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Centres, groups and other initiatives

Centre for Applied and Theoretical Econometrics (CATE)

Published and forthcoming research (peer reviewed) by CATE members:

  • Eggen, Mari Dahl; Dahl, Kristina Rognlien, Näsholm, Sven Peter & Mæland, Steffen (2022). Stochastic Modeling of Stratospheric Temperature. Mathematical Geosciences 54, pp. 651-678 (DOI)
  • Dahl, Kristina Rognlien & Eyjolfsson, Heidar (2022). Self-exciting jump processes and their asymptotic behaviour. Stochastics: An International Journal of Probability and Stochastic Processes (DOI)
  • Dahl, Kristina Rognlien & Dordevic, Jasmina (2022). Stochastic optimal control of pre-exposure prophylaxis for HIV infection. Mathematical Medicine and Biology (DOI)
  • Straume, H. M., Asche, F., Oglend, A., Abrahamsen, E. B., Birkenbach, A. M., Langguth, J., & Roll, K. H. (2022). Impacts of Covid-19 on Norwegian salmon exports: A firm-level analysis. Aquaculture 561 (DOI)
  • Lucio Galeati, Fabian Harang and Avi Mayorcas (2022). Distribution dependent SDEs driven by additive continuous noise. Electronic Journal of Probability 27, pp. 1-38 (DOI)
  • Lucio Galeati, Fabian Harang and Avi Mayorcas (2022). Distribution dependent SDEs driven by fractional Brownian motion with singular coefficients. Probability Theory and Related Fields (DOI)
  • Fabian A. Harang, Samy Tindel and Xiaohua Wang (2022). Volterra equations driven by rough signals 2: Higher-order expansions. Stochastics and Dynamics (DOI)
  • F. Asche, B. Yang, J.A. Gephart, M.D. Smith, J.L. Anderson, E.V. Camp, T.M. Garlock, D.C. Love, A. Oglend and H.M. Straume (2022). China’s seafood imports—Not for domestic consumption?. Science 375, pp. 386-388 (DOI)
  • C. Francq and G. Sucarrat (forthcoming), Volatility Estimation when the Zero-Process is Nonstationary. Journal of Business and Economic Statistics (DOI)
  • F. Asche, A. Oglend and H.M. Straume (forthcoming). Estimating Pricing Rigidities in Bilateral Transactions Markets. American Journal of Agricultural Economics
  • S. Grønneberg and N. Foldnes (forthcoming), The sensitivity of structural equation modeling with ordinal data to underlying non-normality and observed distributional forms. Psychological Methods (DOI)
  • J. Mauritzen and G. Sucarrat (forthcoming), Aggregating or diversifying risk? Tail correlations, transmission flows and prices across wind power areas. The Energy Journal 39 (DOI)
  • G. Sucarrat (2021), Identification of Volatility Proxies as Expectations of Squared Financial Return. International Journal of Forecasting 37, pp. 1677-1690 (DOI)
  • S. Grønneberg, J. Moss and N. Foldnes (2020), Partial identification of latent correlations with binary data. Psychometrika (DOI)
  • A. Oglend and H.M. Straume (2020). Futures market hedging efficiency in a new futures exchange: Effects of trade partner diversification. Journal of Futures Markets 40 (DOI)
  • E. Eriksen (2020), Iterated Extensions and Uniserial Length Categories, Algebras and Representation Theory. (DOI)
  • F. Asche, A. Oglend and H.M. Straume (2020). Tools of the trade: trade flexibility with respect to margins and buyers. Empirical Economics (DOI)
  • G. Sucarrat and S. Grønneberg (2020), Risk Estimation with a Time Varying Probability of Zero Returns. Journal of Financial Econometrics (DOI)
  • J. Mauritzen (2020), Are solar panels commodities? A Bayesian hierarchical approach to detecting quality differences and asymmetric information. European Journal of Operational Research 280 (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 (2020), User-Specified General-to-Specific and Indicator Saturation Methods The R Journal 12 (PDF)
  • S. Gharsallah and G. Sucarrat (2020), Hvor presise er prognosene i Nasjonalbudsjettet? Samfunnsøkonomen 134 (PDF)
  • S. Grønneberg and B. Holcblat (2019), On Partial-Sum Processes of ARMAX Residuals. Annals of Statistics 47 (DOI)
  • H.M. Straume, U.A. Landazuri-Tveteraas and A. Oglend (2019). Insights from transaction data. Aquaculture Economics and Management (DOI)
  • S. Grønneberg and N. Foldnes (2019), Testing Model Fit by Bootstrap Selection. Structural Equation Modeling (DOI)
  • A.L. Cojocaru, F. Asche, R.B.M. Pincinato and H.M. Straume (2019). Where Are the Fish Landed? An Analysis of Landing Plants in Norway. Land Economics. (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
  • A. Oglend and H.M. Straume (2019). Pricing Efficiency across Destination Markets for Norwegian Salmon Exports. Aquaculture Economics and Management (DOI)
  • 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)
  • F. Asche, A.L. Cojocaru, I. Gaasland and H.M. Straume (2018), Cod stories: Trade dynamics and duration for Norwegian cod exports. Journal of Commodity Markets 12, pp. 71-79 (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)

The Centre for Applied and Theoretical Econometrics (CATE) was created in 2016. For published research before 2016, see the members' webpages