Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Håkan Locking"'
Publikováno v:
Bulletin of Economic Research. 66:S92-S103
In this paper we propose ridge regression estimators for probit models since the commonly applied maximum likelihood (ML) method is sensitive to multicollinearity. An extensive Monte Carlo study is conducted where the performance of the ML method and
Publikováno v:
Communications in Statistics - Simulation and Computation. 42:698-710
In ridge regression the estimation of the ridge parameter is an important issue. This paper generalizes some methods for estimating the ridge parameter for probit ridge regression (PRR) model based ...
Publikováno v:
Journal of Applied Statistics. 35:431-443
This paper describes an alternative approach for testing for the existence of trend among time series. The test method has been constructed using wavelet analysis which has the ability of decomposi ...
Autor:
Douglas A. Hibbs, Håkan Locking
Publikováno v:
Journal of Labor Economics. 18(4):755-82
The effects of wage dispersion on productive efficiency is a topic rich in theoretical conjecture, a common object of Scandinavian polemical debate and at the same time an issue almost barren of systematic econometric evidence. The Swedish record of
Autor:
Håkan Locking, Douglas A. Hibbs
Publikováno v:
Labour Economics. 3:109-141
In this paper we derive a model for the joint endogeneity of centrally contracted wages and wage drift in which central union attempts to reduce wage dispersion plays a pivotal role. Empirical results demonstrate that union efforts to level wage diff
Autor:
Douglas A. Hibbs, Jr., Håkan Locking
Publikováno v:
Nordic Journal of Political Economy. 22:95-108
Publikováno v:
2010 International Conference on Financial Theory and Engineering.
In this paper we outline a framework for forecasting using maximal overlap discrete wavelet transform (MODWT) based multiresoulution analysis (MRA). This framework has been applied for forecasting the tourism arrival series from Denmark to Norway. We