Ghazi Shukur

Title: Professor of Statistics    
Telephone: +46 (0)36 101 763
E-mail: ghazi.shukur@ihh.hj.se

Research areas:

Statistics, econometrics, diagnostic tests, model building and robust estimation.


Ghazi Shukur CV

Press photo



Research description

Ghazi Shukur is a professor of statistics and econometrics, and his primary field of research deals with the study and development of statistical methodology for diagnostic testing. This testing will assist in the evaluation and building of models. The research includes time series, micro-econometrics and panel data econometrics. Shukur has published numerous articles - both theoretical and applied - which can be used to develop strategies for selecting appropriate models in his particular research area. This will help to avoid inadequate models, misleading results and incorrect conclusions. He contributed in establishing the Swedish Network for Graduate and Postgraduate Education (Grapes).
 

Publications in scientific journals*

Khalaf, Ghadban, Månsson, Kristoffer and Shukur, Ghazi (2013). Performance of Some Modified Ridge Regression Estimators. Communications in Statistics – Theory and Methods, forthcoming.

Khalaf, Ghadban, Månsson, Kristofer, Sjölander, Pär and Shukur, Ghazi (2013). A Tobit Ridge Regression Estimator. Communications in Statistics – Theory and Methods, forthcoming.

Månsson, Kristofer, Shukur, Ghazi and Sjölander, Pär (2013). A New Ridge Regression Causality Test in the Presence of Multicollinearity. Communications in Statistics – Theory and Methods, forthcoming.

Månsson, Kristofer, Sjölander, Pär and Shukur, Ghazi (2013). A New Asymmetric Interaction Ridge (AIR) Regression Method. Communications in Statistics – Theory and Methods, forthcoming.

Månsson, Kristofer, Shukur, Ghazi and Kibria, B. M. Golam (2013). On Liu Estimators for the Logit Regression Model. Economic Modelling, forthcoming.

Muniz, Gisela, Kibria, B. M. Golam, Månsson, Kristofer and Shukur, Ghazi (2013). On Developing Ridge Regression Parameters: A Graphical investigation. SORT – Statistics and Operations Research Transactions, forthcoming.

Kibria, B. M. Golam, Månsson, Kristofer and Shukur, Ghazi (2012). Performance of Some Logistic Ridge Regression Estimators. Computational Economics, 40(4):401-14.

Li, Yushu and Shukur Ghazi (2012). Testing for Unit Roots in Panel Data Using a Wavelet Ratio Method. Computational Economics, 41(1): 59-69.

Locking, Håkan, Månsson, Kristofer and Shukur, Ghazi (2012). Ridge Estimators for Probit Regression: With Application on Swedish Job Search Data. Communications in Statistics, Simulation and Computation, 42(3): 698-710.

Kibria, B. M. Golam, Månsson, Kristofer, Shukur Ghazi, and Sjölander, Pär (2012). Improved Liu Estimators for the Poisson Regression Model. International Journal of Statistics and Probability, 1(1): 2–6.

Zeebar, Zangin and Shukur, Ghazi (2012). Median Regression for SUR Models with the Same Explanatory Variables in Each Equation. Journal of Applied Statistics, 39(8): 1765-1779.

Månsson, Kristofer, Sjölander, Pär and Shukur, Ghazi (2012). Asymmetric Quantile Analysis of the Swedish Mortgage Price Discovery Process. Applied Economics, 45(21): 3088-3101.

Anxo, Dominique, Hussain, Shakir and Shukur, Ghazi (2012). The Demand of Part-time in European Companies: A Multilevel Modelling Approach. Applied Economics, 44(8): 1057–1066.

Zeebari, Zangin, Shukur, Ghazi and Kibria, B. M. Golam (2012). Modified Ridge Parameters for Seemingly Unrelated Regression Model. Communications in Statistics – Theory and Methods, 41(9): 1675–1691.

Li, Yushu and Shukur, Ghazi (2011). Wavelet Improvement of the Over-rejection of Unit Root Test under GARCH Errors: An Application to Swedish Immigration Data. Communications in Statistics, Theory and Methods, 40(13): 2385–2396.

Salman, Khalik, von Friedrichs Grängsjö, Yvonne and Shukur, Ghazi (2011). Modelling Quarterly Swedish Manufacturing Companies Failure Using Cointegration Analysis. International Business Research, 4(3): 22–32.

Månsson, Kristofer and Shukur, Ghazi (2011). A Poisson Ridge Regression Estimator. Economic Modelling, 28(4): 1475–1481.

Månsson, Kristofer and Shukur, Ghazi (2011). On Ridge Parameters in Logistic Regression. Communications in Statistics, Theory and Methods, 40(18): 3366–3381.

Li, Yushu and Shukur, Ghazi (2011). Linear and Nonlinear Causality Test in LSTAR Models: Wavelet Decomposition in Nonlinear Environment. Journal of Statistical Computation and Simulation, 81(12): 1913–1925.

Shukur, Ghazi and Zeebari, Zangin (2011). Developing Median Regression for SUR Models with Application to 3-Generation Immigrants’ Data in Sweden. Economic Modelling, 28(6): 2566–2578.

Månsson, Kristofer, Shukur, Ghazi and Kibria, B. M. Golam (2011). On some Ridge Regression Estimators: A Monte Carlo Simulation Study under Different Error Variances. Journal of Statistics, 17: 1–22.

Ekberg, Jan, Hammarstedt, Mats and Shukur, Ghazi (2010). Immigrant – Native Earnings Differentials: SUR Estimation Applied on Three Generations. The Annals of Regional Science, 45(3): 705-720.

Li, Yushu and Shukur, Ghazi (2010). Testing for Unit Root Against LSTAR Models: Wavelet Improvement Under GARCH Distortion. Communications in Statistics, Simulation and Computation, 39(2): 277–286.

Månsson, Kristofer, Shukur Ghazi and Kibria, B. M. Golam (2010). A Simulation Study of Some Ridge Regression Estimators under Different Distributional Assumptions. Communications in Statistics, Simulation and Computation, 39(8): 1639–1670.

Mantalos, Panagiotis and Shukur, Ghazi (2010). The Effect of the Spillover on the Granger Causality Test. Journal of Applied Statistics, 37(9): 1473–1486.

Salman, Khalik, Arnesson, Leif, Sörensson, Anna, and Shukur, Ghazi. (2010). Estimating International Tourism Demand for Selected Regions in Sweden and Norway with Iterative Seemingly Unrelated Regressions (ISUR). Scandinavian Journal of Hospitality and Tourism, 10(4): 395–410.

Mantalos, Panagiotis, Månsson, Kristofer and Shukur, Ghazi (2010). The Effect of Spillover on the Johansen’s Tests for Cointegration: A Monte Carlo Analysis. International Journal of Computational Economics and Econometrics, 1(3–4): 327–342.

Hussain, Shakir, Mohamed, M. A., Holder, Roger, Almasri, Abdullah and Shukur, Ghazi (2008). Performance Evaluation Based on the Robust Mahalanobis Distance and Multilevel Modelling Using Two New Strategies. Communications in Statistics, Simulation and Computation, 37(10): 1966-1980.

Salman, Khalik, Arnesson, Leif and Shukur, Ghazi (2009). Coach succession and Team Performance: The Impact of Ability and Timing: Swedish Ice Hockey Data. Journal of Quantitative Analysis in Sports, 5(1): 1–18.

Hammarstedt, Mats and Shukur, Ghazi (2009). Testing the Home-Country Self-Employment Hypothesis on Immigrants in Sweden. Applied Economic Letters, 16(7): 745–748.

Månsson, Kristofer and Shukur, Ghazi (2009). Granger Causality Test in the Presence of Spillover. Communications in Statistics, Simulation and Computation, 38(10): 2039–2059.

Mantalos, Panagiotis and Shukur, Ghazi (2008). The Robustness of the RESET Test to Non-Normal Error Terms. Computational Economics, 30(4): 393–408.

Almasri, Abdullah, Locking, Håkan and Shukur, Ghazi (2008). Testing for Climate Change in Sweden During 1850-1999, Using Wavelet analysis. Journal of Applied Statistics, 35(4): 431–443.

Alkhamisi, Mahdi and Shukur, Ghazi (2008). Developing Ridge Parameters for SUR Model. Communications in Statistics, Theory and Methods, 37(4): 544–564.

Mantalos, Panagiotis and Shukur, Ghazi (2008). Bootstrap Methods for Autocorrelation Test with Uncorrelated but not Independent Errors. Economic Modelling, 25(5): 1040–1050.

Salman, Khalik, Shukur, Ghazi and Von Bergmann-Winberg, Marie-Louise (2007). Comparison of Econometric Modelling for Domestic and international Tourism Demand: Swedish Data. Current Issues in Tourism Journal, 10(4): 323–342.

Alkhamisi, Mahdi and Shukur, Ghazi (2007). A Monte Carlo Study of Recent Ridge Parameters. Communications in Statistics, Simulation and Computation, 36(3): 535–547.

Alkhamisi, Mahdi, Khalaf, Ghadban and Shukur, Ghazi (2007). The Effect of Fat-Tailed Error Terms on the Properties of the Systemwise RESET Test. Journal of Applied Statistics, 35(1): 101–113.

Hammarstedt, Mats and Shukur, Ghazi (2007). Immigrants' Relative Earnings in Sweden – A Quantile Regression Approach. International Journal of Manpower, 28(6): 456–473.

Mantalos, Panagiotis and Shukur, Ghazi and Sjölander, Pär (2007). An Examination of the Robustness of the Vector Autoregressive Granger-Causality Test in the Presence of GARCH and Variance Shifts. International Review of Business Research Papers, 3(5): 280–296.

Mantalos, Panagiotis and Shukur, Ghazi and Sjölander, Pär (2007). The Effect of the GARCH(1,1) on the Granger Causality Test in Stable VAR Models. Journal of Modern Applied Statistical Methods, 6(2): 476–486.

Hammarstedt, Mats and Shukur, Ghazi (2006). Immigrants´ Relative Earnings in Sweden – A Cohort Analysis. Labour, 20(2): 285–323.

Hussain, Shakir, Lindh, Jörgen and Shukur, Ghazi (2006). The Effect of LEGO Training on Pupils School Performance in Mathematics, Problem Solving Ability and Attitude: Swedish Data. Educational Technology & Society, 9(3): 182–194.

Alkhamisi, Mahdi, Khalaf, Ghadban and Shukur, Ghazi (2006). Some Modifications for Choosing Ridge Parameter. Communications in Statistics, Theory and Methods, 35(11): 2005–2021.

Hussain, Shakir, Harrison, Roy, Ayres, Joe, Walter, Sarah, Hawker, J., Wilson, Richard, and Shukur, Ghazi (2005). Estimation and Forecasting of Hospital Admission Due to Influenza – Planning for Winter Pressure. The Case of the West Midlands, UK. Journal of Applied Statistics, 32(3): 191–205.

Khalaf, Ghadban and Shukur, Ghazi (2005). Choosing Ridge Parameter for Regression Problems. Communications in Statistics, Theory and Methods, 34(5): 1177–1182.

Panagiotis, Mantalos and Shukur, Ghazi (2005). The Effect of the GARCH(1,1) on Autocorrelation Tests in Dynamic Systems of Equations. Applied Economics, 37(16): 1907–1913.

Almasri, Abdullah and Shukur, Ghazi (2005). Modelling the Relation Between Sunspots and Temperature Using Wavelets Analysis. Journal of Modern Applied Statistical Methods, 4(1): 134–139.

Alkhamisi, Mahdi and Shukur, Ghazi (2005). Bayesian Analysis of a Linear Mixed Model with AR(p) Errors Via MCMC. Journal of Applied Statistics, 32(7): 741–755.

Hussain, Shakir, Elbergali, Abdalla, Shukur, Ghazi and Almasri Abdullah (2004). Parsimonious Modelling and Testing of Long-Range Dependence and Variance Change in Wind Speed. Environmetrics, 15(2): 155–171.

Shukur, Ghazi and Mantalos, Panagiotis (2004). Size and Power of the RESET Test as Applied to Systems of Equations: A Bootstrap Approach. Journal of Modern Applied Statistical Methods, 3(2): 370–385.

Holgersson, Thomas and Shukur, Ghazi (2004). Testing for Multivariate Heteroscedasticity. Journal of Statistical Computation and Simulation, 74(12): 879–896.

Salman, Khalik, and Shukur, Ghazi (2004). Studying the Causality Relation between Industrial Output and CPI in the Presence of Regime Shift: Swedish Data. Journal of Economic Studies, 31(6): 492–499.

Hussain, Shakir and Shukur, Ghazi (2003). Testing for Autocorrelation in Non-Stationary Dynamic Systems of Equations. Journal of Applied Statistics, 30(4): 441–454.

Almasri, Abdullah and Shukur, Ghazi (2003). An Illustration of the Causality Relation between Government Spending and Revenue Using Wavelets Analysis on Finnish Data. Journal of Applied Statistics, 30(5): 571–584.

Hatemi–J, Abdulnasser and Shukur, Ghazi (2002). A Multivariate Based Causality Test of Twin Deficits in US. Journal of Applied Statistics, 29(6): 817–824.

Hussain, Shakir and Shukur, Ghazi (2002). A Simple Alternative Method for Detecting Fractional Cointegration Relation: An Application to Finnish Data. Applied Economics, 34(5): 607–615.

Shukur, Ghazi (2002). Dynamic Specification and Misspecification in Systems of Demand Equations: A Testing Strategy for Model Selection. Applied Economics, 34(6): 709–725.

Shukur, Ghazi and Edgerton, David (2002). The Small Sample Properties of the RESET Test as Applied to Systems of Equations. Journal of Statistical Computation and Simulation, 72(12): 909–924.

Holgersson, Thomas and Shukur, Ghazi (2001). Some Aspects of Non-Normality Tests in Systems of Regression Equations. Communications in Statistics, Simulation and Computation, 30(2): 291–310.

Mantalos, Panagiotis and Shukur, Ghazi (2001). Bootstrapped Johansen’s Tests for Cointegrating Relationships: A Graphical analysis. Journal of Statistical Computation and Simulation, 68(4): 351–371.

Shukur, Ghazi (2000). The Robustness of the Systemwise Breauch – Godfrey Autocorrelation Test for Non-Normal Error Terms. Communications in Statistics, Simulation & Computation, 29(2): 419–448.

Shukur, Ghazi and Mantalos, Panagiotis (2000). A Simple Investigation of the Granger-Causality Test in Integrated-Cointegrated VAR Systems. Journal of Applied Statistics, 27(8): 1021–1031.

Edgerton, David and Shukur, Ghazi (1999). Testing Autocorrelation in a System Perspective. Econometric Reviews, 18(4): 343–386.

Hatemi–J, Abdulnasser and Shukur, Ghazi (1999). The Causal Nexus of Government Spending and Revenue in Finland: A Bootstrap Approach. Applied Economics Letters, 6(10) 641–644.

Mantalos, Panagiotis and Shukur, Ghazi (1998). Size and Power of the Error Correction Model (ECM) of Cointegration Tests. A Bootstrap Approach. Oxford Bulletin of Economics and Statistics, 60(2): 249–255.

Edgerton, David and Shukur, Ghazi (1996). Some Questions Concerning Dynamic Almost Ideal Demand Systems. Applied Economics Letters, 3(11): 693–695.



*Journals with a peer review system.

 

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