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Numerical aspects of Bayesian VAR-modeling
Kadiyala, K. Rao; Karlsson, Sune - 1994
Persistent link: https://www.econbiz.de/10000885969
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Computationally efficient double bootstrap variance estimation
Karlsson, Sune; Löthgren, Mickael - 1997
Persistent link: https://www.econbiz.de/10000958068
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Testing and correcting for sample selection bias in discrete choice contingent valuation studies
Eklöf, Jan A.; Karlsson, Sune - 1997
Persistent link: https://www.econbiz.de/10000961922
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Forecasting the Swedish unemployment rate : VAR vs. transfer function modelling
Edlund, Per-Olov; Karlsson, Sune - 1992
Persistent link: https://www.econbiz.de/10000834760
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Forecasting the Swedish unemployment rate : VAR vs. tranfer function modelling
Edlund, Per-Olov; Karlsson, Sune - 1992
Persistent link: https://www.econbiz.de/10000835356
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Lag-length selection in VAR-models using equal and unequal lag-length procedures
Gredenhoff, Mikael P.; Karlsson, Sune - 1997
Persistent link: https://www.econbiz.de/10000968575
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Forecasting with Bayesian vector autoregressions
Kadiyala, K. Rao; Karlsson, Sune - 1989
Persistent link: https://www.econbiz.de/10000789198
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Bayesian analysis of vector autoregressions
Karlsson, Sune - 1989
Persistent link: https://www.econbiz.de/10000803556
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Bootstrapping error component models
Andersson, Michael K.; Karlsson, Sune - 1999
Persistent link: https://www.econbiz.de/10001354737
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Numerical methods for estimation and inference in Bayesian VAR-models
Kadiyala, K. Rao - In: Journal of applied econometrics 12 (1997) 2, pp. 99-132
Persistent link: https://www.econbiz.de/10001218336