Centres, groups and other initiatives

Centre for Applied and Theoretical Econometrics (CATE)

Recent working papers by CATE members:

  • Florian Bechtold, Fabian Harang and Nimit Rana (2022): Non-linear Young equations in the plane and pathwise regularization by noise for the stochastic wave equation. PDF
  • F. Harang, S. Tindel and X. Wang (2022): Volterra equations driven by rough signals 3: Probabilistic construction of the Volterra rough path for fractional Brownian motions. PDF
  • G. Sucarrat (2020): Identification of Volatility Proxies as Expectations of Squared Financial Return. PDF
  • G. Sucarrat (2020): garchx: Flexible and Robust GARCH-X Modelling. PDF
  • S. Gharsallah and G. Sucarrat (2019): Hvor presise er prognosene i Nasjonalbudsjettet? PDF
  • G. Sucarrat (2019): User-Specified General-to-Specific and Indicator Saturation Methods. PDF
  • G. Sucarrat (2018): The Log-GARCH Model via ARMA Representations. PDF
  • E. Eriksen and A. Siqveland (2017): On the Generalized Burnside Theorem. PDF
  • N. Foldnes and S. Grønneberg (2016): New testing procedures for Structural Equation Modeling. PDF
  • A. Escribano and G. Sucarrat (2016): Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility. PDF
  • S. Grønneberg and G. Sucarrat (2016): Models of Financial Returns With Time-Varying Zero Probability. PDF
  • F. Pretis, J. Reade and G. Sucarrat (2016): General-to-Specific (GETS) Modelling and Indicator Saturation With the R package gets. PDF
  • B. Holcblat and S. Grønneberg (2015): Why Has Econometric Inference Been Possible? PDF
  • B. Holcblat and S. Grønneberg (2015): Previously-Used Data and Past-Realized Data: A Puzzle for Bayesian and Classical Inference Theories. PDF