Details about Kristofer Månsson

Access statistics for papers by Kristofer Månsson.

Last updated 2018-07-16. Update your information in the RePEc Author Service.

Short-id: pmn13

Working Papers

2013

1. Testing for Panel Unit Roots under General Cross-Sectional Dependence
   Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies

2012

2. A New Asymmetric Interaction Ridge (AIR) Regression Method
   HUI Working Papers, HUI Research
3. Performance of Some Ridge Parameters for Probit Regression: with Application on Swedish Job Search Data
   HUI Working Papers, HUI Research
4. Testing for Panel Cointegration in an Error Correction Framework - with an Application to the Fisher Hypothesis
   HUI Working Papers, HUI Research
5. Testing for Panel Unit Roots in the Presence of Spatial Dependency
   HUI Working Papers, HUI Research
   See also Journal Article Testing for panel unit roots in the presence of spatial dependency, Applied Economics, Taylor & Francis Journals (2013) (2013)
6. Testing for Panel Unit Roots in the Presence of an Unknown Structural Break and Cross-Sectional Dependency
   HUI Working Papers, HUI Research

2011

7. A Ridge Regression estimator for the zero-inflated Poisson model
   Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies View citations (3)
8. New Liu Estimators for the Poisson Regression Model: Method and Application
   HUI Working Papers, HUI Research
9. On Liu Estimators for the Logit Regression Model
   Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies
   See also Journal Article On Liu estimators for the logit regression model, Economic Modelling, Elsevier (2012) View citations (11) (2012)

2010

10. A New Ridge Regression Causality Test in the Presence of Multicollinearity
    HUI Working Papers, HUI Research
11. A Poisson Ridge Regression Estimator
    HUI Working Papers, HUI Research
    See also Journal Article A Poisson ridge regression estimator, Economic Modelling, Elsevier (2011) View citations (8) (2011)
12. An Investigation of the Causal Relations between Exchange Rates and Interest Rate Differentials Using Wavelets
    Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies View citations (2)
    See also Journal Article An investigation of the causal relations between exchange rates and interest rate differentials using wavelets, International Review of Economics & Finance, Elsevier (2014) View citations (30) (2014)
13. The Relationship between Exchange Rates and Interest Rate Differentials: a Wavelet Approach
    Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies View citations (1)
    See also Journal Article The Relationship between Exchange Rates and Interest Rate Differentials: A Wavelet Approach, The World Economy, Wiley Blackwell (2012) View citations (20) (2012)

2009

14. Dynamics of Entry and Exit of Product Varieties – what evolution dynamics can account for the empirical regularities?
    Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies

Journal Articles

2018

1. On the Estimation of the CO 2 Emission, Economic Growth and Energy Consumption Nexus Using Dynamic OLS in the Presence of Multicollinearity
   Sustainability, 2018, 10, (5), 1-11 View citations (6)

2017

2. 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, 2017, 49, (21), 2096-2105 View citations (2)
3. Wavelet quantile analysis of asymmetric pricing on the Swedish power market
   Empirica, 2017, 44, (2), 249-260

2016

4. A restricted Liu estimator for binary regression models and its application to an applied demand system
   Journal of Applied Statistics, 2016, 43, (6), 1119-1127 View citations (2)

2015

5. Developing Interaction Shrinkage Parameters for the Liu Estimator — with an Application to the Electricity Retail Market
   Computational Economics, 2015, 46, (4), 539-550 View citations (1)
6. The efficiency of the Scandinavian banking sector - a wavelet quantile regression analysis
   Applied Economics, 2015, 47, (50), 5378-5389 View citations (4)

2014

7. An investigation of the causal relations between exchange rates and interest rate differentials using wavelets
   International Review of Economics & Finance, 2014, 29, (C), 321-329 View citations (30)
   See also Working Paper An Investigation of the Causal Relations between Exchange Rates and Interest Rate Differentials Using Wavelets, Working Paper Series in Economics and Institutions of Innovation (2010) View citations (2) (2010)
8. RIDGE ESTIMATORS FOR PROBIT REGRESSION: WITH AN APPLICATION TO LABOUR MARKET DATA
   Bulletin of Economic Research, 2014, 66, (S1), S92-S103
9. Testing for nonlinear panel unit roots under cross-sectional dependency — With an application to the PPP hypothesis
   Economic Modelling, 2014, 38, (C), 121-132 View citations (1)

2013

10. Asymmetric quantile analysis of the Swedish mortgage price discovery process
    Applied Economics, 2013, 45, (21), 3088-3101 View citations (1)
11. Testing for panel unit roots in the presence of spatial dependency
    Applied Economics, 2013, 45, (29), 4152-4159
    See also Working Paper Testing for Panel Unit Roots in the Presence of Spatial Dependency, HUI Working Papers (2012) (2012)

2012

12. On Liu estimators for the logit regression model
    Economic Modelling, 2012, 29, (4), 1483-1488 View citations (11)
    See also Working Paper On Liu Estimators for the Logit Regression Model, Working Paper Series in Economics and Institutions of Innovation (2011) (2011)
13. On ridge estimators for the negative binomial regression model
    Economic Modelling, 2012, 29, (2), 178-184 View citations (1)
14. Performance of Some Logistic Ridge Regression Estimators
    Computational Economics, 2012, 40, (4), 401-414 View citations (4)
15. The Relationship between Exchange Rates and Interest Rate Differentials: A Wavelet Approach
    The World Economy, 2012, 35, (9), 1162-1185 View citations (20)
    See also Working Paper The Relationship between Exchange Rates and Interest Rate Differentials: a Wavelet Approach, Working Paper Series in Economics and Institutions of Innovation (2010) View citations (1) (2010)

2011

16. A Poisson ridge regression estimator
    Economic Modelling, 2011, 28, (4), 1475-1481 View citations (8)
    See also Working Paper A Poisson Ridge Regression Estimator, HUI Working Papers (2010) (2010)

2010

17. The effect of spillover on the Johansen tests for cointegration: a Monte Carlo analysis
    International Journal of Computational Economics and Econometrics, 2010, 1, (3/4), 327-342