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Details about Ghazi Shukur

This author is deceased (2018-06-08).

Access statistics for papers by Ghazi Shukur.

Last updated 2020-04-22. Update your information in the RePEc Author Service.

Short-id: psh561


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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 Downloads

2012

  1. A New Asymmetric Interaction Ridge (AIR) Regression Method
    HUI Working Papers, HUI Research Downloads
  2. Multilevel Mixture with Known Mixing Proportions: Applications to School and Individual Level Overweight and Obesity Data from Birmingham, England
    HUI Working Papers, HUI Research Downloads
  3. On the Least Absolute Deviations Method for Ridge Estimation of SURE Models
    HUI Working Papers, HUI Research Downloads
  4. Performance of Some Ridge Parameters for Probit Regression: with Application on Swedish Job Search Data
    HUI Working Papers, HUI Research Downloads
  5. Testing for Panel Cointegration in an Error Correction Framework - with an Application to the Fisher Hypothesis
    HUI Working Papers, HUI Research Downloads
  6. Testing for Panel Unit Roots in the Presence of Spatial Dependency
    HUI Working Papers, HUI Research Downloads
    See also Journal Article in Applied Economics (2013)
  7. Testing for Panel Unit Roots in the Presence of an Unknown Structural Break and Cross-Sectional Dependency
    HUI Working Papers, HUI Research Downloads

2011

  1. 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 Downloads View citations (1)
  2. 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 Downloads
    See also Journal Article in The Annals of Regional Science (2013)
  3. 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 Downloads
  4. New Liu Estimators for the Poisson Regression Model: Method and Application
    HUI Working Papers, HUI Research Downloads
  5. 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 Downloads
    See also Journal Article in Economic Modelling (2012)

2010

  1. A New Ridge Regression Causality Test in the Presence of Multicollinearity
    HUI Working Papers, HUI Research Downloads
  2. A Poisson Ridge Regression Estimator
    HUI Working Papers, HUI Research Downloads
    See also Journal Article in Economic Modelling (2011)
  3. 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 Downloads View citations (4)
  4. Modified Ridge Parameters for Seemingly Unrelated Regression Model
    HUI Working Papers, HUI Research Downloads
  5. 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 Downloads View citations (17)

2009

  1. 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 Downloads
  2. 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 Downloads
    Also in CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics (2009) Downloads
  3. 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 Downloads
  4. On Developing Ridge Regression Parameters: A Graphical investigation
    HUI Working Papers, HUI Research Downloads
  5. 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 Downloads
    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) Downloads
  6. 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 Downloads
    See also Journal Article in Applied Economics (2012)
  7. 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 Downloads

2008

  1. 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 Downloads

2007

  1. 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 Downloads View citations (5)
  2. 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 Downloads View citations (2)

2006

  1. 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 Downloads
  2. Clustering Using Wavelet Transformation
    CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics Downloads

Journal Articles

2019

  1. Performances of Model Selection Criteria When Variables are Ill Conditioned
    Computational Economics, 2019, 54, (1), 77-98 Downloads

2018

  1. Market concentration and market power of the Swedish mortgage Sector – a wavelet panel efficiency analysis
    Studies in Nonlinear Dynamics & Econometrics, 2018, 22, (4), 16 Downloads
  2. 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), 1-1 Downloads
  3. The Causal Nexus between Oil Prices, Interest Rates, and Unemployment in Norway Using Wavelet Methods
    Sustainability, 2018, 10, (8), 1-1 Downloads View citations (4)

2017

  1. 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 Downloads

2016

  1. 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 Downloads

2015

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

2014

  1. RIDGE ESTIMATORS FOR PROBIT REGRESSION: WITH AN APPLICATION TO LABOUR MARKET DATA
    Bulletin of Economic Research, 2014, 66, (S1), S92-S103 Downloads

2013

  1. Asymmetric quantile analysis of the Swedish mortgage price discovery process
    Applied Economics, 2013, 45, (21), 3088-3101 Downloads View citations (1)
  2. Ethnic origin, local labour markets and self-employment in Sweden: a multilevel approach
    The Annals of Regional Science, 2013, 50, (3), 885-910 Downloads View citations (4)
    See also Working Paper (2011)
  3. Some ridge regression estimators for the zero-inflated Poisson model
    Journal of Applied Statistics, 2013, 40, (4), 721-735 Downloads View citations (1)
  4. Testing for Unit Roots in Panel Data Using a Wavelet Ratio Method
    Computational Economics, 2013, 41, (1), 59-69 Downloads View citations (3)
  5. Testing for panel unit roots in the presence of spatial dependency
    Applied Economics, 2013, 45, (29), 4152-4159 Downloads
    See also Working Paper (2012)

2012

  1. Median regression for SUR models with the same explanatory variables in each equation
    Journal of Applied Statistics, 2012, 39, (8), 1765-1779 Downloads
  2. On Liu estimators for the logit regression model
    Economic Modelling, 2012, 29, (4), 1483-1488 Downloads View citations (7)
    See also Working Paper (2011)
  3. Performance of Some Logistic Ridge Regression Estimators
    Computational Economics, 2012, 40, (4), 401-414 Downloads View citations (4)
  4. The demand of part-time in European companies: a multilevel modelling approach
    Applied Economics, 2012, 44, (8), 1057-1066 Downloads View citations (2)
    See also Working Paper (2009)

2011

  1. A Poisson ridge regression estimator
    Economic Modelling, 2011, 28, (4), 1475-1481 Downloads View citations (3)
    See also Working Paper (2010)
  2. On the median regression for SURE models with applications to 3-generation immigrants data in Sweden
    Economic Modelling, 2011, 28, (6), 2566-2578 Downloads View citations (3)

2010

  1. Immigrant-native earnings differentials: SUR estimation applied on three generations
    The Annals of Regional Science, 2010, 45, (3), 705-720 Downloads View citations (5)
  2. The effect of spillover on the Granger causality test
    Journal of Applied Statistics, 2010, 37, (9), 1473-1486 Downloads View citations (7)
  3. 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 Downloads

2009

  1. Coach Succession and Team Performance: The Impact of Ability and Timing -- Swedish Ice Hockey Data
    Journal of Quantitative Analysis in Sports, 2009, 5, (1), 1-20 Downloads
  2. Testing the home-country self-employment hypothesis on immigrants in Sweden
    Applied Economics Letters, 2009, 16, (7), 745-748 Downloads View citations (17)

2008

  1. Bootstrap methods for autocorrelation test with uncorrelated but not independent errors
    Economic Modelling, 2008, 25, (5), 1040-1050 Downloads View citations (1)
  2. Testing for climate warming in Sweden during 1850-1999, using wavelets analysis
    Journal of Applied Statistics, 2008, 35, (4), 431-443 Downloads View citations (2)
  3. The effect of fat-tailed error terms on the properties of systemwise RESET test
    Journal of Applied Statistics, 2008, 35, (1), 101-113 Downloads View citations (2)

2007

  1. Immigrants' relative earnings in Sweden – a quantile regression approach
    International Journal of Manpower, 2007, 28, (6), 456-473 Downloads View citations (2)
  2. The Robustness of the RESET Test to Non-Normal Error Terms
    Computational Economics, 2007, 30, (4), 393-408 Downloads View citations (3)

2006

  1. Immigrants' Relative Earnings in Sweden — A Cohort Analysis
    LABOUR, 2006, 20, (2), 285-323 Downloads View citations (16)

2005

  1. Bayesian analysis of a linear mixed model with AR(p) errors via MCMC
    Journal of Applied Statistics, 2005, 32, (7), 741-755 Downloads
  2. 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 Downloads View citations (2)
  3. The effect of the GARCH(1, 1) on autocorrelation tests in dynamic systems of equations
    Applied Economics, 2005, 37, (16), 1907-1913 Downloads View citations (1)

2003

  1. 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 Downloads View citations (24)
  2. Testing for autocorrelation in non-stationary dynamic systems of equations
    Journal of Applied Statistics, 2003, 30, (4), 441-454 Downloads

2002

  1. A simple method for detecting fractional cointegration relation: an application to Finnish data
    Applied Economics, 2002, 34, (5), 607-615 Downloads
  2. Dynamic specification and misspecification in systems of demand equations: a testing strategy for model selection
    Applied Economics, 2002, 34, (6), 709-725 Downloads View citations (9)
  3. Multivariate-based causality tests of twin deficits in the US
    Journal of Applied Statistics, 2002, 29, (6), 817-824 Downloads View citations (22)

2000

  1. A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems
    Journal of Applied Statistics, 2000, 27, (8), 1021-1031 Downloads View citations (61)

1999

  1. Testing autocorrelation in a system perspective testing autocorrelation
    Econometric Reviews, 1999, 18, (4), 343-386 Downloads View citations (35)
  2. The causal nexus of government spending and revenue in Finland: a bootstrap approach
    Applied Economics Letters, 1999, 6, (10), 641-644 Downloads View citations (11)

1998

  1. 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 (61)

1996

  1. Some questions concerning dynamic almost ideal demand systems
    Applied Economics Letters, 1996, 3, (11), 693-695 Downloads View citations (1)
 
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