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Testing for Panel Unit Roots in the Presence of Spatial Dependency

Månsson, Kristofer; Shukur, Ghazi; Sjölander, Pär - Handelns Utredningsinstitut (HUI Research) - 2012

In this the size and power properties of the common factor Im, Pesaran and Shin (CIPS), Wald (W), likelihood ratio (LR) and Lagrange multiplier (LM) tests are investigated when the error term follows a spatial error model. The results from the Monte Carlo simulations used in this study, firstly...

Persistent link: https://www.econbiz.de/10010585719

Modified Ridge Parameters for Seemingly Unrelated Regression Model

Zeebari, Zangin; Shukur, Ghazi; Kibria, B. M. Golam - Handelns Utredningsinstitut (HUI Research) - 2010

this extended study are the also compared with those founded by AS. A simulation study has been conducted to compare the …

Persistent link: https://www.econbiz.de/10009225861

On Developing Ridge Regression Parameters: A Graphical investigation

Muniz, Gisela; Kibria, B. M. Golam; Shukur, Ghazi - Handelns Utredningsinstitut (HUI Research) - 2009

figures and tables. Based on the simulation study, we found that increasing the number of correlated variable, the variance of …

Persistent link: https://www.econbiz.de/10009150727

A Poisson Ridge Regression Estimator

Månsson, Kristofer; Shukur, Ghazi - Handelns Utredningsinstitut (HUI Research) - 2010

calculate the mean squared error (MSE) using Monte Carlo simulations. The result from the simulation study shows that the PRR …

Persistent link: https://www.econbiz.de/10009150729

New Liu Estimators for the Poisson Regression Model: Method and Application

Månsson, Kristofer; Kibria, B. M. Golam; Sjölander, Pär - Handelns Utredningsinstitut (HUI Research) - 2011

value some methods of how the shrinkage parameter should be estimated are suggested. Using Monte Carlo simulation where the …

Persistent link: https://www.econbiz.de/10009225860