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 |
2 |
4 |
43 |
11 |
31 |
74 |
221 |
| An Embarrassment of Riches: Forecasting Using Large Panels |
0 |
1 |
6 |
115 |
4 |
12 |
55 |
465 |
| Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation |
1 |
1 |
4 |
237 |
4 |
7 |
53 |
1,737 |
| Asymptotics for random effects models with serial correlation |
0 |
1 |
3 |
338 |
4 |
9 |
50 |
1,606 |
| Bayesian Forecast Combination for VAR Models |
0 |
4 |
24 |
219 |
13 |
49 |
246 |
2,018 |
| Bayesian forecast combination for VAR models |
0 |
2 |
19 |
273 |
10 |
25 |
121 |
779 |
| Bayesian simultaneous determination of structural breaks and lag lengths |
0 |
2 |
5 |
180 |
13 |
23 |
74 |
604 |
| Bootstrapping Error Component Models |
0 |
0 |
0 |
51 |
12 |
18 |
54 |
1,571 |
| Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach |
6 |
14 |
58 |
1,236 |
12 |
38 |
234 |
3,384 |
| Computational Efficiency in Bayesian Model and Variable Selection |
0 |
1 |
2 |
41 |
12 |
28 |
60 |
243 |
| Computational Efficiency in Bayesian Model and Variable Selection |
1 |
1 |
4 |
104 |
5 |
6 |
46 |
351 |
| Computationally Efficient Double Bootstrap Variance Estimation |
2 |
4 |
6 |
471 |
15 |
31 |
92 |
2,668 |
| Conditional posteriors for the reduced rank regression model |
2 |
4 |
37 |
37 |
6 |
19 |
102 |
102 |
| FDI and Job Creation in China |
16 |
40 |
107 |
556 |
53 |
122 |
345 |
1,495 |
| FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS |
0 |
0 |
0 |
0 |
1 |
3 |
33 |
689 |
| Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach |
1 |
2 |
8 |
407 |
11 |
16 |
62 |
1,277 |
| Forecast Combination and Model Averaging Using Predictive Measures |
0 |
3 |
8 |
173 |
8 |
21 |
70 |
725 |
| Forecast Combination and Model Averaging using Predictive Measures |
1 |
4 |
12 |
480 |
15 |
27 |
84 |
1,244 |
| Forecasting with Bayesian Vector Autoregressions |
7 |
30 |
169 |
169 |
17 |
60 |
220 |
220 |
| Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures |
0 |
0 |
0 |
65 |
18 |
42 |
148 |
2,583 |
| Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects |
0 |
0 |
3 |
68 |
11 |
23 |
69 |
447 |
| Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects |
1 |
2 |
12 |
483 |
21 |
34 |
88 |
2,326 |
| Numerical Aspects of Bayesian VAR-modeling |
5 |
8 |
43 |
1,081 |
23 |
39 |
131 |
3,729 |
| On the power and interpretation of panel unit root tests |
1 |
5 |
10 |
418 |
12 |
29 |
73 |
1,748 |
| RePEc and S-WoPEc: Internet access to electronic preprints in Economics |
0 |
0 |
2 |
119 |
4 |
12 |
104 |
1,681 |
| Seasonality, Cycles and Unit Roots |
0 |
3 |
9 |
178 |
0 |
6 |
59 |
621 |
| Specification and estimation of random effects models with serial correlation of general form |
2 |
3 |
9 |
243 |
5 |
8 |
46 |
1,662 |
| Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies |
5 |
10 |
40 |
930 |
13 |
41 |
136 |
5,216 |
| Total Working Papers |
51 |
147 |
604 |
8,715 |
333 |
779 |
2,929 |
41,412 |
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