Sune Karlsson

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Statistical inference for the tangency portfolio in high dimension
Statistics
2021-11-08Paper
A hybrid time-varying parameter Bayesian VAR analysis of Okun's law in the United States
Economics Letters
2021-02-09Paper
The relation between the corporate bond-yield spread and the real economy: stable or time-varying?
Economics Letters
2020-02-05Paper
Corrigendum to ``Bayesian reduced rank regression in econometrics
Journal of Econometrics
2017-09-28Paper
Bayesian Simultaneous Determination of Structural Breaks and Lag Lengths
Studies in Nonlinear Dynamics & Econometrics
2010-07-02Paper
Bayesian forecast combination for VAR models
Bayesian Econometrics
2010-06-30Paper
Forecast Combination and Model Averaging Using Predictive Measures
Econometric Reviews
2007-06-20Paper
Bootstrapping error component model
Computational Statistics
2003-03-09Paper
Selection in VAR-models using equal and unequal lag-length procedures
Computational Statistics
2000-03-01Paper


Research outcomes over time


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