Zobrazeno 1 - 10
of 88
pro vyhledávání: '"Ghazi Shukur"'
Publikováno v:
Journal of Modern Applied Statistical Methods. 18:2-11
A new Liu type of estimator for the seemingly unrelated regression (SUR) models is proposed that may be used when estimating the parameters vector in the presence of multicollinearity if the it is suspected to belong to a linear subspace. The dispers
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d18f7c4fdcb6c2bf9091a624afd10b46
https://doi.org/10.22237/jmasm/1556669340
https://doi.org/10.22237/jmasm/1556669340
Publikováno v:
Communications in Statistics: Case Studies, Data Analysis and Applications. 5:432-453
The multiple time series and ridge regression techniques are proposed for modeling and analyzing a scaled real life (or a simulated) data as a SUR model with VAR(p) disturbances. The regression coe...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0b5367e2ac685662d271af157491b472
https://doi.org/10.1080/23737484.2019.1675558
https://doi.org/10.1080/23737484.2019.1675558
Publikováno v:
Communications in Statistics - Theory and Methods. 47:2795-2804
This paper considers several estimators for estimating the ridge parameter for multinomial logit model based on the work of Khalaf and Shukur (2005), Alkhamisi, Khalaf and Shukur (2006) and Muniz ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e1b64914db42f7466f08d97aab66f93a
https://doi.org/10.1080/03610926.2013.784996
https://doi.org/10.1080/03610926.2013.784996
Publikováno v:
Communications in Statistics - Theory and Methods. 47:5029-5053
Generalized least squares estimation of a system of seemingly unrelated regressions is usually a two-stage method: (1) estimation of cross-equation covariance matrix from ordinary least squares res ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3e7fa9c4c7db1c1bfe4ada2d4349610b
https://doi.org/10.1080/03610926.2017.1383431
https://doi.org/10.1080/03610926.2017.1383431
Publikováno v:
Communications in Statistics: Case Studies, Data Analysis and Applications. 3:55-61
This paper suggests some Liu type shrinkage estimators for the dynamic ordinary least squares (DOLS) estimator that may be used to combat the multicollinearity problem. DOLS is an estimator suggest ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1e5f7b75d307d5f279f370b3db769bcb
https://doi.org/10.1080/23737484.2018.1424589
https://doi.org/10.1080/23737484.2018.1424589
Publikováno v:
Studies in Nonlinear Dynamics & Econometrics. 24
In this paper, we suggest a unit root test for a system of equations using a spectral variance decomposition method based on the Maximal Overlap Discrete Wavelet Transform. We obtain the limiting distribution of the test statistic and study its small
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::acbb1a57b80e2ae50ffa6a3afb9f89e6
https://doi.org/10.1515/snde-2018-0005
https://doi.org/10.1515/snde-2018-0005
Publikováno v:
Communications in Statistics - Simulation and Computation. 46:1661-1668
In this article, two new powerful tests for cointegration are proposed. The general idea is based on an intuitively appealing extension of the traditional, rather restrictive cointegration concept. ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f55fbdbf3dd5b800fdd7fedd0537ed9c
https://doi.org/10.1080/03610918.2014.999087
https://doi.org/10.1080/03610918.2014.999087
Publikováno v:
Applied Economics. 49:2096-2105
This article introduces two different non-parametric wavelet-based panel unit-root tests in the presence of unknown structural breaks and cross-sectional dependencies in the data. These tests are compared with a previously suggested non-parametric wa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f880abf89102e08085d760551fb4f4c2
https://doi.org/10.1080/00036846.2016.1231908
https://doi.org/10.1080/00036846.2016.1231908
Publikováno v:
Communications in Statistics - Simulation and Computation. 45:1785-1801
In this paper we generalize four tests of multivariate linear hypothesis to panel data unit root testing. The test statistics are invariant to certain linear transformations of data and therefore simulated critical values may conveniently be used. It
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6b4fbf041680ef2f14cf1234d197f57f
https://doi.org/10.1080/03610918.2013.879178
https://doi.org/10.1080/03610918.2013.879178
Publikováno v:
Sustainability
Volume 10
Issue 8
Sustainability, Vol 10, Iss 8, p 2792 (2018)
Volume 10
Issue 8
Sustainability, Vol 10, Iss 8, p 2792 (2018)
This paper applies wavelet multi-resolution analysis (MRA), combined with two types of causality tests, to investigate causal relationships between three variables: real oil price, real interest rate, and unemployment in Norway. Impulse response func
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::2da25f9d5f6c0f16878b513d0c8d5337