| 1. |
- A. Alkhamisi, Mahdi, et al.
(författare)
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A Monte Carlo Study of Recent Ridge Parameters
- 2007
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Ingår i: Communications in statistics. Simulation and computation. - 0361-0918 .- 1532-4141. ; 36:3, s. 535-547
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Tidskriftsartikel (refereegranskat)
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| 2. |
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| 3. |
- Aldén, Lina, 1979-, et al.
(författare)
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Etnic origin, local labour markets and self-employment in Sweden : A multilevel approach
- 2013
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Ingår i: The annals of regional science. - : Springer Science and Business Media LLC. - 0570-1864 .- 1432-0592. ; 50:3, s. 885-910
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Tidskriftsartikel (refereegranskat)abstract
- We investigate the importance of ethnic origin and local labour markets conditions for self-employment propensities in Sweden. In line with previous research, we find differences in the self-employment rate between different immigrant groups as well as between different immigrant cohorts. We use a multilevel regression approach in order to quantify the role of ethnic background, point of time for immigration and local market conditions in order to further understand differences in self-employment rates between different ethnic groups. We arrive at the following: The self-employment decision is to a major extent guided by factors unobservable in register data. Such factors might be, that is, individual entrepreneurial ability and access to financial capital. The individual’s ethnic background and point of time for immigration play a smaller role for the self-employment decision but are more important than local labour market conditions.
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| 4. |
- Ali, Abdul Aziz, 1966-, et al.
(författare)
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A wavelet-based variance ratio unit root test for a system of equations
- 2020
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Ingår i: Studies in Nonlinear Dynamics and Econometrics. - : Walter de Gruyter. - 1081-1826 .- 1558-3708. ; 24:3, s. 1-16
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Tidskriftsartikel (refereegranskat)abstract
- 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 sample properties using Monte Carlo simulations. We find that, for multiple time series of small lengths, the wavelet-based method is robust to size distortions in the presence of cross-sectional dependence. The wavelet-based test is also more powerful than the Cross-sectionally Augmented Im et al. unit root test (Pesaran, M. H. 2007. "A Simple Panel Unit Root Test in the Presence of Cross-section Dependence." Journal of Applied Econometrics 22 (2): 265-312.) for time series with between 20 and 100 observations, using systems of 5 and 10 equations. We demonstrate the usefulness of the test through an application on evaluating the Purchasing Power Parity theory for the Group of 7 countries and find support for the theory, whereas the test by Pesaran (Pesaran, M. H. 2007. "A Simple Panel Unit Root Test in the Presence of Cross-section Dependence." Journal of Applied Econometrics 22 (2): 265-312.) finds no such support. © 2019 Walter de Gruyter GmbH, Berlin/Boston.
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| 5. |
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| 6. |
- Alkhamisi, Mahdi A., et al.
(författare)
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Developing Ridge Parameters for SUR Model
- 2008
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Ingår i: Communication in Statistics, Theory and Methods. - 0361-0926 .- 1532-415X. ; 37:4, s. 544-564
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Tidskriftsartikel (populärvet., debatt m.m.)
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| 7. |
- Almasri, Abdullah, 1965-, et al.
(författare)
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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
- 2017
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Ingår i: Applied Economics. - : Taylor & Francis. - 0003-6846 .- 1466-4283. ; 49:21, s. 2096-2105
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Tidskriftsartikel (refereegranskat)abstract
- 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 wavelet test, the parameteric Im-Pesaran and Shin (IPS) test and a Wald type of test. The results from the Monte Carlo simulations clearly show that the new wavelet-ratio tests are superior to the traditional tests both in terms of size and power in panel unit-root tests because of its robustness to cross-section dependency and structural breaks. Based on an empirical Central American panel application, we can, in contrast to previous research (where bias due to structural breaks is simply disregarded), find strong, clear-cut support for purchasing power parity (PPP) in this developing region.
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| 8. |
- Almasri, Abdullah, et al.
(författare)
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Clustering Using Wavelet Transformation
- 2008
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Ingår i: Handbook of Research on Cluster Theory. - Cheltenham : Edward Elgar. - 9781845425166
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Bokkapitel (refereegranskat)
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| 9. |
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| 10. |
- Anxo, Dominique, 1953-, et al.
(författare)
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The demand of part-time in European companies : a multilevel modelling approach
- 2012
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Ingår i: Applied Economics. - : Taylor & Francis. - 0003-6846 .- 1466-4283. ; 44:8, s. 1057-1066
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Tidskriftsartikel (refereegranskat)abstract
- Part-time work is one of the most well-known « atypical » working time arrangements. In contrast to previous studies focusing on the supply side, the originality of our research is to investigate the demand-side of part-time work and to examine how and why companies use part-time work. Based on a large and unique sample of European firms operating in 21 member states, we use a multilevel multinomial modeling in a Bayesian environment. Our results suggest that the variations in the extent of part-time workers at the establishment level is determined more by country-specific features than by industry specific factors.
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