Access Statistics for Sune Karlsson

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 47 1 11 367 829
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 124 1 10 373 1,080
Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation 0 1 2 248 1 7 106 1,946
Asymptotics for random effects models with serial correlation 0 0 2 342 3 10 140 1,845
Bayesian Forecast Combination for VAR Models 0 1 2 235 8 35 435 2,885
Bayesian Inference in Regression Models with Ordinal Explanatory Variables 1 1 7 25 4 14 492 634
Bayesian forecast combination for VAR models 0 1 4 312 3 16 348 1,434
Bayesian simultaneous determination of structural breaks and lag lengths 0 0 1 190 1 10 266 1,061
Bootstrapping Error Component Models 0 0 0 51 1 7 75 1,757
Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach 2 4 18 1,317 10 31 238 4,023
Computational Efficiency in Bayesian Model and Variable Selection 1 1 2 115 3 13 302 867
Computational Efficiency in Bayesian Model and Variable Selection 0 0 0 48 1 10 290 733
Computationally Efficient Double Bootstrap Variance Estimation 0 0 2 479 1 3 22 2,817
Conditional posteriors for the reduced rank regression model 0 2 7 68 3 17 461 905
FDI and Job Creation in China 1 7 29 777 14 49 401 2,729
FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS 0 0 0 0 0 0 20 742
Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach 0 0 2 425 2 9 123 1,538
Forecast Combination and Model Averaging Using Predictive Measures 0 1 2 194 1 10 228 1,145
Forecast Combination and Model Averaging using Predictive Measures 0 1 5 510 2 12 219 1,640
Forecasting with Bayesian Vector Autoregressions 34 122 468 1,649 59 212 734 2,934
Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures 0 0 0 65 3 5 23 2,874
Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects 0 0 0 72 0 2 64 585
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 1 488 1 4 61 2,474
Numerical Aspects of Bayesian VAR-modeling 1 3 17 1,194 4 14 56 4,019
On the power and interpretation of panel unit root tests 0 0 4 430 3 6 45 1,883
RePEc and S-WoPEc: Internet access to electronic preprints in Economics 0 2 5 138 4 13 77 1,931
Seasonality, Cycles and Unit Roots 0 0 2 190 2 9 155 912
Specification and estimation of random effects models with serial correlation of general form 1 4 10 273 3 14 108 1,933
Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies 1 3 14 1,009 3 16 67 5,671
Total Working Papers 42 154 606 11,015 142 569 6,296 55,826


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths 0 0 0 29 1 1 17 187
Computationally efficient double bootstrap variance estimation 0 0 0 50 0 1 18 314
Finding good predictors for inflation: a Bayesian model averaging approach 0 0 0 143 0 0 16 634
Forecast Combination and Model Averaging Using Predictive Measures 0 3 8 172 0 7 34 593
Forecasting the Swedish unemployment rate VAR vs. transfer function modelling 0 2 5 148 0 4 24 723
Foreign Firms and Chinese Employment 0 0 9 175 1 5 49 563
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 0 48 0 0 12 444
Numerical Methods for Estimation and Inference in Bayesian VAR-Models 6 13 61 1,330 15 28 162 2,901
On the power and interpretation of panel unit root tests 0 0 2 78 0 1 23 443
Total Journal Articles 6 18 85 2,173 17 47 355 6,802


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting with Bayesian Vector Autoregression 2 11 39 60 5 19 91 130
Total Chapters 2 11 39 60 5 19 91 130


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ARCHQQ: Stata module to generate Q-Q plot and distribution tests for ARCH models 1 7 15 237 5 34 98 2,275
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series 2 6 22 341 6 18 88 1,511
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials 2 7 23 265 10 37 145 1,261
NEWSIMPACT: Stata module to compute news impact curve for ARCH models 1 5 15 394 7 26 69 1,310
remi: Mirror RePEc data 2 12 39 314 14 43 170 2,355
Total Software Items 8 37 114 1,551 42 158 570 8,712


Statistics updated 2017-05-02