Tore Selland Kleppe

University of Stavanger

Associate Professor

PB 8002

Stavanger, 4036

Norway

SCHOLARLY PAPERS

6

DOWNLOADS

290

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (6)

Trade with Endogenous Transportation Costs: The Value of LNG Exports

CESifo Working Paper Series No. 5222
Number of pages: 24 Posted: 10 Mar 2015
Atle Oglend, Petter Osmundsen and Tore Selland Kleppe
University of Stavanger, University of Stavanger and University of Stavanger
Downloads 52 (388,157)

Abstract:

Loading...

LNG, natural gas, export, trade policy

Trade with Endogenous Transportation Costs: The Value of LNG Exports

USAEE Working Paper Forthcoming
Number of pages: 23 Posted: 20 Apr 2015
Atle Oglend, Petter Osmundsen and Tore Selland Kleppe
University of Stavanger, University of Stavanger and University of Stavanger
Downloads 48 (402,425)

Abstract:

Loading...

LNG; natural gas; export; trade policy

2.

Efficient High-Dimensional Importance Sampling in Mixture Frameworks

Number of pages: 42 Posted: 26 Nov 2011
Tore Selland Kleppe and Roman Liesenfeld
University of Stavanger and University of Cologne, Department of Economics
Downloads 64 (345,529)

Abstract:

Loading...

Dynamic latent variable model, Importance sampling, Marginalized likelihood, Mixture, Monte Carlo, Realized Volatility, Stochastic volatility

3.

The Gibbs Sampler with Particle Efficient Importance Sampling for State-Space Models

Number of pages: 43 Posted: 07 Jan 2016 Last Revised: 22 Feb 2017
Oliver Grothe, Tore Selland Kleppe and Roman Liesenfeld
KIT, University of Stavanger and University of Cologne, Department of Economics
Downloads 59 (359,833)

Abstract:

Loading...

Ancestor sampling, Dynamic latent variable models, Efficient importance sampling, Markov chain Monte Carlo, Sequential importance sampling

4.

Bandwidth Selection in Pre-Smoothed Particle Filters

Number of pages: 32 Posted: 16 Jun 2012
Tore Selland Kleppe and Hans Skaug
University of Stavanger and University of Bergen
Downloads 33 (453,886)

Abstract:

Loading...

Dynamic Stochastic general equilibrium, Particle filter, Smoothing

5.

Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility

Number of pages: 42 Posted: 23 Aug 2019
Tore Selland Kleppe, Roman Liesenfeld, Guilherme V. Moura and Atle Oglend
University of Stavanger, University of Cologne, Department of Economics, Universidade Federal de Santa Catarina (UFSC) - Department of Economics and University of Stavanger
Downloads 26 (488,226)

Abstract:

Loading...

Commodities, Bayesian inference, Dynamic Nelson-Siegel model, State space model, Wishart stochastic volatility

6.

Pseudo-Marginal Hamiltonian Monte Carlo with Efficient Importance Sampling

Number of pages: 29 Posted: 03 Jan 2019
Kjartan Kloster Osmundsen, Tore Selland Kleppe and Roman Liesenfeld
University of Stavanger - Department of Mathematics and Physics, University of Stavanger and University of Cologne, Department of Economics
Downloads 8 (595,778)

Abstract:

Loading...

Hamiltonian Monte Carlo, Efficient Importance Sampling, Bayesian Hierarchical Models, State Space Models