Access Statistics for Tore Selland Kleppe

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 0 2 2 27 0 2 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 2 1 1 1 32
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 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 1 1 3 176
Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models 0 0 0 19 0 0 1 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 0 2 3 330 2 7 14 958


Journal Article File Downloads Abstract Views
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 0 1 1 7
Building and Fitting Non‐Gaussian Latent Variable Models via the Moment‐Generating Function 0 0 0 13 0 0 1 90
Can limits‐to‐arbitrage from bounded storage improve commodity term‐structure modeling? 0 0 0 4 0 0 2 99
Efficient importance sampling in mixture frameworks 0 0 0 14 0 0 2 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 1 1 3 114
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 0 28
Introducing localgauss, an R Package for Estimating and Visualizing Local Gaussian Correlation 0 0 0 4 0 0 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 1 31 1 4 6 84
Price Dynamics in Biological Production Processes Exposed to Environmental Shocks 0 0 0 13 0 0 1 40
The Gibbs sampler with particle efficient importance sampling for state-space models* 0 0 0 1 1 2 4 8
Time Commitments in LNG Shipping and Natural Gas Price Convergence 0 0 1 5 0 1 2 15
Trade with endogenous transportation costs: The case of liquefied natural gas 0 1 1 9 0 1 2 51
Total Journal Articles 0 3 5 128 3 13 30 813


Statistics updated 2025-06-06