Recent working papers by CATE members:
- Florian Bechtold, Fabian Harang and Nimit Rana (2022): Non-linear Young equations in the plane and pathwise regularization by noise for the stochastic wave equation.
- F. Harang, S. Tindel and X. Wang (2022): Volterra equations driven by rough signals 3: Probabilistic construction of the Volterra rough path for fractional Brownian motions.
- G. Sucarrat (2020): Identification of Volatility Proxies as Expectations of Squared Financial Return.
- G. Sucarrat (2020): garchx: Flexible and Robust GARCH-X Modelling.
- S. Gharsallah and G. Sucarrat (2019): Hvor presise er prognosene i Nasjonalbudsjettet?
- G. Sucarrat (2019): User-Specified General-to-Specific and Indicator Saturation Methods.
- G. Sucarrat (2018): The Log-GARCH Model via ARMA Representations.
- E. Eriksen and A. Siqveland (2017): On the Generalized Burnside Theorem.
- N. Foldnes and S. Grønneberg (2016): New testing procedures for Structural Equation Modeling.
- A. Escribano and G. Sucarrat (2016): Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility.
- S. Grønneberg and G. Sucarrat (2016): Models of Financial Returns With Time-Varying Zero Probability.
- F. Pretis, J. Reade and G. Sucarrat (2016): General-to-Specific (GETS) Modelling and Indicator Saturation With the R package gets.
- B. Holcblat and S. Grønneberg (2015): Why Has Econometric Inference Been Possible?
- B. Holcblat and S. Grønneberg (2015): Previously-Used Data and Past-Realized Data: A Puzzle for Bayesian and Classical Inference Theories.