EconPapers    
Economics at your fingertips  
 

Details about Sune Karlsson

E-mail:
Homepage:http://www.oru.se/personal/sune_karlsson
Workplace:Handelshögskolan (Business School), Örebro Universitet (Örebro University), (more information at EDIRC)

Sune Karlsson edits the NEP report on Econometrics.

Access statistics for papers by Sune Karlsson.

Last updated 2017-02-21. Update your information in the RePEc Author Service.

Short-id: pka1


Jump to Journal Articles Chapters Software Items

Working Papers

2015

  1. Bayesian Inference in Regression Models with Ordinal Explanatory Variables
    Working Papers, Örebro University, School of Business Downloads

2012

  1. Conditional posteriors for the reduced rank regression model
    Working Papers, Örebro University, School of Business Downloads View citations (2)
  2. Forecasting with Bayesian Vector Autoregressions
    Working Papers, Örebro University, School of Business Downloads View citations (4)
    See also Chapter (2013)

2007

  1. An Embarrassment of Riches: Forecasting Using Large Panels
    Working Papers, Örebro University, School of Business Downloads
    Also in Economics, Department of Economics, Central bank of Iceland (2007) Downloads
  2. Bayesian Forecast Combination for VAR Models
    Working Papers, Örebro University, School of Business Downloads View citations (25)
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2007) Downloads View citations (6)
  3. Computational Efficiency in Bayesian Model and Variable Selection
    Working Papers, Örebro University, School of Business Downloads View citations (2)
    Also in Economics, Department of Economics, Central bank of Iceland (2007) Downloads
  4. FDI and Job Creation in China
    Working Paper Series, Research Institute of Industrial Economics Downloads View citations (2)

2006

  1. Bayesian simultaneous determination of structural breaks and lag lengths
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2008)

2005

  1. Forecast Combination and Model Averaging Using Predictive Measures
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (12)
    Also in Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) (2005) Downloads View citations (12)

    See also Journal Article in Econometric Reviews (2007)

2004

  1. Choosing Factors in a Multifactor Asset Pricing Model: A Bayesian Approach
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads
  2. Seasonality, Cycles and Unit Roots
    Econometric Society 2004 Australasian Meetings, Econometric Society Downloads View citations (1)

2002

  1. Asymptotics for random effects models with serial correlation
    10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data Downloads
  2. Finding Good Predictors for Inflation: A Bayesian Model Averaging Approach
    Working Paper Series, Sveriges Riksbank (Central Bank of Sweden) Downloads View citations (11)
    See also Journal Article in Journal of Forecasting (2004)

2001

  1. Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads
  2. Specification and estimation of random effects models with serial correlation of general form
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (1)

2000

  1. Bootstrapping Error Component Models
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics
  2. 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 Downloads
    Also in SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (2000) Downloads

1999

  1. On the power and interpretation of panel unit root tests
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (2)
    See also Journal Article in Economics Letters (2000)
  2. RePEc and S-WoPEc: Internet access to electronic preprints in Economics
    RePEc and ReDIf documentation, RePEc Team Downloads View citations (2)
  3. Testing and Correcting for Sample Selection Bias in Discrete Choice Contingent Valuation Studies
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (4)

1997

  1. Computationally Efficient Double Bootstrap Variance Estimation
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (1)
    See also Journal Article in Computational Statistics & Data Analysis (2000)
  2. Lag-length Selection in VAR-models Using Equal and Unequal Lag-Length Procedures
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (3)

1994

  1. Numerical Aspects of Bayesian VAR-modeling
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads
    See also Journal Article in Journal of Applied Econometrics (1997)

1989

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

Journal Articles

2009

  1. Foreign Firms and Chinese Employment
    The World Economy, 2009, 32, (1), 178-201 Downloads View citations (7)

2008

  1. Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths
    Studies in Nonlinear Dynamics & Econometrics, 2008, 12, (3), 1-29 Downloads View citations (1)
    See also Working Paper (2006)

2007

  1. Forecast Combination and Model Averaging Using Predictive Measures
    Econometric Reviews, 2007, 26, (2-4), 329-363 Downloads View citations (63)
    See also Working Paper (2005)

2004

  1. Finding good predictors for inflation: a Bayesian model averaging approach
    Journal of Forecasting, 2004, 23, (7), 479-496 Downloads View citations (25)
    See also Working Paper (2002)

2000

  1. Computationally efficient double bootstrap variance estimation
    Computational Statistics & Data Analysis, 2000, 33, (3), 237-247 Downloads
    See also Working Paper (1997)
  2. On the power and interpretation of panel unit root tests
    Economics Letters, 2000, 66, (3), 249-255 Downloads View citations (114)
    See also Working Paper (1999)

1997

  1. Numerical Methods for Estimation and Inference in Bayesian VAR-Models
    Journal of Applied Econometrics, 1997, 12, (2), 99-132 Downloads View citations (273)
    See also Working Paper (1994)

1993

  1. Forecasting the Swedish unemployment rate VAR vs. transfer function modelling
    International Journal of Forecasting, 1993, 9, (1), 61-76 Downloads View citations (8)

Chapters

2013

  1. Forecasting with Bayesian Vector Autoregression
    Elsevier Downloads View citations (8)
    See also Working Paper (2012)

Software Items

2016

  1. remi: Mirror RePEc data
    RePEc scripts, RePEc Team Downloads

2008

  1. ARCHQQ: Stata module to generate Q-Q plot and distribution tests for ARCH models
    Statistical Software Components, Boston College Department of Economics Downloads
  2. ARMADIAG: Stata module to compute post-estimation residual diagnostics for time series
    Statistical Software Components, Boston College Department of Economics Downloads
  3. ARMAROOTS: Stata module to compute roots of AR- and MA-polynomials
    Statistical Software Components, Boston College Department of Economics Downloads
  4. NEWSIMPACT: Stata module to compute news impact curve for ARCH models
    Statistical Software Components, Boston College Department of Economics Downloads
 
Page updated 2017-02-25