Access Statistics for Tore Selland Kleppe

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility	1	2	2	27	1	3	5	26
Efficient high-dimensional importance sampling in mixture frameworks	0	0	0	55	0	2	2	154
Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time	0	0	0	34	0	0	0	79
Simulated Maximum Likelihood Estimation for Latent Diffusion Models	0	0	0	19	0	0	0	82
Simulated Maximum Likelihood Estimation for Latent Diffusion Models	0	0	0	2	0	0	0	31
Simulated Maximum Likelihood Estimation for Latent Diffusion Models	0	0	0	34	0	1	1	86
Simulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models	0	0	0	7	0	0	0	51
Simulated maximum likelihood for general stochastic volatility models: a change of variable approach	0	0	0	58	0	1	2	175
Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models	0	0	1	19	0	0	2	86
Trade with Endogenous Transportation Costs: The Value of LNG Exports	0	0	0	24	0	0	0	97
Trade with Endogenous Transportation Costs: The Value of LNG Exports	0	0	1	51	0	0	1	89
Total Working Papers	1	2	4	330	1	7	13	956

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Adaptive Step Size Selection for Hessian-Based Manifold Langevin Samplers	0	0	0	0	1	1	1	7
Building and Fitting Non‐Gaussian Latent Variable Models via the Moment‐Generating Function	0	0	0	13	0	1	1	90
Can limits‐to‐arbitrage from bounded storage improve commodity term‐structure modeling?	0	0	0	4	0	0	3	99
Efficient importance sampling in mixture frameworks	0	0	1	14	0	0	4	42
Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices	0	0	0	3	0	1	1	6
Estimating the competitive storage model: A simulated likelihood approach	0	0	1	8	0	0	2	113
Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling	0	1	1	13	0	1	1	110
How regular are directional movements in commodity and asset prices? A Wald test	0	0	0	0	0	0	1	28
Introducing localgauss, an R Package for Estimating and Visualizing Local Gaussian Correlation	0	0	0	4	0	1	1	25
Maximum likelihood estimation of partially observed diffusion models	0	0	0	10	0	1	3	94
On the behavior of commodity prices when speculative storage is bounded	0	1	2	31	2	3	6	83
Price Dynamics in Biological Production Processes Exposed to Environmental Shocks	0	0	0	13	0	1	1	40
The Gibbs sampler with particle efficient importance sampling for state-space models*	0	0	0	1	1	2	3	7
Time Commitments in LNG Shipping and Natural Gas Price Convergence	0	1	1	5	1	2	2	15
Trade with endogenous transportation costs: The case of liquefied natural gas	1	1	1	9	1	1	2	51
Total Journal Articles	1	4	7	128	6	15	32	810

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Statistics updated 2025-05-12