Faculty Profile

Steffen Grønneberg

Associate Professor - Department of Economics

Biography

 Please see my Google Scholar profile for more information.

Publications

Foldnes, Njål & Grønneberg, Steffen (2017)

Approximating Test Statistics Using Eigenvalue Block Averaging

Structural Equation Modeling Doi: 10.1080/10705511.2017.1373021

Foldnes, Njål & Grønneberg, Steffen (2017)

The asymptotic covariance matrix and its use in simulation studies

Structural Equation Modeling, 24(6), s. 881- 896. Doi: 10.1080/10705511.2017.1341320

Grønneberg, Steffen & Foldnes, Njål (2017)

Covariance Model Simulation Using Regular Vines

Psychometrika, 82(4), s. 1035- 1051. Doi: 10.1007/s11336-017-9569-6

We propose a new and flexible simulation method for non-normal data with user-specified marginal distributions, covariance matrix and certain bivariate dependencies. The VITA (VIne To Anything) method is based on regular vines and generalizes the NORTA (NORmal To Anything) method. Fundamental theoretical properties of the VITA method are deduced. Two illustrations demonstrate the flexibility and usefulness of VITA in the context of structural equation models. R code for the implementation is provided.

Sucarrat, Genaro; Grønneberg, Steffen & Escribano, Alvaro (2015)

Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown

Computational Statistics & Data Analysis, 100, s. 582- 594. Doi: 10.1016/j.csda.2015.12.005

Foldnes, Njål & Grønneberg, Steffen (2015)

How general is the Vale-Maurelli simulation approach?

Psychometrika, 80(4), s. 1066- 1083. Doi: 10.1007/s11336-014-9414-0

Grønneberg, Steffen & Hjort, Nils Lid (2014)

The Copula Information Criteria

Scandinavian Journal of Statistics, 41(2), s. 436- 459. Doi: 10.1111/sjos.12042

Grønneberg, Steffen (2011)

The Copula Information Criterion and Its Implications for the Maximum Pseudo-Likelihood Estimator

Kurowicka, Dorota & Joe, Harry (red.). Dependence modeling: vine copula handbook

Grønneberg, Steffen & Hjort, Nils Lid (2011)

On the errors committed by sequences of estimator functionals

Mathematical Methods of Statistics, 20(4), s. 327- 346. Doi: 10.3103/S106653071104003X

Foldnes, Njål; Grønneberg, Steffen & Hermansen, Gudmund Horn (2018)

Statistikk og Dataanalyse

[Textbook]. Cappelen Damm Akademisk.

Academic Degrees
Year Academic Department Degree
2011 University of Oslo, Institute of Mathematics Ph.D.
2011 University of Oslo, Institute of Mathematics Ph.D.
Work Experience
Year Employer Job Title
2011 - Present BI Norwegian Business School Associate professor