Details about Ghazi Shukur
This author is deceased (2018-06-08). Access statistics for papers by Ghazi Shukur.
Last updated 2023-03-10. Update your information in the RePEc Author Service.
Short-id: psh561
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Working Papers
2013
- 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
- A New Asymmetric Interaction Ridge (AIR) Regression Method
HUI Working Papers, HUI Research
- Multilevel Mixture with Known Mixing Proportions: Applications to School and Individual Level Overweight and Obesity Data from Birmingham, England
HUI Working Papers, HUI Research
- On the Least Absolute Deviations Method for Ridge Estimation of SURE Models
HUI Working Papers, HUI Research 
See also Journal Article On The Least Absolute Deviations Method for Ridge Estimation of Sure Models, Communications in Statistics - Theory and Methods, Taylor & Francis Journals (2023) (2023)
- Performance of Some Ridge Parameters for Probit Regression: with Application on Swedish Job Search Data
HUI Working Papers, HUI Research
- Testing for Panel Cointegration in an Error Correction Framework - with an Application to the Fisher Hypothesis
HUI Working Papers, HUI Research
- 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)
- Testing for Panel Unit Roots in the Presence of an Unknown Structural Break and Cross-Sectional Dependency
HUI Working Papers, HUI Research
2011
- 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)
- Ethnic origin, local labour markets and self-employment in Sweden: A Multilevel Approach
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 Ethnic origin, local labour markets and self-employment in Sweden: a multilevel approach, The Annals of Regional Science, Springer (2013) View citations (9) (2013)
- Median Regression for SUR Models with the Same Explanatory Varia
Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies
- New Liu Estimators for the Poisson Regression Model: Method and Application
HUI Working Papers, HUI Research
- 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 (10) (2012)
2010
- A New Ridge Regression Causality Test in the Presence of Multicollinearity
HUI Working Papers, HUI Research
- 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)
- Linear and Non-linear Causality Test in a LSTAR model - wavelet decomposition in a non-linear environment
Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies View citations (4)
- Modified Ridge Parameters for Seemingly Unrelated Regression Model
HUI Working Papers, HUI Research
- Remittances and Investment
Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies View citations (27)
2009
- Developing Median Regression for SURE Models - with Application to 3-Generation Immigrants’ data in Sweden
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)
- Estimating the Swedish and Norwegian International Tourism Demand using ISUR Technique
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)
Also in CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics (2009) View citations (2)
- Macroeconomic Factors and Swedish Small and Medium-Sized Manufacturing Firm Failure
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)
- On Developing Ridge Regression Parameters: A Graphical investigation
HUI Working Papers, HUI Research
- Testing for Unit Root against LSTAR Model: Wavelet Improvement under GARCH Distortion
CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics 
Also in Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies (2009)
- The Demand of Part-time in European Companies: A Multilevel Modeling Approach
CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics 
See also Journal Article The demand of part-time in European companies: a multilevel modelling approach, Applied Economics, Taylor & Francis Journals (2012) View citations (2) (2012)
- Wavelet Improvement of the Over-rejection of Unit root test under GARCH errors
CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics
2008
- Performance Evaluation Based on the Robust Mahalanobis Distance and Multilevel Modelling Using Two New Strategies
Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies
2007
- Developing Ridge Parameters for SUR Models
Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies View citations (5)
- SUR estimation of earnings differentials between three generations of immigrants and natives
CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics View citations (2)
2006
- A Monte Carlo Study of Recent Ridge Parameters
CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics
- Clustering Using Wavelet Transformation
CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics
Journal Articles
2023
- On The Least Absolute Deviations Method for Ridge Estimation of Sure Models
Communications in Statistics - Theory and Methods, 2023, 52, (14), 4773-4791 
See also Working Paper On the Least Absolute Deviations Method for Ridge Estimation of SURE Models, HUI Working Papers (2012) (2012)
2020
- A wavelet-based variance ratio unit root test for a system of equations
Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (3), 16 
Also in Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (3), 16 (2020)
2019
- Performances of Model Selection Criteria When Variables are Ill Conditioned
Computational Economics, 2019, 54, (1), 77-98
2018
- Market concentration and market power of the Swedish mortgage Sector – a wavelet panel efficiency analysis
Studies in Nonlinear Dynamics & Econometrics, 2018, 22, (4), 16
- 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 (5)
- Performance of some ridge regression estimators for the multinomial logit model
Communications in Statistics - Theory and Methods, 2018, 47, (12), 2795-2804
- Seemingly unrelated regressions with covariance matrix of cross-equation ridge regression residuals
Communications in Statistics - Theory and Methods, 2018, 47, (20), 5029-5053 View citations (1)
- The Causal Nexus between Oil Prices, Interest Rates, and Unemployment in Norway Using Wavelet Methods
Sustainability, 2018, 10, (8), 1-15 View citations (13)
2017
- 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 (1)
2016
- 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
- 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)
- Performance of Some Weighted Liu Estimators for Logit Regression Model: An Application to Swedish Accident Data
Communications in Statistics - Theory and Methods, 2015, 44, (2), 363-375 View citations (1)
- The efficiency of the Scandinavian banking sector - a wavelet quantile regression analysis
Applied Economics, 2015, 47, (50), 5378-5389 View citations (4)
2014
- RIDGE ESTIMATORS FOR PROBIT REGRESSION: WITH AN APPLICATION TO LABOUR MARKET DATA
Bulletin of Economic Research, 2014, 66, (S1), S92-S103
2013
- Asymmetric quantile analysis of the Swedish mortgage price discovery process
Applied Economics, 2013, 45, (21), 3088-3101 View citations (1)
- Congenial Multiple Imputation and Matched Pairs Models for Square Tables: An Example of patients¡¯ self-management
Journal of Business Administration Research, 2013, 2, (1), 1-8
- Ethnic origin, local labour markets and self-employment in Sweden: a multilevel approach
The Annals of Regional Science, 2013, 50, (3), 885-910 View citations (9)
See also Working Paper Ethnic origin, local labour markets and self-employment in Sweden: A Multilevel Approach, Working Paper Series in Economics and Institutions of Innovation (2011) (2011)
- Some ridge regression estimators for the zero-inflated Poisson model
Journal of Applied Statistics, 2013, 40, (4), 721-735 View citations (3)
- Testing for Unit Roots in Panel Data Using a Wavelet Ratio Method
Computational Economics, 2013, 41, (1), 59-69 View citations (4)
- 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
- Median regression for SUR models with the same explanatory variables in each equation
Journal of Applied Statistics, 2012, 39, (8), 1765-1779
- On Liu estimators for the logit regression model
Economic Modelling, 2012, 29, (4), 1483-1488 View citations (10)
See also Working Paper On Liu Estimators for the Logit Regression Model, Working Paper Series in Economics and Institutions of Innovation (2011) (2011)
- Performance of Some Logistic Ridge Regression Estimators
Computational Economics, 2012, 40, (4), 401-414 View citations (4)
- The demand of part-time in European companies: a multilevel modelling approach
Applied Economics, 2012, 44, (8), 1057-1066 View citations (2)
See also Working Paper The Demand of Part-time in European Companies: A Multilevel Modeling Approach, CAFO Working Papers (2009) (2009)
2011
- 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)
- On the median regression for SURE models with applications to 3-generation immigrants data in Sweden
Economic Modelling, 2011, 28, (6), 2566-2578 View citations (3)
2010
- Immigrant-native earnings differentials: SUR estimation applied on three generations
The Annals of Regional Science, 2010, 45, (3), 705-720 View citations (11)
- The effect of spillover on the Granger causality test
Journal of Applied Statistics, 2010, 37, (9), 1473-1486 View citations (10)
- 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
2009
- Coach Succession and Team Performance: The Impact of Ability and Timing -- Swedish Ice Hockey Data
Journal of Quantitative Analysis in Sports, 2009, 5, (1), 20
- Testing the home-country self-employment hypothesis on immigrants in Sweden
Applied Economics Letters, 2009, 16, (7), 745-748 View citations (20)
2008
- Bootstrap methods for autocorrelation test with uncorrelated but not independent errors
Economic Modelling, 2008, 25, (5), 1040-1050 View citations (1)
- Testing for climate warming in Sweden during 1850-1999, using wavelets analysis
Journal of Applied Statistics, 2008, 35, (4), 431-443 View citations (2)
- The effect of fat-tailed error terms on the properties of systemwise RESET test
Journal of Applied Statistics, 2008, 35, (1), 101-113 View citations (2)
2007
- Immigrants' relative earnings in Sweden – a quantile regression approach
International Journal of Manpower, 2007, 28, (6), 456-473 View citations (2)
- The Robustness of the RESET Test to Non-Normal Error Terms
Computational Economics, 2007, 30, (4), 393-408 View citations (3)
2006
- Immigrants' Relative Earnings in Sweden — A Cohort Analysis
LABOUR, 2006, 20, (2), 285-323 View citations (18)
2005
- Bayesian analysis of a linear mixed model with AR(p) errors via MCMC
Journal of Applied Statistics, 2005, 32, (7), 741-755
- Estimation and forecasting hospital admissions due to Influenza: Planning for winter pressure. The case of the West Midlands, UK
Journal of Applied Statistics, 2005, 32, (3), 191-205 View citations (3)
- The effect of the GARCH(1, 1) on autocorrelation tests in dynamic systems of equations
Applied Economics, 2005, 37, (16), 1907-1913 View citations (1)
2004
- Testing for Granger causality between industrial output and CPI in the presence of regime shift
Journal of Economic Studies, 2004, 31, (6), 492-499 View citations (1)
2003
- An illustration of the causality relation between government spending and revenue using wavelet analysis on Finnish data
Journal of Applied Statistics, 2003, 30, (5), 571-584 View citations (25)
- Testing for autocorrelation in non-stationary dynamic systems of equations
Journal of Applied Statistics, 2003, 30, (4), 441-454
2002
- A simple method for detecting fractional cointegration relation: an application to Finnish data
Applied Economics, 2002, 34, (5), 607-615 View citations (1)
- Dynamic specification and misspecification in systems of demand equations: a testing strategy for model selection
Applied Economics, 2002, 34, (6), 709-725 View citations (14)
- Multivariate-based causality tests of twin deficits in the US
Journal of Applied Statistics, 2002, 29, (6), 817-824 View citations (27)
2000
- A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems
Journal of Applied Statistics, 2000, 27, (8), 1021-1031 View citations (124)
1999
- Testing autocorrelation in a system perspective testing autocorrelation
Econometric Reviews, 1999, 18, (4), 343-386 View citations (49)
- The causal nexus of government spending and revenue in Finland: a bootstrap approach
Applied Economics Letters, 1999, 6, (10), 641-644 View citations (12)
1998
- Size and Power of the Error Correction Model Cointegration Test. A Bootstrap Approach
Oxford Bulletin of Economics and Statistics, 1998, 60, (2), 249-55 View citations (70)
Also in Oxford Bulletin of Economics and Statistics, 1998, 60, (2), 249-255 (1998) View citations (62)
1996
- Some questions concerning dynamic almost ideal demand systems
Applied Economics Letters, 1996, 3, (11), 693-695 View citations (1)
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