Centres, groups and other initiatives

Centre for Applied and Theoretical Econometrics (CATE)

Published/forthcoming research by CATE members since 2016:

  • E. Eriksen (2020), Iterated Extensions and Uniserial Length Categories, Algebras and Representation Theory. (DOI)
  • G. Sucarrat and S. Grønneberg (forthcoming), Risk Estimation with a Time Varying Probability of Zero Returns. Journal of Financial Econometrics (DOI)
  • J. Mauritzen (forthcoming), Are solar panels commodities? A Bayesian hierarchical approach to detecting quality differences and asymmetric information. European Journal of Operational Research 280 (DOI)
  • S. Grønneberg and B. Holcblat (forthcoming), On Partial-Sum Processes of ARMAX Residuals. Annals of Statistics
  • A. Oglend and H.M. Straume (forthcoming). Pricing Efficiency across Destination Markets for Norwegian Salmon Exports. Aquaculture Economics and Management
  • S. Grønneberg and N. Foldnes (forthcoming), Testing Model Fit by Bootstrap Selection. Structural Equation Modeling (DOI)
  • A.L. Cojocaru, F. Asche, R.B.M. Pincinato and H.M. Straume (forthcoming). Where Are the Fish Landed? An Analysis of Landing Plants in Norway. Land Economics
  • F. Asche, A.L. Cojocaru, I. Gaasland and H.M. Straume (forthcoming), Cod stories: Trade dynamics and duration for Norwegian cod exports. Journal of Commodity Markets 12, pp. 71-79 (DOI)
  • S.-E. Fleten, J. Mauritzen and C.J. Ullrich (forthcoming), The Other Renewable: Hydropower Upgrades and Renewable Portfolio Standards. The Energy Journal 39 (DOI)
  • G. Sucarrat (2019), The Log-GARCH Model via ARMA Representations. In J. Chevallier, S. Goutte, D. Guerreiro, S. Saglio and B. Sanhaji (Eds.): Financial Mathematics, Volatility and Covariance Modelling Volume 2, Routledge
  • T.P. Tangerås and J. Mauritzen (2019), Real‐time versus day‐ahead market power in a hydro‐based electricity market. The Journal of Industrial Economics 39 (DOI)
  • G. Sucarrat and A. Escribano (2018), Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility. Energy Economics 74, pp. 287-298 (DOI)
  • S. Grønneberg and N. Foldnes (2018), Approximating Test Statistics Using Eigenvalue Block Averaging. Structural Equation Modeling 25, pp. 101-114 (DOI)
  • F. Pretis, J. Reade and G. Sucarrat (2018), General-to-Specific (GETS) Modelling and Indicator Saturation With the R Package gets. Journal of Statistical Software 86, pp. 1-44 (DOI)
  • R. Ile and T.S. Gustavsen (2018), Deformations of rational surface singularities and reflexive modules with an application to flops. Adv. Math. 340, pp. 1108–1140 (DOI)
  • C. Francq and G. Sucarrat (2018), An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation. Journal of Financial Econometrics 16, pp. 129-154 (DOI)
  • G. Sucarrat and A. Escribano (2018), Estimation of Log-GARCH Models in the Presence of Zero Returns. European Journal of Finance 24, pp. 809-827 (DOI)
  • S. Grønneberg and N. Foldnes (2017), The Asymptotic Covariance Matrix and its Use in Simulation Studies. Structural Equation Modeling 24, pp. 881-896 (DOI)
  • S. Grønneberg and N. Foldnes (2017), Covariance Model Simulation Using Regular Vines. Psychometrika pp. 1-17 (DOI)
  • J. Mauritzen (2017), Cost, Contractors and Scale: An Empirical Analysis of the California Solar Market. The Energy Journal (DOI)
  • E. Eriksen, O.A. Laudal and A. Siqveland (2017), Noncommutative Deformation Theory. Chapman and Hall/CRC
  • H.M. Straume (2017), Here Today, Gone Tomorrow: The Duration of Norwegian Salmon Export. Aquaculture Economics and Management (DOI)
  • J. Mauritzen (2017), The Effect of Oil Prices on Field Production: Evidence from the Norwegian Continental Shelf. Oxford Bulletin of Economics and Statistics (DOI)
  • C. Francq and G. Sucarrat (2017), Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Return. Journal of Multivariate Analysis (DOI)
  • N. Foldnes and U.H. Olsson (2016), A Simple Simulation Technique for Nonnormal Data with Prespecified Skewness, Kurtosis, and Covariance Matrix. Multivariate Behavioral Research (DOI)
  • G. Sucarrat, S. Grønneberg and A. Escribano (2016), Estimation and Inference in Univariate and Multivariate Log-GARCH-X Models When the Conditional Density is Unknown. Computational Statistics and Data Analysis (DOI)
  • D. Kreiberg, T. Söderström and F. Yang-Wallentin (2016), Errors-in-variables system identification using structural equation modeling. Automatica (DOI)