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 41 133 207 790
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 47 38 130 202 541
Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation 0 1 3 246 17 34 73 1,863
Asymptotics for random effects models with serial correlation 1 1 1 341 15 43 75 1,733
Bayesian Forecast Combination for VAR Models 0 1 3 234 41 145 261 2,537
Bayesian Inference in Regression Models with Ordinal Explanatory Variables 1 4 20 20 51 183 252 252
Bayesian forecast combination for VAR models 0 1 7 308 36 128 213 1,164
Bayesian simultaneous determination of structural breaks and lag lengths 0 0 4 189 21 90 157 848
Bootstrapping Error Component Models 0 0 0 51 12 21 56 1,696
Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach 2 4 15 1,301 21 68 159 3,830
Computational Efficiency in Bayesian Model and Variable Selection 0 0 0 48 28 104 159 504
Computational Efficiency in Bayesian Model and Variable Selection 0 0 1 113 27 112 181 629
Computationally Efficient Double Bootstrap Variance Estimation 0 0 2 477 2 4 31 2,799
Conditional posteriors for the reduced rank regression model 0 5 9 64 50 170 260 549
FDI and Job Creation in China 2 11 63 753 35 152 352 2,406
FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS 0 0 0 0 3 6 17 727
Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach 0 0 2 423 12 38 65 1,439
Forecast Combination and Model Averaging Using Predictive Measures 0 0 1 192 17 71 120 961
Forecast Combination and Model Averaging using Predictive Measures 1 2 3 507 16 60 104 1,460
Forecasting with Bayesian Vector Autoregressions 44 146 526 1,265 63 207 985 2,325
Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures 0 0 0 65 4 11 45 2,859
Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects 0 0 0 72 13 22 36 536
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 1 487 9 18 37 2,425
Numerical Aspects of Bayesian VAR-modeling 0 4 17 1,179 3 14 66 3,974
On the power and interpretation of panel unit root tests 0 1 4 426 4 17 42 1,847
RePEc and S-WoPEc: Internet access to electronic preprints in Economics 0 1 3 133 6 21 60 1,864
Seasonality, Cycles and Unit Roots 0 0 1 188 14 48 87 787
Specification and estimation of random effects models with serial correlation of general form 1 5 7 267 12 30 70 1,846
Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies 4 8 16 1,000 8 26 84 5,618
Total Working Papers 56 195 709 10,520 619 2,106 4,456 50,809


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 5 29 2 4 20 173
Computationally efficient double bootstrap variance estimation 0 0 0 50 2 7 21 301
Finding good predictors for inflation: a Bayesian model averaging approach 0 0 1 143 1 6 25 624
Forecast Combination and Model Averaging Using Predictive Measures 1 3 5 167 2 11 28 568
Forecasting the Swedish unemployment rate VAR vs. transfer function modelling 0 1 3 143 4 8 25 706
Foreign Firms and Chinese Employment 0 4 10 170 3 13 35 524
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 1 48 2 4 15 436
Numerical Methods for Estimation and Inference in Bayesian VAR-Models 4 16 97 1,277 18 54 208 2,768
On the power and interpretation of panel unit root tests 1 1 6 77 4 9 28 427
Total Journal Articles 6 25 128 2,104 38 116 405 6,527


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 15 30 30 6 29 57 57
Total Chapters 3 15 30 30 6 29 57 57


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 2 16 222 6 27 113 2,189
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series 2 7 21 323 6 27 97 1,438
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials 1 4 27 245 10 46 163 1,146
NEWSIMPACT: Stata module to compute news impact curve for ARCH models 2 9 22 384 2 22 92 1,251
remi: Mirror RePEc data 4 18 37 287 17 59 148 2,223
Total Software Items 9 40 123 1,461 41 181 613 8,247


Statistics updated 2016-07-02