Kjartan Kloster Osmundsen

University of Stavanger - Department of Mathematics and Physics

Norway

SCHOLARLY PAPERS

2

DOWNLOADS

57

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

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 37 (514,523)

Abstract:

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

2.

Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices

Number of pages: 31 Posted: 05 Feb 2020
Kjartan Kloster Osmundsen, Tore Selland Kleppe, Roman Liesenfeld and Atle Oglend
University of Stavanger - Department of Mathematics and Physics, University of Stavanger, University of Cologne, Department of Economics and University of Stavanger
Downloads 20 (613,549)

Abstract:

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Commodity price dynamics, Bayesian posterior analysis, Particle marginal Metropolis Hastings, State-space model