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 1 48 1 2 24 839
An Embarrassment of Riches: Forecasting Using Large Panels 0 1 1 125 1 6 27 1,094
Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation 0 0 3 250 1 3 22 1,958
Asymptotics for random effects models with serial correlation 0 0 0 342 0 0 21 1,852
Bayesian Forecast Combination for VAR Models 1 4 9 243 7 31 115 2,956
Bayesian Inference in Regression Models with Ordinal Explanatory Variables 2 3 6 29 6 13 52 664
Bayesian forecast combination for VAR models 0 1 6 317 2 4 38 1,452
Bayesian simultaneous determination of structural breaks and lag lengths 0 0 0 190 1 6 31 1,077
Bootstrapping Error Component Models 0 0 0 51 0 5 22 1,766
Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach 0 6 19 1,331 5 22 90 4,074
Computational Efficiency in Bayesian Model and Variable Selection 0 0 0 48 1 2 22 743
Computational Efficiency in Bayesian Model and Variable Selection 0 0 1 115 1 4 30 881
Computationally Efficient Double Bootstrap Variance Estimation 0 0 0 479 0 2 10 2,823
Conditional posteriors for the reduced rank regression model 0 0 2 68 1 4 36 921
FDI and Job Creation in China 1 6 18 787 6 22 120 2,785
FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS 0 0 0 0 0 3 9 749
Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach 0 0 1 426 2 3 25 1,551
Forecast Combination and Model Averaging Using Predictive Measures 1 2 3 196 2 4 27 1,159
Forecast Combination and Model Averaging using Predictive Measures 1 3 5 514 2 8 33 1,659
Forecasting with Bayesian Vector Autoregressions 25 81 359 1,853 46 134 646 3,323
Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures 0 0 0 65 0 3 18 2,884
Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects 0 0 0 72 2 3 12 592
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 1 1 1 489 2 4 15 2,482
Numerical Aspects of Bayesian VAR-modeling 1 2 9 1,199 2 9 54 4,055
On the power and interpretation of panel unit root tests 0 0 1 430 0 1 14 1,888
RePEc and S-WoPEc: Internet access to electronic preprints in Economics 0 5 10 145 2 13 56 1,963
Seasonality, Cycles and Unit Roots 0 0 1 190 0 3 21 919
Specification and estimation of random effects models with serial correlation of general form 0 0 4 273 1 3 29 1,944
Subjective and physiological measures of well-being: an exploratory analysis using birth-cohort data 1 75 75 75 4 11 11 11
Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies 0 2 10 1,016 1 5 41 5,695
Total Working Papers 34 192 545 11,366 99 333 1,671 56,759


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 30 1 4 9 195
Computationally efficient double bootstrap variance estimation 0 0 0 50 0 1 6 318
Finding good predictors for inflation: a Bayesian model averaging approach 0 2 3 146 0 3 8 641
Forecast Combination and Model Averaging Using Predictive Measures 1 2 7 176 3 7 28 613
Forecasting the Swedish unemployment rate VAR vs. transfer function modelling 0 0 6 151 1 2 17 734
Foreign Firms and Chinese Employment 0 0 6 181 0 0 21 576
Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects 0 0 0 48 1 1 7 450
Numerical Methods for Estimation and Inference in Bayesian VAR-Models 2 16 52 1,364 9 32 124 2,982
On the power and interpretation of panel unit root tests 0 2 3 81 1 4 11 452
Total Journal Articles 3 23 78 2,227 16 54 231 6,961


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 9 41 88 6 22 82 189
Total Chapters 3 9 41 88 6 22 82 189


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 9 239 8 17 68 2,307
ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series 1 6 20 355 10 29 87 1,574
ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials 1 5 25 280 8 38 133 1,346
NEWSIMPACT: Stata module to compute news impact curve for ARCH models 2 5 15 403 10 22 71 1,351
remi: Mirror RePEc data 3 9 34 334 11 28 137 2,435
Total Software Items 7 26 103 1,611 47 134 496 9,013


Statistics updated 2018-01-04