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Tore Selland Kleppe


This is information that was supplied by Tore Kleppe in registering through RePEc. If you are Tore Selland Kleppe , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Tore
Middle Name: Selland
Last Name: Kleppe

RePEc Short-ID: pkl71

Postal Address:


Universitetet i Bergen - Matematisk institutt (University of Bergen - Department of Mathematics)
Location: Norway, Bergen


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Working papers

  1. Kleppe, Tore Selland & Liesenfeld, Roman, 2011. "Efficient high-dimensional importance sampling in mixture frameworks," Economics Working Papers 2011,11, Christian-Albrechts-University of Kiel, Department of Economics.
  2. Tore Selland Kleppe & Jun Yu & Hans J. skaug, 2011. "Simulated Maximum Likelihood Estimation for Latent Diffusion Models," Working Papers 10-2011, Singapore Management University, School of Economics.
  3. Tore Selland Kleppe & Jun Yu & Hans J. Skaug, 2010. "Estimating the GARCH Diffusion: Simulated Maximum Likelihood in Continuous Time," Working Papers 13-2010, Singapore Management University, School of Economics.
  4. Tore Selland KLEPPE & Jun YU & Hans J. SKAUG, 2009. "Stimulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models," Working Papers 20-2009, Singapore Management University, School of Economics.
  5. Kleppe, Tore Selland & Skaug, Hans J., 2008. "Simulated maximum likelihood for general stochastic volatility models: a change of variable approach," MPRA Paper 12022, University Library of Munich, Germany.


  1. Kleppe, Tore Selland & Skaug, Hans Julius, 2012. "Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3105-3119.
  2. Tore Selland Kleppe & Hans J. Skaug, 2008. "Building and Fitting Non-Gaussian Latent Variable Models via the Moment-Generating Function," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association, vol. 35(4), pages 664-676.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (4) 2008-12-14 2010-11-27 2011-09-05 2012-01-03. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2008-12-14 2010-11-27. Author is listed
  3. NEP-MIC: Microeconomics (1) 2010-11-27
  4. NEP-ORE: Operations Research (5) 2008-12-14 2010-11-27 2011-09-05 2012-01-03 2012-04-17. Author is listed
  5. NEP-SEA: South East Asia (1) 2011-09-05


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