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 0 3 28 2 2 6 29
Efficient high-dimensional importance sampling in mixture frameworks 0 0 0 55 5 5 7 159
Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time 0 0 0 34 1 3 4 83
Simulated Maximum Likelihood Estimation for Latent Diffusion Models 0 0 0 19 2 3 3 85
Simulated Maximum Likelihood Estimation for Latent Diffusion Models 0 1 1 35 1 3 6 91
Simulated Maximum Likelihood Estimation for Latent Diffusion Models 0 1 1 3 4 7 9 40
Simulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models 0 0 0 7 1 2 4 55
Simulated maximum likelihood for general stochastic volatility models: a change of variable approach 0 0 0 58 2 3 6 180
Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models 0 0 0 19 1 1 3 89
Trade with Endogenous Transportation Costs: The Value of LNG Exports 0 0 0 51 1 1 3 92
Trade with Endogenous Transportation Costs: The Value of LNG Exports 0 0 0 24 0 1 1 98
Total Working Papers 0 2 5 333 20 31 52 1,001


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 2 5 8 14
Building and Fitting Non‐Gaussian Latent Variable Models via the Moment‐Generating Function 0 1 1 14 4 5 6 95
Can limits‐to‐arbitrage from bounded storage improve commodity term‐structure modeling? 0 0 0 4 4 9 10 109
Efficient importance sampling in mixture frameworks 0 0 0 14 4 5 8 50
Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices 0 0 1 4 0 2 5 10
Estimating the competitive storage model: A simulated likelihood approach 0 0 0 8 14 14 16 129
Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling 1 1 2 14 3 5 8 117
How regular are directional movements in commodity and asset prices? A Wald test 0 0 0 0 2 5 5 33
Introducing localgauss, an R Package for Estimating and Visualizing Local Gaussian Correlation 0 0 0 4 1 2 3 27
Maximum likelihood estimation of partially observed diffusion models 0 0 0 10 6 8 12 105
On the behavior of commodity prices when speculative storage is bounded 0 0 2 32 4 7 14 94
Price Dynamics in Biological Production Processes Exposed to Environmental Shocks 0 0 0 13 0 3 6 45
The Gibbs sampler with particle efficient importance sampling for state-space models* 0 0 0 1 2 4 7 12
Time Commitments in LNG Shipping and Natural Gas Price Convergence 0 0 1 5 1 1 4 17
Trade with endogenous transportation costs: The case of liquefied natural gas 0 0 1 9 2 3 8 58
Total Journal Articles 1 2 8 132 49 78 120 915


Statistics updated 2026-02-12