Centre for Applied and Theoretical Econometrics (CATE)

Publications by CATE members since 2016:

  • 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 (DOI)
  • S. Grønneberg and N. Foldnes (forthcoming), The Asymptotic Covariance Matrix and its Use in Simulation Studies. Structural Equation Modeling (DOI)
  • S. Grønneberg and N. Foldnes (forthcoming), Approximating Test Statistics Using Eigenvalue Block Averaging. Structural Equation Modeling (DOI)
  • F. Pretis, J. Reade and G. Sucarrat (Forthcoming), General-to-Specific (GETS) Modelling and Indicator Saturation With the R Package gets. Journal of Statistical Software
  • S.-E. Fleten, J. Mauritzen and C.J. Ullrich (forthcoming), The Other Renewable: Hydropower Upgrades and Renewable Portfolio Standards. The Energy Journal
  • C. Francq and G. Sucarrat (Forthcoming), An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation. Journal of Financial Econometrics
  • G. Sucarrat and A. Escribano (Forthcoming), Estimation of Log-GARCH Models in the Presence of Zero Returns. European Journal of Finance
  • 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)