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 1 24 0 0 1 20
Efficient high-dimensional importance sampling in mixture frameworks 0 0 0 54 0 0 2 151
Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time 0 0 0 34 0 0 0 78
Simulated Maximum Likelihood Estimation for Latent Diffusion Models 0 0 0 34 0 1 1 84
Simulated Maximum Likelihood Estimation for Latent Diffusion Models 0 0 0 18 0 0 2 79
Simulated Maximum Likelihood Estimation for Latent Diffusion Models 0 0 0 2 0 0 0 31
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 0 2 172
Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models 0 0 0 18 0 0 0 84
Trade with Endogenous Transportation Costs: The Value of LNG Exports 0 0 1 48 0 0 5 84
Trade with Endogenous Transportation Costs: The Value of LNG Exports 0 0 0 22 0 0 0 94
Total Working Papers 0 0 2 319 0 1 13 928


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 0 0 6
Building and Fitting Non‐Gaussian Latent Variable Models via the Moment‐Generating Function 0 0 0 13 0 0 0 89
Can limits‐to‐arbitrage from bounded storage improve commodity term‐structure modeling? 0 0 0 4 2 12 39 89
Efficient importance sampling in mixture frameworks 0 0 0 13 0 0 0 36
Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices 0 0 1 2 0 0 1 3
Estimating the competitive storage model: A simulated likelihood approach 0 0 1 6 7 18 42 103
Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling 0 0 0 12 0 3 9 106
How regular are directional movements in commodity and asset prices? A Wald test 0 0 0 0 0 0 0 27
Introducing localgauss, an R Package for Estimating and Visualizing Local Gaussian Correlation 0 0 0 3 0 0 0 23
Maximum likelihood estimation of partially observed diffusion models 0 0 0 9 0 0 1 89
On the behavior of commodity prices when speculative storage is bounded 0 0 1 26 1 3 6 73
Price Dynamics in Biological Production Processes Exposed to Environmental Shocks 0 0 2 12 0 0 7 36
The Gibbs sampler with particle efficient importance sampling for state-space models* 0 0 0 0 0 0 0 3
Time Commitments in LNG Shipping and Natural Gas Price Convergence 0 1 2 3 0 1 3 9
Trade with endogenous transportation costs: The case of liquefied natural gas 0 0 0 7 0 0 1 48
Total Journal Articles 0 1 7 110 10 37 109 740


Statistics updated 2023-06-05