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 53 136 242 843
An Embarrassment of Riches: Forecasting Using Large Panels 0 0 0 47 54 133 239 595
Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation 0 0 3 246 18 41 86 1,881
Asymptotics for random effects models with serial correlation 0 1 1 341 24 52 95 1,757
Bayesian Forecast Combination for VAR Models 0 1 3 234 63 150 305 2,600
Bayesian Inference in Regression Models with Ordinal Explanatory Variables 0 2 20 20 69 179 321 321
Bayesian forecast combination for VAR models 1 1 8 309 47 125 244 1,211
Bayesian simultaneous determination of structural breaks and lag lengths 0 0 3 189 35 88 179 883
Bootstrapping Error Component Models 0 0 0 51 13 27 68 1,709
Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach 3 5 16 1,304 34 79 179 3,864
Computational Efficiency in Bayesian Model and Variable Selection 0 0 0 48 37 98 182 541
Computational Efficiency in Bayesian Model and Variable Selection 0 0 1 113 39 103 206 668
Computationally Efficient Double Bootstrap Variance Estimation 0 0 1 477 3 7 32 2,802
Conditional posteriors for the reduced rank regression model 0 3 9 64 69 174 310 618
FDI and Job Creation in China 0 5 58 753 42 120 371 2,448
FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS 0 0 0 0 3 8 20 730
Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach 0 0 1 423 19 43 79 1,458
Forecast Combination and Model Averaging Using Predictive Measures 0 0 1 192 32 76 143 993
Forecast Combination and Model Averaging using Predictive Measures 2 4 4 509 32 71 127 1,492
Forecasting with Bayesian Vector Autoregressions 52 136 545 1,317 70 195 982 2,395
Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures 0 0 0 65 0 8 44 2,859
Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects 0 0 0 72 11 26 47 547
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 1 487 12 24 48 2,437
Numerical Aspects of Bayesian VAR-modeling 4 6 19 1,183 7 18 69 3,981
On the power and interpretation of panel unit root tests 0 0 4 426 7 16 48 1,854
RePEc and S-WoPEc: Internet access to electronic preprints in Economics 0 0 3 133 6 16 64 1,870
Seasonality, Cycles and Unit Roots 0 0 1 188 25 55 106 812
Specification and estimation of random effects models with serial correlation of general form 0 4 7 267 17 38 83 1,863
Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies 1 6 15 1,001 4 18 82 5,622
Total Working Papers 63 174 724 10,583 845 2,124 5,001 51,654


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 3 6 20 176
Computationally efficient double bootstrap variance estimation 0 0 0 50 4 9 25 305
Finding good predictors for inflation: a Bayesian model averaging approach 0 0 1 143 0 6 25 624
Forecast Combination and Model Averaging Using Predictive Measures 0 3 5 167 3 12 30 571
Forecasting the Swedish unemployment rate VAR vs. transfer function modelling 0 0 3 143 2 9 26 708
Foreign Firms and Chinese Employment 1 5 11 171 6 16 41 530
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 1 48 2 6 17 438
Numerical Methods for Estimation and Inference in Bayesian VAR-Models 2 10 97 1,279 17 46 212 2,785
On the power and interpretation of panel unit root tests 0 1 6 77 2 9 29 429
Total Journal Articles 3 19 127 2,107 39 119 425 6,566


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 12 33 33 6 24 63 63
Total Chapters 3 12 33 33 6 24 63 63


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 14 223 9 21 113 2,198
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series 2 6 23 325 6 21 94 1,444
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials 1 4 27 246 11 41 170 1,157
NEWSIMPACT: Stata module to compute news impact curve for ARCH models 0 5 20 384 6 16 91 1,257
remi: Mirror RePEc data 3 15 40 290 12 50 158 2,235
Total Software Items 7 31 124 1,468 44 149 626 8,291


Statistics updated 2016-08-02