Steffen Grønneberg
Associate Professor - Department of Economics at BI Norwegian Business School
Schools
- BI Norwegian Business School
Links
Biography
BI Norwegian Business School
ACADEMIC DEGREES
2011 University of Oslo, Institute of Mathematics Ph.D.
WORK EXPERIENCE
2011 - Present BI Norwegian Business School Associate professor
CHAPTERS
Grønneberg, Steffen.
The Copula Information Criterion and Its Implications for the Maximum Pseudo-Likelihood Estimator. I: Dependence modeling: vine copula handbook. World Scientific 2011 ISBN 978-9814299879. p. 113-138 UiO
SCIENTIFIC ARTICLES
Foldnes, Njål; Grønneberg, Steffen.
Approximating Test Statistics Using Eigenvalue Block Averaging. Structural Equation Modeling 2017 BI
Foldnes, Njål; Grønneberg, Steffen.
Covariance Model Simulation Using Regular Vines. Psychometrika 2017 BI
Foldnes, Njål; Grønneberg, Steffen.
The asymptotic covariance matrix and its use in simulation studies. Structural Equation Modeling 2017 BI
Sucarrat, Genaro; Grønneberg, Steffen; Escribano, Alvaro.
Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown. Computational Statistics & Data Analysis 2015 ;Volume 100. p. 582-594 BI
Foldnes, Njål; Grønneberg, Steffen.
How general is the Vale-Maurelli simulation approach?. Psychometrika 2014 ;Volume 80.(4) p. 1066-1083 BI
Grønneberg, Steffen; Hjort, Nils Lid.
The Copula Information Criteria. Scandinavian Journal of Statistics 2014 ;Volume 41.(2) p. 436-459 BI UiO
Grønneberg, Steffen; Hjort, Nils Lid.
On the errors committed by sequences of estimator functionals. Mathematical Methods of Statistics 2011 ;Volume 20.(4) p. 327-346 BI UiO
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