight quarters. In conjunction with Granger causality analysis, impulse response functions showed that unemployment rates in Norway respond negatively to oil price shocks around two years after the shocks occur. As an oil exporting country, increases (or decreases) in oil prices reduce (or increase) unemployment in Norway under a time horizon of about two years; previous studies focused on oil importing economies have generally found the inverse to be true. Unlike most studies in this field, we decomposed the implicit aggregation for all time scales by applying MRA with a focus on the Norwegian economy. Thus, one main contribution of this paper is that we unveil and systematically distinguish the nature of the time-scale dependent relationship between real oil price, real interest rate, and unemployment using wavelet decomposition.

  • 48.
    Karlsson, Peter S.
    et al.
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS).
    Behrenz, Lars
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS).
    Shukur, Ghazi
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS). Jönköping University, Sweden.
    Performances of model selection criteria when variables are ill conditioned2019Ingår i: Computational Economics, ISSN 0927-7099, E-ISSN 1572-9974, Vol. 54, nr 1, s. 77-98Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    Model selection criteria are often used to find a "proper" model for the data under investigation when building models in cases in which the dependent or explained variables are assumed to be functions of several independent or explanatory variables. For this purpose, researchers have suggested using a large number of such criteria. These criteria have been shown to act differently, under the same or different conditions, when trying to select the "correct" number of explanatory variables to be included in a given model; this, unfortunately, leads to severe problems and confusion for researchers. In this paper, using Monte Carlo methods, we investigate the properties of four of the most common criteria under a number of realistic situations. These criteria are the adjusted coefficient of determination (R2-adj), Akaike's information criterion (AIC), the Hannan–Quinn information criterion (HQC) and the Bayesian information criterion (BIC). The results from this investigation indicate that the HQC outperforms the BIC, the AIC and the R2-adj under specific circumstances. None of them perform satisfactorily, however, when the degree of multicollinearity is high, the sample sizes are small or when the fit of the model is poor (i.e., there is a low R2) . In the presence of all these factors, the criteria perform very badly and are not very useful. In these cases, the criteria are often not able to select the true model.

  • 49.
    Khalaf, G
    et al.
    King Khalid University, Saudi Arabia.
    Månsson, Kristofer
    Jönköping University, Sweden.
    Sjölander, Pär
    Jönköping University, Sweden.
    Shukur, Ghazi
    Linnéuniversitetet, Ekonomihögskolan (FEH), Institutionen för nationalekonomi och statistik (NS). Jönköping University, Sweden.
    A Tobit Ridge Regression Estimator2014Ingår i: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 43, nr 1, s. 131-140Artikel i tidskrift (Refereegranskat)
    Abstract [en]

    This article analyzes the effects of multicollienarity on the maximum likelihood (ML) estimator for the Tobit regression model. Furthermore, a ridge regression (RR) estimator is proposed since the mean squared error (MSE) of ML becomes inflated when the regressors are collinear. To investigate the performance of the traditional ML and the RR approaches we use Monte Carlo simulations where the MSE is used as performance criteria. The simulated results indicate that the RR approach should always be preferred to the ML estimation method.

  • 50. Khalaf, G.
    et al.
    Shukur, Ghazi
    Högskolan i Jönköping, Internationella Handelshögskolan, IHH, Nationalekonomi.
    Choosing Ridge Parameter for Regression Problems2005Ingår i: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 34, nr 5, s. 1177-1182Artikel i tidskrift (Refereegranskat)
1234 1 - 50 av 195
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