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Stein-type control function maximum likelihood estimator for the probit model in the presence of endogeneity Econometrics and Statistics.
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Investigation of the nonlinear behaviour in real exchange rates in developing regions Applied Economics Letters, 25(5), 335-339.
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Testing for nonlinear unit roots in the presence of a structural break with an application to the qualified PPP during the 1997 Asian financial crisis International journal of finance and economics, 23(3), 221-232.
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Testing for nonlinear panel unit roots under cross-sectional dependency: with an application to the PPP hypothesis Economic Modelling, 38, 121-132 Jönköping .
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Sjölander, P.
(2013).
A ridge bootstrap method for analyzing APT effects on the mortgage loan market Economic Modelling, 30, 844-855.
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Sjölander, P., Månsson, K., Shukur, G.
(2013).
Testing for panel unit roots in the presence of spatial dependency Applied Economics, 45(29), 4152-4159.
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Sjölander, P., Månsson, K., Shukur, G.
(2013).
Asymmetric quantile analysis of the Swedish mortgage price discovery process Applied Economics, 45(21), 3088-3101.
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Månsson, K., Kibria, B., Sjölander, P., Shukur, G.
(2012).
Improved Liu Estimators for the Poisson Regression Model International Journal of Statistics and Probability, 1(1).
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Sjölander, P.
(2011).
A Stationary Unbiased Finite Sample ARCH-LM Test Procedure Applied Economics, 43(8), 1019-1033.
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Sjölander, P.
(2009).
Are the Basel (II) Requirements Justified in the Presence of Structural Breaks? Applied Financial Economics, 19(12), 985-998.
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Sjölander, P.
(2008).
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Sjölander, P.
(2007).
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Shukur, G., Mantalos, P., Sjölander, P.
(2007).
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Doctoral thesis
Sjölander, P.
(2007).
Simulation-Based Approaches in Financial Econometrics
(Doctoral thesis, Jönköping:
Internationella Handelshögskolan).
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Book chapter
Habimana, O., Månsson, K., Sjölander, P.
(2015).
Testing for nonlinear unit roots in the presence of a structural break.
In:
Thomas Holgersson
(Ed.),
Festschrift in honor of Professor Ghazi Shukur on the occasion of his 60th birthday
Växjö: Linnaeus University Press
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Hacker, S., Klaesson, J., Pettersson, L., Sjölander, P.
(2013).
Regional economic concentration and growth.
In:
Johan Klaesson, Börje Johansson, Charlie Karlsson
(Ed.),
Metropolitan regions:
Knowledge infrastructures of the global economy
(pp. 117 -139).
Berlin: Springer
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Pettersson, L., Widell, L., Sjölander, P.
(2011).
Do startups in the agricultural sector generate employment in the rest of the economy?: An arellano-bond dynamic panel study.
In:
Kiyoshi Kobayashi, Hans Westlund, Hayeong Jeong
(Ed.),
Social Capital and Development Trends in Rural Areas Vol. 6
(pp. 255 -273).
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Other publications
Omer, T., Khan, M., Månsson, K., Sjölander, P.
.
Forecasting Financial Volatility: A Dual-Parameter Heterogeneous Autoregressive Model for Realize dVolatility.
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