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 4 124 2 5 25 512
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 1 47 0 3 19 267
Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation 0 0 1 241 0 2 11 1,761
Asymptotics for random effects models with serial correlation 0 0 0 339 1 3 9 1,624
Bayesian Forecast Combination for VAR Models 0 1 7 229 5 18 87 2,172
Bayesian forecast combination for VAR models 0 2 20 298 3 13 54 878
Bayesian simultaneous determination of structural breaks and lag lengths 0 0 1 184 0 7 18 639
Bootstrapping Error Component Models 0 0 0 51 3 7 22 1,615
Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach 2 3 10 1,270 7 19 70 3,586
Computational Efficiency in Bayesian Model and Variable Selection 0 1 3 48 0 4 22 292
Computational Efficiency in Bayesian Model and Variable Selection 0 0 5 112 0 4 19 390
Computationally Efficient Double Bootstrap Variance Estimation 1 1 2 475 3 5 42 2,748
Conditional posteriors for the reduced rank regression model 0 1 12 55 3 13 57 192
FDI and Job Creation in China 4 24 49 648 17 70 187 1,850
FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS 0 0 0 0 0 2 9 706
Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach 0 1 3 420 3 7 33 1,343
Forecast Combination and Model Averaging Using Predictive Measures 2 2 9 185 11 14 34 789
Forecast Combination and Model Averaging using Predictive Measures 2 3 13 502 2 6 28 1,313
Forecasting with Bayesian Vector Autoregressions 10 49 205 486 21 96 402 851
Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures 0 0 0 65 8 41 101 2,762
Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects 0 0 1 71 0 2 14 480
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 1 486 3 6 16 2,369
Numerical Aspects of Bayesian VAR-modeling 3 9 40 1,150 3 16 90 3,877
On the power and interpretation of panel unit root tests 0 0 1 421 1 5 19 1,788
RePEc and S-WoPEc: Internet access to electronic preprints in Economics 0 1 4 125 4 11 40 1,765
Seasonality, Cycles and Unit Roots 0 0 2 186 0 1 15 655
Specification and estimation of random effects models with serial correlation of general form 3 5 6 255 6 17 27 1,722
Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies 2 8 28 973 8 36 134 5,450
Total Working Papers 29 111 428 9,446 114 433 1,604 44,396


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 1 1 22 0 2 14 143
Computationally efficient double bootstrap variance estimation 1 1 3 50 1 3 16 274
Finding good predictors for inflation: a Bayesian model averaging approach 1 1 8 142 2 4 28 592
Forecast Combination and Model Averaging Using Predictive Measures 2 4 14 158 12 18 56 530
Forecasting the Swedish unemployment rate VAR vs. transfer function modelling 0 2 7 138 0 5 25 665
Foreign Firms and Chinese Employment 1 2 14 154 1 7 36 477
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 0 47 0 0 15 418
Numerical Methods for Estimation and Inference in Bayesian VAR-Models 6 23 82 1,140 8 36 154 2,471
On the power and interpretation of panel unit root tests 1 2 6 68 1 7 20 390
Total Journal Articles 12 36 135 1,919 25 82 364 5,960


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 1 14 197 17 50 179 1,991
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series 7 14 27 290 28 55 121 1,286
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials 2 2 34 198 15 43 174 895
NEWSIMPACT: Stata module to compute news impact curve for ARCH models 1 7 35 345 8 34 112 1,105
remi: Mirror RePEc data 2 3 9 239 4 11 58 2,041
Total Software Items 13 27 119 1,269 72 193 644 7,318


Statistics updated 2015-01-03