Details about Sune Karlsson

Sune Karlsson edits the NEP report on Econometrics.

Access statistics for papers by Sune Karlsson.

Last updated 2008-05-04. Update your information in the RePEc Author Service.

Short-id: pka1

Working Papers

2007

1. An Embarrassment of Riches: Forecasting Using Large Panels
   Working Papers, Örebro University, Swedish Business School
   Also in
   Economics, Department of Economics, Central bank of iceland (2007)
2. Bayesian Forecast Combination for VAR Models
   Working Papers, Örebro University, Swedish Business School
   Also in
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2007)
3. Computational Efficiency in Bayesian Model and Variable Selection
   Working Papers, Örebro University, Swedish Business School
   Also in
   Economics, Department of Economics, Central bank of iceland (2007)
4. FDI and Job Creation in China
   Working Paper Series, Research Institute of Industrial Economics

2006

5. Bayesian simultaneous determination of structural breaks and lag lengths
   Working Paper Series in Economics and Finance, Stockholm School of Economics

2005

6. Forecast Combination and Model Averaging Using Predictive Measures
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in
   Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2005) View citations
   See Also Journal Article in Econometric Reviews (2007)

2004

7. Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach
   Working Paper Series in Economics and Finance, Stockholm School of Economics
8. Seasonality, Cycles and Unit Roots
   Econometric Society 2004 Australasian Meetings, Econometric Society

2002

9. Asymptotics for random effects models with serial correlation
   10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data
10. Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) View citations
    See Also Journal Article in Journal of Forecasting (2004)

2001

11. Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation
    Working Paper Series in Economics and Finance, Stockholm School of Economics
12. Specification and estimation of random effects models with serial correlation of general form
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations

2000

13. Bootstrapping Error Component Models
    Working Paper Series in Economics and Finance, Stockholm School of Economics
14. Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society
    Also in
    Working Paper Series in Economics and Finance, Stockholm School of Economics (2000)
    See Also Journal Article in Empirical Economics (2004)

1999

15. On the power and interpretation of panel unit root tests
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations
    See Also Journal Article in Economics Letters (2000)
16. RePEc and S-WoPEc: Internet access to electronic preprints in Economics
    RePEc and ReDIf documentation, RePEc Team
17. Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations

1997

18. Computationally Efficient Double Bootstrap Variance Estimation
    Working Paper Series in Economics and Finance, Stockholm School of Economics
    See Also Journal Article in Computational Statistics & Data Analysis (2000)
19. Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures
    Working Paper Series in Economics and Finance, Stockholm School of Economics View citations

1994

20. Numerical Aspects of Bayesian VAR-modeling
    Working Paper Series in Economics and Finance, Stockholm School of Economics

1989

21. FORECASTING WITH BAYESIAN VECTOR AUTOREGRESSIONS
    Purdue University Economics Working Papers, Purdue University, Department of Economics

Journal Articles

2007

1. Forecast Combination and Model Averaging Using Predictive Measures
   Econometric Reviews, 2007, 26, (2-4), 329-363 View citations
   See Also Working Paper (2005)

2004

2. Finding good predictors for inflation: a Bayesian model averaging approach
   Journal of Forecasting, 2004, 23, (7), 479-496 View citations
   See Also Working Paper (2002)
3. Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects
   Empirical Economics, 2004, 29, (1), 79-88 View citations
   See Also Working Paper (2000)

2000

4. Computationally efficient double bootstrap variance estimation
   Computational Statistics & Data Analysis, 2000, 33, (3), 237-247
   See Also Working Paper (1997)
5. On the power and interpretation of panel unit root tests
   Economics Letters, 2000, 66, (3), 249-255 View citations
   See Also Working Paper (1999)

1997

6. Numerical Methods for Estimation and Inference in Bayesian VAR-Models
   Journal of Applied Econometrics, 1997, 12, (2), 99-132 View citations

1993

7. Forecasting the Swedish unemployment rate VAR vs. transfer function modelling
   International Journal of Forecasting, 1993, 9, (1), 61-76 View citations

Software Items

2008

1. ARCHQQ: Stata module to generate Q-Q plot and distribution tests for ARCH models
   Statistical Software Components, Boston College Department of Economics
2. ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series
   Statistical Software Components, Boston College Department of Economics
3. ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials
   Statistical Software Components, Boston College Department of Economics
4. NEWSIMPACT: Stata module to compute news impact curve for ARCH models
   Statistical Software Components, Boston College Department of Economics

2004

5. remi: Mirror RePEc data
   RePEc scripts, RePEc Team