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 2 47 2 4 20 267
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 4 124 2 3 25 510
Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation 0 0 1 241 2 2 11 1,761
Asymptotics for random effects models with serial correlation 0 0 0 339 1 3 9 1,623
Bayesian Forecast Combination for VAR Models 0 2 7 229 5 20 90 2,167
Bayesian forecast combination for VAR models 1 2 20 298 7 10 52 875
Bayesian simultaneous determination of structural breaks and lag lengths 0 0 1 184 4 7 19 639
Bootstrapping Error Component Models 0 0 0 51 4 4 22 1,612
Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach 0 2 9 1,268 4 19 73 3,579
Computational Efficiency in Bayesian Model and Variable Selection 0 1 3 48 2 4 25 292
Computational Efficiency in Bayesian Model and Variable Selection 0 0 5 112 2 4 20 390
Computationally Efficient Double Bootstrap Variance Estimation 0 1 1 474 1 7 44 2,745
Conditional posteriors for the reduced rank regression model 0 2 12 55 8 13 56 189
FDI and Job Creation in China 13 20 47 644 32 62 185 1,833
FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS 0 0 0 0 1 2 12 706
Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach 0 1 4 420 2 5 32 1,340
Forecast Combination and Model Averaging Using Predictive Measures 0 1 7 183 1 4 23 778
Forecast Combination and Model Averaging using Predictive Measures 1 1 11 500 2 7 28 1,311
Forecasting with Bayesian Vector Autoregressions 21 53 210 476 44 105 414 830
Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures 0 0 0 65 15 40 104 2,754
Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects 0 0 1 71 1 2 16 480
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 1 486 2 4 15 2,366
Numerical Aspects of Bayesian VAR-modeling 5 13 38 1,147 7 22 92 3,874
On the power and interpretation of panel unit root tests 0 0 1 421 2 4 20 1,787
RePEc and S-WoPEc: Internet access to electronic preprints in Economics 1 2 4 125 3 9 43 1,761
Seasonality, Cycles and Unit Roots 0 1 3 186 1 5 17 655
Specification and estimation of random effects models with serial correlation of general form 1 3 3 252 4 13 22 1,716
Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies 4 7 26 971 12 36 135 5,442
Total Working Papers 47 112 421 9,417 173 420 1,624 44,282


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 16 143
Computationally efficient double bootstrap variance estimation 0 0 2 49 1 2 16 273
Finding good predictors for inflation: a Bayesian model averaging approach 0 1 7 141 1 4 26 590
Forecast Combination and Model Averaging Using Predictive Measures 0 3 14 156 1 9 48 518
Forecasting the Swedish unemployment rate VAR vs. transfer function modelling 2 2 9 138 4 5 29 665
Foreign Firms and Chinese Employment 1 1 14 153 3 10 40 476
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 0 47 0 0 16 418
Numerical Methods for Estimation and Inference in Bayesian VAR-Models 10 25 84 1,134 17 39 160 2,463
On the power and interpretation of panel unit root tests 1 2 5 67 2 7 22 389
Total Journal Articles 14 35 136 1,907 29 78 373 5,935


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 13 196 16 44 178 1,974
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series 3 7 23 283 15 33 108 1,258
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials 0 0 35 196 12 35 174 880
NEWSIMPACT: Stata module to compute news impact curve for ARCH models 1 6 35 344 12 30 108 1,097
remi: Mirror RePEc data 0 1 8 237 1 12 60 2,037
Total Software Items 4 15 114 1,256 56 154 628 7,246


Statistics updated 2014-12-03