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 0 6 102 372
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 124 0 5 99 616
Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation 0 1 4 245 0 3 50 1,814
Asymptotics for random effects models with serial correlation 0 0 1 340 1 5 46 1,674
Bayesian Forecast Combination for VAR Models 0 0 4 233 2 17 157 2,341
Bayesian Inference in Regression Models with Ordinal Explanatory Variables 0 0 13 13 0 6 12 12
Bayesian forecast combination for VAR models 2 3 6 305 2 9 109 992
Bayesian simultaneous determination of structural breaks and lag lengths 0 0 4 188 1 8 81 725
Bootstrapping Error Component Models 0 0 0 51 1 6 35 1,654
Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach 3 5 22 1,295 7 29 132 3,733
Computational Efficiency in Bayesian Model and Variable Selection 0 0 0 48 0 2 73 369
Computational Efficiency in Bayesian Model and Variable Selection 0 1 1 113 0 8 86 480
Computationally Efficient Double Bootstrap Variance Estimation 0 1 2 477 0 8 33 2,787
Conditional posteriors for the reduced rank regression model 1 1 3 58 2 6 123 329
FDI and Job Creation in China 10 19 82 735 21 59 314 2,194
FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS 0 0 0 0 1 4 14 720
Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach 0 0 3 423 0 4 44 1,390
Forecast Combination and Model Averaging Using Predictive Measures 0 1 6 192 0 4 73 867
Forecast Combination and Model Averaging using Predictive Measures 0 0 2 505 0 5 60 1,378
Forecasting with Bayesian Vector Autoregressions 67 127 481 1,007 180 290 990 1,902
Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures 0 0 0 65 2 12 77 2,843
Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects 0 0 0 72 0 4 26 509
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 1 1 1 487 1 3 27 2,397
Numerical Aspects of Bayesian VAR-modeling 1 4 21 1,171 3 13 59 3,942
On the power and interpretation of panel unit root tests 0 2 4 425 0 8 33 1,822
RePEc and S-WoPEc: Internet access to electronic preprints in Economics 0 2 7 132 2 14 67 1,836
Seasonality, Cycles and Unit Roots 0 0 1 188 0 3 55 717
Specification and estimation of random effects models with serial correlation of general form 0 1 6 262 2 9 66 1,800
Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies 0 2 15 990 4 17 111 5,575
Total Working Papers 85 171 689 10,191 232 567 3,154 47,790


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 2 2 7 29 3 7 25 169
Computationally efficient double bootstrap variance estimation 0 0 0 50 0 10 18 293
Finding good predictors for inflation: a Bayesian model averaging approach 0 0 1 143 0 3 15 609
Forecast Combination and Model Averaging Using Predictive Measures 0 1 5 164 1 9 24 555
Forecasting the Swedish unemployment rate VAR vs. transfer function modelling 0 0 1 140 1 6 25 692
Foreign Firms and Chinese Employment 0 4 10 164 0 11 29 506
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 1 1 1 48 1 6 12 430
Numerical Methods for Estimation and Inference in Bayesian VAR-Models 11 24 90 1,232 16 47 193 2,671
On the power and interpretation of panel unit root tests 1 4 8 76 1 13 28 418
Total Journal Articles 15 36 123 2,046 23 112 369 6,343


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting with Bayesian Vector Autoregression 3 3 3 3 5 13 13 13
Total Chapters 3 3 3 3 5 13 13 13


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 3 5 20 218 12 31 145 2,146
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series 1 7 20 312 4 20 100 1,393
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials 4 16 35 238 11 63 159 1,072
NEWSIMPACT: Stata module to compute news impact curve for ARCH models 3 5 24 373 7 27 99 1,218
remi: Mirror RePEc data 1 11 20 262 12 46 89 2,137
Total Software Items 12 44 119 1,403 46 187 592 7,966


Statistics updated 2016-02-03