Change search
Refine search result
12 51 - 65 of 65
CiteExportLink to result list
Permanent link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Rows per page
  • 5
  • 10
  • 20
  • 50
  • 100
  • 250
Sort
  • Standard (Relevance)
  • Author A-Ö
  • Author Ö-A
  • Title A-Ö
  • Title Ö-A
  • Publication type A-Ö
  • Publication type Ö-A
  • Issued (Oldest first)
  • Issued (Newest first)
  • Created (Oldest first)
  • Created (Newest first)
  • Last updated (Oldest first)
  • Last updated (Newest first)
  • Disputation date (earliest first)
  • Disputation date (latest first)
  • Standard (Relevance)
  • Author A-Ö
  • Author Ö-A
  • Title A-Ö
  • Title Ö-A
  • Publication type A-Ö
  • Publication type Ö-A
  • Issued (Oldest first)
  • Issued (Newest first)
  • Created (Oldest first)
  • Created (Newest first)
  • Last updated (Oldest first)
  • Last updated (Newest first)
  • Disputation date (earliest first)
  • Disputation date (latest first)
Select
The maximal number of hits you can export is 250. When you want to export more records please use the Create feeds function.
  • 51.
    Shukur, Ghazi
    et al.
    Linnaeus University, Faculty of Business, Economics and Design, Linnaeus School of Business and Economics.
    Hussain, Shakir
    Linnaeus University, Faculty of Business, Economics and Design, Linnaeus School of Business and Economics.
    Estimation and Forecasting of Hospital Admission Due to Influenza - Planning for Winter Pressure2005In: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 32, no 3, p. 191-205Article in journal (Refereed)
  • 52.
    Shukur, Ghazi
    et al.
    Linnaeus University, Faculty of Business, Economics and Design, Linnaeus School of Business and Economics.
    Hussain, Shakir
    Linnaeus University, Faculty of Business, Economics and Design, Linnaeus School of Business and Economics.
    Testing for Autocorrelation in Non-stationary Dynamic Systems of Equations2003In: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 30, no 4, p. 441-454Article in journal (Refereed)
  • 53.
    Shukur, Ghazi
    et al.
    Jönköping University, Jönköping International Business School, JIBS, Economics.
    Hussain, Shakir
    Testing for Autocorrelation in Non-stationary Dynamic Systems of Equations2003In: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 30, no 4, p. 441-454Article in journal (Refereed)
  • 54.
    Shukur, Ghazi
    et al.
    Göteborg University.
    Mantalos, Panagiotis
    Lund University.
    A Simple Investigation of the Granger-Causality Test in Integrated-Cointegrated VAR Systems2000In: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 27, no 8, p. 1021-1031Article in journal (Refereed)
    Abstract [en]

    The size and power of various generalization tests for the Granger-causality in integrated-cointegrated VAR systems are considered. By using Monte Carlo methods, properties of eight versions of the test are studied in two different forms, the standard form and the modified form by Dolado & Lütkepohl (1996) in a study confined to properties of the Wald test only. In their study as well as in ours, both the standard and the modified Wald tests are shown to perform badly especially in small samples. We find, however, that the corrected LR tests exhibit correct size even in small samples. The power of the test is higher when the true VAR(2) model is estimated, and the modified test loses information by estimating the extra coefficients. The same is true when considering the power results in the VAR(3) model, and the power of the tests is somewhat lower than those in the VAR(2).

  • 55.
    Shukur, Ghazi
    et al.
    Jönköping University, Jönköping International Business School, JIBS, Economics.
    Mantalos, Panagiotis
    A Simple Investigation of the Granger-Causality Test in Integrated-Cointegrated VAR Systems2000In: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 27, no 8, p. 1021-1031Article in journal (Refereed)
  • 56.
    Shukur, Ghazi
    et al.
    Jönköping University, Jönköping International Business School, JIBS, Economics.
    Mantalos, Panagiotis
    Jönköping University, Jönköping International Business School, JIBS, Economics.
    The Effect of the Spillover on the Granger Causality Test2010In: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 37, no 9, p. 1473-1486Article in journal (Refereed)
  • 57.
    Shukur, Ghazi
    et al.
    Linnaeus University, Faculty of Business, Economics and Design, Linnaeus School of Business and Economics.
    Zeebari, Zangin
    Median Regression for SUR Models with the Same Explanatory Variables in Each Equation2012In: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 39, no 8, p. 1765-1779Article in journal (Refereed)
    Abstract [en]

    In this paper we introduce an interesting feature of the Generalized Least Absolute Deviations (GLAD) method for Seemingly Unrelated Regression Equations (SURE) models. Contrary to the collapse of Generalized Least Squares (GLS) parameter estimations of SURE models to the Ordinary Least Squares (OLS) estimations of the individual equations when the same regressors are common between all equations, the estimations of the proposed methodology are not identical to the Least Absolute Deviations (LAD) estimations of the individual equations. This is important since contrary to the least squares methods, one can take advantage of efficiency gain due to cross-equation correlations even if the system includes the same regressors in each equation.

  • 58.
    Shukur, Ghazi
    et al.
    Jönköping University, Jönköping International Business School, JIBS, Economics, Finance and Statistics.
    Zeebari, Zangin
    Jönköping University, Jönköping International Business School, JIBS, Economics, Finance and Statistics.
    Median regression for SUR models with the same explanatory variables in each equation2012In: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 39, no 8, p. 1765-1779Article in journal (Refereed)
    Abstract [en]

    In this paper we introduce an interesting feature of the generalized least absolute deviations method for seemingly unrelated regression equations (SURE) models. Contrary to the collapse of generalized leasts-quares parameter estimations of SURE models to the ordinary least-squares estimations of the individual equations when the same regressors are common between all equations, the estimations of the proposed methodology are not identical to the least absolute deviations estimations of the individual equations. This is important since contrary to the least-squares methods, one can take advantage of efficiency gain due to cross-equation correlations even if the system includes the same regressors in each equation.

  • 59.
    Stockhammar, Pär
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Öller, Lars-Erik
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    On the probability distribution of economic growth2011In: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 38, no 9, p. 2023-2041Article in journal (Refereed)
    Abstract [en]

    Three important and significantly heteroscedastic gross domestic product series are studied. Omnipresent heteroscedasticity is removed and the distributions of the series are then compared to normal, normal mixture and normal-asymmetric Laplace (NAL) distributions. NAL represents a skewed and leptokurtic distribution, which is in line with the Aghion and Howitt [1] model for economic growth, based on Schumpeter's idea of creative destruction. Statistical properties of the NAL distributions are provided and it is shown that NAL fits the data better than the alternatives.

  • 60.
    Thorburn, Daniel
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Tongur, Can
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Assessing direct and indirect seasonal decomposition in state space2014In: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 41, no 9, p. 2075-2091Article in journal (Refereed)
    Abstract [en]

    The problem of whether seasonal decomposition should be used prior to or after aggregation of time series is quite old. We tackle the problem by using a state-space representation and the variance/covariance structure of a simplified one-component model. The variances of the estimated components in a two-series system are compared for direct and indirect approaches and also to a multivariate method. The covariance structure between the two time series is important for the relative efficiency. Indirect estimation is always best when the series are independent, but when the series or the measurement errors are negatively correlated, direct estimation may be much better in the above sense. Some covariance structures indicate that direct estimation should be used while others indicate that an indirect approach is more efficient. Signal-to-noise ratios and relative variances are used for inference.

  • 61.
    Ul Hassan, Mahmood
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Stockhammar, Pär
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Fitting probability distributions to economic growth: a maximum likelihood approach2016In: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 43, no 9, p. 1583-1603Article in journal (Refereed)
    Abstract [en]

    The growth rate of the gross domestic product (GDP) usually carries heteroscedasticity, asymmetry and fat-tails. In this study three important and significantly heteroscedastic GDP series are examined. A Normal, normal-mixture, normal-asymmetric Laplace distribution and a Student's t-Asymmetric Laplace (TAL) distribution mixture are considered for distributional fit comparison of GDP growth series after removing heteroscedasticity. The parameters of the distributions have been estimated using maximum likelihood method. Based on the results of different accuracy measures, goodness-of-fit tests and plots, we find out that in the case of asymmetric, heteroscedastic and highly leptokurtic data the TAL-distribution fits better than the alternatives. In the case of asymmetric, heteroscedastic but less leptokurtic data the NM fit is superior. Furthermore, a simulation study has been carried out to obtain standard errors for the estimated parameters. The results of this study might be used in e.g. density forecasting of GDP growth series or to compare different economies.

  • 62.
    Wang, Xiaoqin
    et al.
    University of Gävle, Faculty of Engineering and Sustainable Development, Department of Electronics, Mathematics and Natural Sciences, Mathematics.
    Ye, Weimin
    Department of Medical Epidemiology and Biostatistics, Karolinska Institute, Stockholm, Sweden.
    Yin, Li
    Department of Medical Epidemiology and Biostatistics, Karolinska Institute, Stockholm, Sweden.
    Measuring and estimating the interaction between exposures on a dichotomous outcome for observational studies2017In: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 44, no 14, p. 2483-2498Article in journal (Refereed)
    Abstract [en]

    In observational studies for the interaction between exposures on a dichotomous outcome of a certain population, usually one parameter of a regression model is used to describe the interaction, leading to one measure of the interaction. In this article we use the conditional risk of an outcome given exposures and covariates to describe the interaction and obtain five different measures of the interaction, that is, difference between the marginal risk differences, ratio of the marginal risk ratios, ratio of the marginal odds ratios, ratio of the conditional risk ratios, and ratio of the conditional odds ratios. These measures reflect different aspects of the interaction. By using only one regression model for the conditional risk, we obtain the maximum-likelihood (ML)-based point and interval estimates of these measures, which are most efficient due to the nature of ML. We use the ML estimates of the model parameters to obtain the ML estimates of these measures. We use the approximate normal distribution of the ML estimates of the model parameters to obtain approximate non-normal distributions of the ML estimates of these measures and then confidence intervals of these measures. The method can be easily implemented and is presented via a medical example.

  • 63.
    Wegmann, Bertil
    Linköping University, Department of Computer and Information Science, Statistics. Linköping University, Faculty of Arts and Sciences.
    Bayesian comparison of private and common values in structural second-price auctions2015In: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 42, no 2, p. 380-397Article in journal (Refereed)
    Abstract [en]

    Private and common values (CVs) are the two main competing valuation models in auction theory and empirical work. In the framework of second-price auctions, we compare the empirical performance of the independent private value (IPV) model to the CV model on a number of different dimensions, both on real data from eBay coin auctions and on simulated data. Both models fit the eBay data well with a slight edge for the CV model. However, the differences between the fit of the models seem to depend to some extent on the complexity of the models. According to log predictive score the IPV model predicts auction prices slightly better in most auctions, while the more robust CV model is much better at predicting auction prices in more unusual auctions. In terms of posterior odds, the CV model is clearly more supported by the eBay data.

  • 64.
    Xavier, de Luna
    et al.
    Umeå University, Faculty of Social Sciences, Umeå School of Business and Economics (USBE), Statistics.
    Lundin, Mathias
    Umeå University, Faculty of Social Sciences, Umeå School of Business and Economics (USBE), Statistics.
    Sensitivity analysis of the unconfoundedness assumption with an application to an evaluation of college choice effects on earnings2014In: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 41, no 8, p. 1767-1784Article in journal (Refereed)
    Abstract [en]

    We evaluate the effects of college choice on earnings using Swedish register databases. This case study is used to motivate the introduction of a novel procedure to analyse the sensitivity of such an observational study to the assumption made that there are no unobserved confounders – variables affecting both college choice and earnings. This assumption is not testable without further information, and should be considered an approximation of reality. To perform a sensitivity analysis, we measure the departure from the unconfoundedness assumption with the correlation between college choice and earnings when conditioning on observed covariates. The use of a correlation as a measure of dependence allows us to propose a standardised procedure by advocating the use of a fixed value for the correlation, typically 1% or 5%, when checking the sensitivity of an evaluation study. A correlation coefficient is, moreover, intuitive to most empirical scientists, which makes the results of our sensitivity analysis easier to communicate than those of previously proposed methods. In our evaluation of the effects of college choice on earnings, the significantly positive effect obtained could not be questioned by a sensitivity analysis allowing for unobserved confounders inducing at most 5% correlation between college choice and earnings.

  • 65.
    Zeebari, Zangin
    Jönköping University, Jönköping International Business School, JIBS, Economics, Finance and Statistics.
    Developing ridge estimation method for median regression2012In: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 39, no 12, p. 2627-2638Article in journal (Refereed)
    Abstract [en]

    In this paper, the ridge estimation method is generalized to the median regression. Though the least absolute deviation (LAD) estimation method is robust in the presence of non-Gaussian or asymmetric error terms, it can still deteriorate into a severe multicollinearity problem when non-orthogonal explanatory variables are involved. The proposed method increases the efficiency of the LAD estimators by reducing the variance inflation and giving more room for the bias to get a smaller mean squared error of the LAD estimators. This paper includes an application of the new methodology and a simulation study as well.

12 51 - 65 of 65
CiteExportLink to result list
Permanent link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf