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

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 3 4 20 11 20 53 115
Computationally efficient double bootstrap variance estimation 1 1 2 44 6 13 56 240
Finding good predictors for inflation: a Bayesian model averaging approach 2 4 7 126 10 18 55 530
Forecast Combination and Model Averaging Using Predictive Measures 1 5 21 133 12 27 90 436
Forecasting the Swedish unemployment rate VAR vs. transfer function modelling 0 1 8 122 2 15 63 618
Foreign Firms and Chinese Employment 3 7 19 135 3 9 75 415
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 1 4 44 17 24 71 383
Numerical Methods for Estimation and Inference in Bayesian VAR-Models 8 22 89 990 21 47 185 2,202
On the power and interpretation of panel unit root tests 1 1 5 58 8 18 59 348
Total Journal Articles 16 45 159 1,672 90 191 707 5,287

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 5 8 21 179 28 106 293 1,663
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series 5 9 36 238 17 60 222 1,050
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials 3 14 36 137 14 61 181 601
NEWSIMPACT: Stata module to compute news impact curve for ARCH models 4 15 44 292 24 56 186 899
remi: Mirror RePEc data 1 1 8 224 6 23 103 1,943
Total Software Items 18 47 145 1,070 89 306 985 6,156

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2013-05-03