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Testing for nonlinear unit roots in the presence of a structural break with an application to the qualified PPP during the 1997 Asian financial crisis
Habimana, Olivier
;
Månsson, Kristofer
;
Sjölander, …
- In:
International Journal of Finance & Economics
23
(
2018
)
3
,
pp. 221-232
Persistent link: https://www.econbiz.de/10012082620
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2
Mixed data sampling regression : Parameter selection of smoothed least squares estimator
Toker, Selma
;
Özbay, Nimet
;
Månsson, Kristofer
- In:
Journal of Forecasting
41
(
2021
)
4
,
pp. 718-751
Persistent link: https://www.econbiz.de/10012632593
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3
Developing interaction shrinkage parameters for the liu estimator : with an application to the electricity retail market
Shukur, Ghazi
;
Månsson, Kristofer
;
Sjölander, Pär
- In:
Computational economics
46
(
2015
)
4
,
pp. 539-550
Persistent link: https://www.econbiz.de/10011478513
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4
Unveiling the time-dependent dynamics between oil prices and exchange rates : a wavelet-based panel analysis
Karlsson, Hyunjoo Kim
;
Månsson, Kristofer
;
Sjölander, Pär
- In:
The energy journal
41
(
2020
)
6
,
pp. 87-106
Persistent link: https://www.econbiz.de/10012547025
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5
Testing for panel cointegration in high dimensional data in the presence of cross-sectional dependency
Mansoor, Rashid
;
Månsson, Kristofer
;
Sjölander, Pär
- In:
International journal of computational economics and …
11
(
2021
)
4
,
pp. 406-418
Persistent link: https://www.econbiz.de/10012655457
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6
Mixed data sampling regression : parameter selection of smoothed least squares estimator
Toker, Selma
;
Özbay, Nimet
;
Månsson, Kristofer
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 718-751
Persistent link: https://www.econbiz.de/10013287847
Saved in:
7
A wavelet-based variance ratio unit root test for a system of equations
Ali, Abdul Aziz
;
Månsson, Kristofer
;
Shukur, Ghazi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012289399
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8
Market concentration and market power of the Swedish mortgage Sector : a wavelet panel efficiency analysis
Månsson, Kristofer
;
Sjölander, Pär
;
Shukur, Ghazi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
4
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011965322
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9
Investigation of the nonlinear behaviour in real exchange rates in developing regions
Karlsson, Hyunjoo Kim
;
Månsson, Kristofer
;
Sjölander, Pär
- In:
Applied economics letters
25
(
2018
)
5
,
pp. 335-339
Persistent link: https://www.econbiz.de/10011854514
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10
Wavelet quantile analysis of asymmetric pricing on the Swedish power market
Karlsson, Hyunjoo Kim
;
Karlsson, Peter
;
Månsson, Kristofer
- In:
Empirica : journal of european economics
44
(
2017
)
2
,
pp. 249-260
Persistent link: https://www.econbiz.de/10011782895
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