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 1 1 1 125 2 6 95 1,090
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 1 48 0 2 94 837
Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation 0 0 3 250 0 3 29 1,955
Asymptotics for random effects models with serial correlation 0 0 1 342 0 2 38 1,852
Bayesian Forecast Combination for VAR Models 1 4 6 240 10 25 171 2,935
Bayesian Inference in Regression Models with Ordinal Explanatory Variables 1 1 6 27 3 10 145 654
Bayesian forecast combination for VAR models 1 3 6 317 1 7 96 1,449
Bayesian simultaneous determination of structural breaks and lag lengths 0 0 1 190 1 6 76 1,072
Bootstrapping Error Component Models 0 0 0 51 4 6 27 1,765
Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach 1 4 18 1,326 6 16 111 4,058
Computational Efficiency in Bayesian Model and Variable Selection 0 0 0 48 0 3 73 741
Computational Efficiency in Bayesian Model and Variable Selection 0 0 1 115 1 6 80 878
Computationally Efficient Double Bootstrap Variance Estimation 0 0 0 479 1 2 11 2,822
Conditional posteriors for the reduced rank regression model 0 0 3 68 1 6 127 918
FDI and Job Creation in China 2 3 20 783 9 21 172 2,772
FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS 0 0 0 0 2 3 11 748
Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach 0 0 1 426 0 3 37 1,548
Forecast Combination and Model Averaging Using Predictive Measures 1 1 2 195 1 7 63 1,156
Forecast Combination and Model Averaging using Predictive Measures 2 3 4 513 2 7 65 1,653
Forecasting with Bayesian Vector Autoregressions 29 70 374 1,801 47 141 666 3,236
Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures 0 0 0 65 1 6 18 2,882
Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects 0 0 0 72 0 2 16 589
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 1 488 0 2 15 2,478
Numerical Aspects of Bayesian VAR-modeling 0 1 10 1,197 3 20 57 4,049
On the power and interpretation of panel unit root tests 0 0 1 430 1 4 16 1,888
RePEc and S-WoPEc: Internet access to electronic preprints in Economics 2 4 7 142 4 11 59 1,954
Seasonality, Cycles and Unit Roots 0 0 1 190 1 2 41 917
Specification and estimation of random effects models with serial correlation of general form 0 0 6 273 0 2 38 1,941
Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies 2 4 12 1,016 3 10 48 5,693
Total Working Papers 43 99 486 11,217 104 341 2,495 56,530


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 1 1 1 30 1 2 9 192
Computationally efficient double bootstrap variance estimation 0 0 0 50 0 1 5 317
Finding good predictors for inflation: a Bayesian model averaging approach 2 2 3 146 3 3 11 641
Forecast Combination and Model Averaging Using Predictive Measures 0 1 5 174 2 13 27 608
Forecasting the Swedish unemployment rate VAR vs. transfer function modelling 0 0 7 151 0 4 16 732
Foreign Firms and Chinese Employment 0 1 7 181 0 5 31 576
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 0 48 0 3 8 449
Numerical Methods for Estimation and Inference in Bayesian VAR-Models 8 18 54 1,356 13 39 133 2,963
On the power and interpretation of panel unit root tests 2 2 4 81 3 4 13 451
Total Journal Articles 13 25 81 2,217 22 74 253 6,929


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 10 35 82 5 19 72 172
Total Chapters 3 10 35 82 5 19 72 172


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 1 12 239 4 8 70 2,294
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series 1 3 19 350 9 21 90 1,554
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials 4 7 28 279 18 36 133 1,326
NEWSIMPACT: Stata module to compute news impact curve for ARCH models 0 2 12 398 3 9 63 1,332
remi: Mirror RePEc data 4 8 32 329 8 31 137 2,415
Total Software Items 10 21 103 1,595 42 105 493 8,921


Statistics updated 2017-11-04