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  • 1. Bjellerup, Mårten
    et al.
    Holgersson, Thomas
    Jönköping University, Jönköping International Business School, JIBS, Economics.
    A simple multivariate test for asymmetry2009In: Applied Economics, ISSN 0003-6846, E-ISSN 1466-4283, Vol. 41, no 11, p. 1405-1416Article in journal (Refereed)
  • 2.
    Duras, Toni
    et al.
    Jönköping University, Jönköping International Business School, JIBS, Statistics.
    Holgersson, Thomas
    Jönköping University, Jönköping International Business School, JIBS, Statistics.
    A small excursion on the Haar measure on OpManuscript (preprint) (Other academic)
  • 3.
    Duras, Toni
    et al.
    Jönköping University, Jönköping International Business School, JIBS, Statistics.
    Holgersson, Thomas
    Jönköping University, Jönköping International Business School, JIBS, Statistics.
    Common principal components with applications in regressionManuscript (preprint) (Other academic)
  • 4.
    Florida, Richard
    et al.
    Rotman School of Management, University of Toronto.
    Mellander, Charlotta
    Jönköping University, Jönköping International Business School, JIBS, The Prosperity Institute of Scandinavia (PIS). Jönköping University, Jönköping International Business School, JIBS, Economics.
    Holgersson, Thomas
    Jönköping University, Jönköping International Business School, JIBS, Statistics.
    Up in the air: The role of airports for regional economic development2015In: The annals of regional science, ISSN 0570-1864, E-ISSN 1432-0592, Vol. 54, no 1, p. 197-214Article in journal (Refereed)
    Abstract [en]

    Our research examines the role of airports in regional development. Specifically, we examine two things: (1) the factors associated with whether or not a metro will have an airport, and (2) the effect of airport activities on regional economic development. Based on multiple regression analysis for U.S. metros, our research generates four key findings. First, airports are more likely to be located in larger metros with higher shares of cultural workers and warmer winters. Second, airports add significantly to regional development measured as economic output per capita. Third, the effect of airports on regional development occurs through two channels—their capacity to move both people and cargo, with the former being somewhat more important. Fourth, the impact of airports on regional development varies with their size and scale.

  • 5.
    Hasund, Knut Per
    et al.
    Swedish Board of Agriculture, Jönköping, Sweden.
    Holgersson, Thomas
    Jönköping University, Jönköping International Business School, JIBS, Economics.
    Norell, Bo
    Swedish Board of Agriculture, Jönköping, Sweden.
    Ståhlberg, David
    Swedish Board of Agriculture, Jönköping, Sweden.
    Assessing the environmental qualities of permanent grassland2010In: Grassland in a changing world: Proceedings of the 23th General Meeting of the European Grassland Federation Kiel, Germany, August 29th - September 2nd, 2010 / [ed] Schnyder, H., Isselstein, J., Taube, F., Auerswald, K., Schellberg, J., Wachendorf, M., Herrmann, A., Gierus, M., Wrage, N., Hopkins, A., Duderstadt: Mecke Druck und Verlag , 2010, p. 851-853Conference paper (Refereed)
    Abstract [en]

    A current issue is whether it is possible to evaluate the environmental qualities of individual meadows and pastures based solely on information about some of their attributes. The question is: would biologists make concordant evaluations and, if so, which attributes would be relevant. The aim of this study was to investigate the possibility of developing a model that can classify grassland by environmental values based on survey data. The reason is the policy demand to prioritise measures for preserving the environmental qualities of grassland cost-effectively. A questionnaire was used in which 40 grassland-biology experts classified 50 semi-natural grassland objects into value deciles based on survey data. The grassland objects were randomly spread across Sweden, and described by eight attributes. The study indicates that: (i) domestic experts in biodiversity conservation are quite concordant in assessing semi-natural grasslands; (ii) it is possible to quantitatively assess the general environmental quality of a grassland object by means of a simple, linear prediction model, and less than 10 carefully selected variables suffice to characterise a grassland object in a condensed but balanced way; and (iii) 'number of positive indicator species' is the variable the experts most heavily relied upon in their assessments of grassland environmental qualities.

  • 6.
    Holgersson, Thomas
    Jönköping University, Jönköping International Business School, JIBS, Economics, Finance and Statistics.
    A Comparative Study of Ten Asymmetry Tests2011In: Journal of Statistics, ISSN 1684 - 8403, Vol. 18, p. 10-28Article in journal (Refereed)
  • 7.
    Holgersson, Thomas
    Jönköping University, Jönköping International Business School, JIBS, Economics.
    A Graphical Technique for Assessing Multivariate Non-normality2006In: Computational statistics (Zeitschrift), ISSN 0943-4062, E-ISSN 1613-9658, Vol. 21, no 1, p. 141-149Article in journal (Refereed)
  • 8.
    Holgersson, Thomas
    Jönköping University, Jönköping International Business School, JIBS, Economics.
    A Modified Skewness Measure for Testing Asymmetry2010In: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 39, no 2, p. 335-346Article in journal (Refereed)
  • 9.
    Holgersson, Thomas
    Jönköping University, Jönköping International Business School, JIBS, Economics, Finance and Statistics.
    A Note on a commonly used ridge regression Monte Carlo design2014In: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 44, no 10, p. 2176-2179Article in journal (Refereed)
    Abstract [en]

    Ridge estimators are usually examined through Monte Carlo simulations since their properties are difficult to obtain analytically. In this paper we argue that a simulation design commonly used in the literature will give biased results of Monte Carlo simulations in favour of ridge regression over ordinary least square (OLS) estimators. Specifically, it is argued that the properties of ridge estimators that are functions of p distinct regressor eigenvalues should not be evaluated through Monte Carlo designs using only two distinct eigenvalues.

  • 10.
    Holgersson, Thomas
    Jönköping University, Jönköping International Business School, JIBS, Statistics.
    Festschrift in honor of Professor Ghazi Shukur on the occasion of his 60th birthday2015Collection (editor) (Other academic)
  • 11.
    Holgersson, Thomas
    Jönköping University, Jönköping International Business School, JIBS, Economics.
    Naturvärden i jordbrukslandskapet: en pilotstudie2008Report (Other academic)
  • 12.
    Holgersson, Thomas
    Jönköping University, Jönköping International Business School, JIBS, Economics.
    Robust Testing for Skewness2006In: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 36, no 3, p. 485-498Article in journal (Refereed)
  • 13.
    Holgersson, Thomas
    Jönköping University, Jönköping International Business School, JIBS, Economics.
    Simulation of Non-normal Auto Correlated Variables2006In: Journal of Modern Applied Statistical Methods, ISSN 1538-9472, Vol. 5, no 2, p. 408-416Article in journal (Refereed)
  • 14.
    Holgersson, Thomas
    Jönköping University, Jönköping International Business School, JIBS, Economics.
    Testing for Multivariate Autocorrelation2004In: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 31, no 4, p. 379-395Article in journal (Refereed)
  • 15.
    Holgersson, Thomas
    et al.
    Jönköping University, Jönköping International Business School, JIBS, Economics.
    Karlsson, Peter
    Jönköping University, Jönköping International Business School, JIBS, Economics.
    Model Based vs. Model Independent Tests for Cross-correlation2010In: Journal of Modern Applied Statistical Methods, ISSN 1538-9472, Vol. 9, no 1, p. 75-89Article in journal (Refereed)
  • 16.
    Holgersson, Thomas
    et al.
    Jönköping University, Jönköping International Business School, JIBS, Economics, Finance and Statistics.
    Karlsson, Peter
    Jönköping University, Jönköping International Business School, JIBS, Economics, Finance and Statistics.
    Three estimators of the Mahalanobis distance in high-dimensional data2012In: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 39, no 12, p. 2713-2720Article in journal (Refereed)
    Abstract [en]

    This paper treats the problem of estimating the Mahalanobis distance for the purpose of detecting outliersin high-dimensional data. Three ridge-type estimators are proposed and risk functions for deciding anappropriate value of the ridge coefficient are developed. It is argued that one of the ridge estimator hasparticularly tractable properties, which is demonstrated through outlier analysis of real and simulated data.

  • 17.
    Holgersson, Thomas
    et al.
    Jönköping University, Jönköping International Business School, JIBS, Economics, Finance and Statistics.
    Karlsson, Peter
    Jönköping University, Jönköping International Business School, JIBS, Economics, Finance and Statistics.
    Dai, Deliang
    Linnaeus University.
    Expected and Unexpected Values of Individual mahalanobis Distances2013Conference paper (Refereed)
  • 18.
    Holgersson, Thomas
    et al.
    Jönköping University, Jönköping International Business School, JIBS, Economics, Finance and Statistics.
    Karlsson, Peter
    Jönköping University, Jönköping International Business School, JIBS, Economics, Finance and Statistics.
    Mansoor, Rashid
    Jönköping University, Jönköping International Business School, JIBS, Economics, Finance and Statistics.
    Estimating mean-standard deviation ratios of financial data2012In: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 39, no 3, p. 657-671Article in journal (Refereed)
    Abstract [en]

    This article treats the problem of linking the relation between excess return and risk of financial assets when the returns follow a factor structure. The authors propose three different estimators and their consistencies are established in cases when the number of assets in the cross-section (n) and the number of observations over time (T) are of comparable size. An empirical investigation is conducted on the Stockholm stock exchange market where the mean-standard deviation ratio is calculated for small- mid- and large cap segments, respectively.

  • 19.
    Holgersson, Thomas
    et al.
    Jönköping University, Jönköping International Business School, JIBS, Statistics. Centre for Data Intensive Sciences and Applications, Linnaeus University, Växjö, Sweden.
    Kekezi, Orsa
    Jönköping University, Jönköping International Business School, JIBS, Economics. Jönköping University, Jönköping International Business School, JIBS, Centre for Entrepreneurship and Spatial Economics (CEnSE).
    Towards a multivariate innovation index2018In: Economics of Innovation and New Technology, ISSN 1043-8599, E-ISSN 1476-8364, Vol. 27, no 3, p. 254-272Article in journal (Refereed)
    Abstract [en]

    This paper argues that traditional measures of innovation as a univariate phenomenon may not be dynamic enough to adequately describe the complex nature of innovation. Consequently, the purpose is to develop a multidimensional index of innovation that is able to reflect innovation enablers and outputs. The index may then be used (i) to assess and quantify temporal changes of innovation, (ii) to describe regional differences and similarities of innovation, and (iii) serve as exogenous variables to analyze the importance of innovation for other economic phenomena. Our index is defined in a four-dimensional space of orthogonal axes. An empirical case study is used for demonstration of the index, where 44 variables are collected for all municipalities in Sweden. The index spanning the four-dimensional innovation comprises size, accessibility, firm performance, and agglomeration. The proposed index offers a new way of defining and analyzing innovation and should have a wide range of important applications in a world where innovation is receiving a great deal of recognition.

  • 20.
    Holgersson, Thomas
    et al.
    Jönköping University, Jönköping International Business School, JIBS, Economics.
    Lindström, Fredrik
    Göteborg University, Dept. of statistics.
    A Comparison of Conditioned Versus Unconditioned Forecasts of the VAR(1) Process2005In: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 34, p. 415-427Article in journal (Refereed)
  • 21.
    Holgersson, Thomas
    et al.
    Jönköping University, Jönköping International Business School, JIBS, Economics, Finance and Statistics.
    Mansoor, Rashid
    Jönköping University, Jönköping International Business School, JIBS, Economics, Finance and Statistics.
    Assessing Normality of High-Dimensional Data2013In: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 42, no 2, p. 360-369Article in journal (Refereed)
    Abstract [en]

    The assumption of normality is crucial in many multivariate inference methods and may be even more important when the dimension of data is proportional to the sample size. It is therefore necessary that tests for multivariate non normality remain well behaved in such settings. In this article, we examine the properties of three common moment-based tests for non normality under increasing dimension asymptotics (IDA). It is demonstrated through Monte Carlo simulations that one of the tests is inconsistent under IDA and that one of them stands out as uniformly superior to the other two.

  • 22.
    Holgersson, Thomas
    et al.
    Jönköping University, Jönköping International Business School, JIBS, Statistics. Linnaeus University, Sweden.
    Månsson, Kristofer
    Jönköping University, Jönköping International Business School, JIBS, Statistics. Göteborg University, Sweden .
    Shukur, Ghazi
    Jönköping University, Jönköping International Business School, JIBS, Statistics.
    Testing for panel unit roots under general cross-sectional dependence2016In: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 45, no 5, p. 1785-1801Article in journal (Refereed)
    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.

  • 23.
    Holgersson, Thomas
    et al.
    Jönköping University, Jönköping International Business School, JIBS, Economics, Finance and Statistics.
    Nordström, Louise
    Jönköping University, Jönköping International Business School, JIBS, Economics, Finance and Statistics.
    Öner, Özge
    Jönköping University, Jönköping International Business School, JIBS, Economics, Finance and Statistics.
    Dummy variables vs. category-wise models2014In: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 41, no 2, p. 233-241Article in journal (Refereed)
    Abstract [en]

    Empirical research frequently involves regression analysis with binary categorical variables, which are traditionally handled through dummy explanatory variables. This paper argues that separate category-wise models may provide a more logical and comprehensive tool for analysing data with binary categories. Exploring different aspects of both methods, we contrast the two with a Monte Carlo simulation and an empirical example to provide a practical insight.

  • 24.
    Holgersson, Thomas
    et al.
    Jönköping University, Jönköping International Business School, JIBS, Statistics.
    Nordström, Louise
    Jönköping University, Jönköping International Business School, JIBS, Economics.
    Öner, Özge
    Jönköping University, Jönköping International Business School, JIBS, Economics.
    On regression modelling with dummy variables versus separate regressions per group: comment on Holgersson et al.2016In: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 43, no 8, p. 1564-1565Article in journal (Other academic)
  • 25.
    Holgersson, Thomas
    et al.
    Jönköping University, Jönköping International Business School, JIBS, Economics, Finance and Statistics.
    Norman, Therese
    Jönköping University, Jönköping International Business School, JIBS, Economics, Finance and Statistics.
    Tavassoli, S.
    Department of Industrial Economics, Blekinge Institute of Technology, Karlskrona, Sweden.
    In the quest for economic significance: assessing variable importance through mean value decomposition2014In: Applied Economics Letters, ISSN 1350-4851, E-ISSN 1466-4291, Vol. 21, no 8, p. 545-549Article in journal (Refereed)
    Abstract [en]

    Economic significance is frequently assessed through statistical hypothesis testing, which however, does not always correspond to the implicit economical questions being addressed. In this article we propose using mean value decomposition to assess economic significance. Unlike most previously suggested methods the proposed one is intuitive and simple to conduct. The technique is demonstrated and contrasted with hypothesis tests by an empirical example involving the income of Mexican children, which shows that the two inference approaches provide different and supplementary pieces of information.

  • 26.
    Holgersson, Thomas
    et al.
    Jönköping University, Jönköping International Business School, JIBS, Economics, Finance and Statistics.
    Norman, Therese
    Jönköping University, Jönköping International Business School, JIBS, Economics, Finance and Statistics.
    Tavassoli, Sam
    Blekinge Institute of Technology.
    In the quest for economic significance: assessing variable importance through mean value decomposition2013Report (Refereed)
    Abstract [en]

    Economic significance is frequently assessed through statistical hypothesis testing. This habitual use is, however, usually not matching with the implicit economical questions being addressed. In this paper we propose using mean value decomposition to assess economic significance. Unlike most previously suggested methods the proposed one is intuitive and simple to conduct. The technique is demonstrated and contrasted with hypothesis tests by an empirical example involving the income of Mexican children, which shows that the two inference approaches provide different and supplementary pieces of information.

  • 27.
    Holgersson, Thomas
    et al.
    Jönköping University, Jönköping International Business School, JIBS, Economics.
    Shukur, Ghazi
    Jönköping University, Jönköping International Business School, JIBS, Economics.
    Some Aspects of Non-Normality Tests in Systems of Regressions Equations2001In: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 30, no 2, p. 291-310Article in journal (Refereed)
    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.

  • 28.
    Holgersson, Thomas
    et al.
    Jönköping University, Jönköping International Business School, JIBS, Economics. Statistik.
    Shukur, Ghazi
    Jönköping University, Jönköping International Business School, JIBS, Economics. Statistik.
    Testing for Multivariate Heteroscedasticity2004In: Journal of Statistical Computation and Simulation, ISSN 0094-9655, E-ISSN 1563-5163, Vol. 74, no 12, p. 879-896Article in journal (Refereed)
  • 29.
    Lindh, Jörgen
    et al.
    Jönköping University, Jönköping International Business School, JIBS, Business Informatics.
    Holgersson, Thomas
    Jönköping University, Jönköping International Business School, JIBS, Business Informatics.
    Does lego training stimulate pupils’ ability to solve logical problems?2006In: The Hawaii International Conference on Statistics, Mathematics and Related Fields, 2006Conference paper (Other scientific)
  • 30.
    Lindh, Jörgen
    et al.
    Jönköping University, Jönköping International Business School, JIBS, Business Informatics.
    Holgersson, Thomas
    Jönköping University, Jönköping International Business School, JIBS, Economics.
    Does lego training stimulate pupils' ability to solve logical problems?2006In: Computers and education, ISSN 0360-1315, E-ISSN 1873-782X, Vol. 49, no 4, p. 1097-1111Article in journal (Refereed)
  • 31.
    Lindström, Fredrik
    et al.
    Försäkringskassan.
    Holgersson, Thomas
    Jönköping University, Jönköping International Business School, JIBS, Economics.
    Forecast mean squared error reductionin the VAR(1) process2009In: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 36, no 12, p. 1369-1384Article in journal (Refereed)
  • 32.
    Mansoor, Rashid
    et al.
    Jönköping University, Jönköping International Business School, JIBS, Economics, Finance and Statistics.
    Holgersson, Thomas
    Jönköping University, Jönköping International Business School, JIBS, Economics, Finance and Statistics.
    Testing for Autocorrelation in High-dimensional Data2012Report (Other academic)
1 - 32 of 32
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