stat@oru
About this group
Group information
The research in the stat@oru group spans a broad range of statistical issues, from the collection of data, i.e. research in survey methodology, to research in Bayesian and frequentist methods of inference. The research is, more specifically, concerned with the analysis of binary and ordinal data, time series, longitudinal (panel) data, model choice and model uncertainty, and data sets with selection bias.
The research in survey methodology treats problems with non-response in sample surveys, data editing, and the use of register data. The research is in frequently motivated by applications in the fields of economics and finance.
Researchers
Research projects
Active projects
- Analysis of demand equations using mixtures of Tobit models
- Bayesian analysis of dynamic factor models
- Computational efficiency of multiple kernel imputation
- Efficient Stochastic Modeling of Temporal Financial Data within non-Gaussian Random Fields
- Improving Macroeconomic Forecasts and Stabilisation Policies Using High-Frequency Data
- Investigating the impact of multi-scale macroeconomic informations on market risks
- Model selection and model uncertainty in Econometrics
- Quantifying Measurement Errors in Partially Edited Data
- Skewness and kurtosis in portfolio analysis: modelling, estimation and test theory
Completed projects
- Analys av samband mellan BNP per capita och CO2-emission per capita
- Bayesian inference in animal population dynamics
- Copula modelling and decathlon
- Design av undersökning av cykelanvändning
- Drivkrafter energigrödor: marknadsanalys av utbud och framtida utbud på energigrödor för värmeproduktion
- Evaluation of a new system of assigning quarterfinals in ski sprints
- Generalized linear mixed models with applications to credit risk modelling
- Handlingsalternativ för att öka intresset hos lantbrukare att odla energigrödor: en studie om attityder och värderingar
- Higher cumulants for multivariate aggregate claim models
- Macro and financial econometrics after the financial crisis
- Multiple hypotheses testing in small microarray experiments
- Nonlinear cointegration
- Omfattning av FUT i sjukpenningssystemet och i systemet för tillfällig föräldrapenning 2006: Uppskattningar baserad på data mining med blandade fördelningar
- Robust analysis of ordinal data
- Selective editing
- Statistical Analysis of the Optimal Portfolio Weights and their Risk Measures
- Statistical approaches to the analysis of the psychosocial environment
- Statistical estimation strategies using asymptotic arguments
- Statistical methods for paired ordinal data
- Statistical properties of rank based measures
- Svenska konsumenters attityder till miljö- och ursprungsmärkning av fisk
- Undersökning om fiskerättsägares attityder
- Urval av svåråtkomliga populationer
- Wishart Processes in Statistics and Econometrics: Theory and Applications
