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 55 147 294 650
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 124 54 148 296 897
Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation 0 0 3 246 23 58 100 1,904
Asymptotics for random effects models with serial correlation 0 1 1 341 29 68 124 1,786
Bayesian Forecast Combination for VAR Models 0 0 2 234 59 163 363 2,659
Bayesian Inference in Regression Models with Ordinal Explanatory Variables 0 1 20 20 70 190 391 391
Bayesian forecast combination for VAR models 0 1 8 309 53 136 297 1,264
Bayesian simultaneous determination of structural breaks and lag lengths 0 0 3 189 38 94 217 921
Bootstrapping Error Component Models 0 0 0 51 14 39 81 1,723
Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach 1 6 17 1,305 35 90 213 3,899
Computational Efficiency in Bayesian Model and Variable Selection 0 0 1 113 50 116 256 718
Computational Efficiency in Bayesian Model and Variable Selection 0 0 0 48 45 110 227 586
Computationally Efficient Double Bootstrap Variance Estimation 0 0 1 477 3 8 35 2,805
Conditional posteriors for the reduced rank regression model 1 1 9 65 68 187 377 686
FDI and Job Creation in China 2 4 55 755 47 124 413 2,495
FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS 0 0 0 0 4 10 23 734
Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach 1 1 2 424 26 57 105 1,484
Forecast Combination and Model Averaging Using Predictive Measures 0 0 1 192 37 86 180 1,030
Forecast Combination and Model Averaging using Predictive Measures 0 3 4 509 41 89 168 1,533
Forecasting with Bayesian Vector Autoregressions 24 120 536 1,341 46 179 974 2,441
Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures 0 0 0 65 3 7 43 2,862
Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects 0 0 0 72 12 36 59 559
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 1 487 12 33 60 2,449
Numerical Aspects of Bayesian VAR-modeling 1 5 19 1,184 5 15 67 3,986
On the power and interpretation of panel unit root tests 0 0 4 426 9 20 57 1,863
RePEc and S-WoPEc: Internet access to electronic preprints in Economics 0 0 3 133 8 20 70 1,878
Seasonality, Cycles and Unit Roots 1 1 2 189 30 69 135 842
Specification and estimation of random effects models with serial correlation of general form 0 1 6 267 19 48 96 1,882
Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies 1 6 16 1,002 10 22 88 5,632
Total Working Papers 32 151 714 10,615 905 2,369 5,809 52,559


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 3 29 4 9 24 180
Computationally efficient double bootstrap variance estimation 0 0 0 50 3 9 28 308
Finding good predictors for inflation: a Bayesian model averaging approach 0 0 1 143 3 4 27 627
Forecast Combination and Model Averaging Using Predictive Measures 1 2 6 168 3 8 33 574
Forecasting the Swedish unemployment rate VAR vs. transfer function modelling 1 1 4 144 5 11 30 713
Foreign Firms and Chinese Employment 2 3 13 173 7 16 47 537
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 1 48 2 6 19 440
Numerical Methods for Estimation and Inference in Bayesian VAR-Models 11 17 93 1,290 19 54 212 2,804
On the power and interpretation of panel unit root tests 0 1 6 77 3 9 32 432
Total Journal Articles 15 24 127 2,122 49 126 452 6,615


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 11 38 38 14 26 77 77
Total Chapters 5 11 38 38 14 26 77 77


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 2 15 224 8 23 113 2,206
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series 2 6 25 327 6 18 95 1,450
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials 1 3 28 247 8 29 175 1,165
NEWSIMPACT: Stata module to compute news impact curve for ARCH models 0 2 18 384 2 10 87 1,259
remi: Mirror RePEc data 0 7 40 290 16 45 172 2,251
Total Software Items 4 20 126 1,472 40 125 642 8,331


Statistics updated 2016-09-03