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 0 124 2 5 189 1,086
An Embarrassment of Riches: Forecasting Using Large Panels 0 1 1 48 1 5 186 836
Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation 0 1 4 250 3 6 51 1,955
Asymptotics for random effects models with serial correlation 0 0 1 342 1 4 65 1,851
Bayesian Forecast Combination for VAR Models 1 1 3 237 4 16 255 2,914
Bayesian Inference in Regression Models with Ordinal Explanatory Variables 0 0 6 26 4 9 257 648
Bayesian forecast combination for VAR models 1 2 6 315 3 8 181 1,445
Bayesian simultaneous determination of structural breaks and lag lengths 0 0 1 190 3 5 148 1,069
Bootstrapping Error Component Models 0 0 0 51 1 2 37 1,760
Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach 1 3 18 1,323 4 11 147 4,046
Computational Efficiency in Bayesian Model and Variable Selection 0 0 0 48 1 4 153 739
Computational Efficiency in Bayesian Model and Variable Selection 0 0 2 115 1 4 155 873
Computationally Efficient Double Bootstrap Variance Estimation 0 0 2 479 1 2 16 2,821
Conditional posteriors for the reduced rank regression model 0 0 3 68 3 9 229 915
FDI and Job Creation in China 1 1 26 781 5 12 261 2,756
FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS 0 0 0 0 0 2 11 745
Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach 0 1 2 426 3 8 64 1,548
Forecast Combination and Model Averaging Using Predictive Measures 0 0 2 194 4 6 123 1,153
Forecast Combination and Model Averaging using Predictive Measures 1 1 2 511 4 8 117 1,650
Forecasting with Bayesian Vector Autoregressions 24 69 414 1,755 57 151 711 3,152
Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures 0 0 0 65 1 2 15 2,877
Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects 0 0 0 72 1 2 29 588
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 1 488 2 3 29 2,478
Numerical Aspects of Bayesian VAR-modeling 1 2 13 1,197 8 14 51 4,037
On the power and interpretation of panel unit root tests 0 0 4 430 1 1 22 1,885
RePEc and S-WoPEc: Internet access to electronic preprints in Economics 2 2 7 140 5 14 70 1,948
Seasonality, Cycles and Unit Roots 0 0 1 190 1 2 74 916
Specification and estimation of random effects models with serial correlation of general form 0 0 6 273 1 4 58 1,940
Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies 1 3 11 1,013 4 10 55 5,687
Total Working Papers 33 87 536 11,151 129 329 3,759 56,318


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 0 2 10 190
Computationally efficient double bootstrap variance estimation 0 0 0 50 0 0 8 316
Finding good predictors for inflation: a Bayesian model averaging approach 0 1 1 144 0 2 11 638
Forecast Combination and Model Averaging Using Predictive Measures 1 2 6 174 6 7 27 601
Forecasting the Swedish unemployment rate VAR vs. transfer function modelling 0 2 7 151 1 4 16 729
Foreign Firms and Chinese Employment 0 3 7 180 2 7 36 573
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 0 48 0 1 6 446
Numerical Methods for Estimation and Inference in Bayesian VAR-Models 6 13 54 1,344 13 26 133 2,937
On the power and interpretation of panel unit root tests 0 1 2 79 0 3 15 447
Total Journal Articles 7 22 77 2,199 22 52 262 6,877


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting with Bayesian Vector Autoregression 5 13 39 77 8 22 84 161
Total Chapters 5 13 39 77 8 22 84 161


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 0 1 14 238 3 10 83 2,289
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series 1 3 21 348 8 17 91 1,541
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials 2 4 27 274 14 26 139 1,304
NEWSIMPACT: Stata module to compute news impact curve for ARCH models 1 1 13 397 4 11 68 1,327
remi: Mirror RePEc data 1 8 32 322 10 33 143 2,394
Total Software Items 5 17 107 1,579 39 97 524 8,855


Statistics updated 2017-09-03