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Tore Selland Kleppe

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Personal Details

First Name: Tore
Middle Name: Selland
Last Name: Kleppe
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RePEc Short-ID: pkl71

Email:
Homepage: http://www.uib.no/People/tkl083/
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Affiliation

Universitetet i Bergen - Matematisk institutt (University of Bergen - Department of Mathematics)
Homepage: http://www.math.uib.no
Location: Norway, Bergen

Works

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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, Singapore Management University, School of Economics 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, Singapore Management University, School of Economics 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, Singapore Management University, School of Economics 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.

Articles

  1. Kleppe, Tore Selland & Liesenfeld, Roman, 2014. "Efficient importance sampling in mixture frameworks," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 76(C), pages 449-463.
  2. Kleppe, Tore Selland & Yu, Jun & Skaug, Hans J., 2014. "Maximum likelihood estimation of partially observed diffusion models," Journal of Econometrics, Elsevier, Elsevier, vol. 180(1), pages 73-80.
  3. Kleppe, Tore Selland & Skaug, Hans Julius, 2012. "Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 56(11), pages 3105-3119.
  4. 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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