Browsing NHH Brage by Author "Andersson, Jonas"
Now showing items 41-54 of 54
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Some aspects of random utility, extreme value theory and multinomial logit models
Andersson, Jonas; Ubøe, Jan (Discussion paper, Working paper, 2010-01)In this paper we give a survey on some basic ideas related to random utility, extreme value theory and multinomial logit models. These ideas are well known within the eld of spatial economics, but do not appear to be ... -
Spatial modelling of unconventional wells in the Niobrara Shale play : a descriptive, and a predictive approach.
Hokstad, Vegard; Tiganj, Dzenana (Master thesis, 2020)This research investigates oil production in the modestly studied Niobrara shale play, using data containing information about well-design and production volumes from wells drilled in the period 2011 - 2018. Firstly, ... -
Stock Market Volatility Forecasting Using Ensemble Models
Kamsvåg, Tore; Willard, Mark (Master thesis, 2022)Extensive research has been done within the field of finance to better predict future volatility and anticipate changes in financial market uncertainty. The advent of more advanced machine learning methods, such as ... -
Structural breaks in point processes: with an application to reporting delays for trades on the New York stock exchange
Andersson, Jonas; Moberg, Jan-Magnus (Discussion paper, Working paper, 2007)In this paper some methods to determine the reporting delays for trades on the New York stock exchange are proposed and compared. The most successful method is based on a simple model of the quote revision process and a ... -
A tax evasion experiment revisited
Andersson, Jonas (Discussion paper;15/22, Working paper, 2022-12-30)In this paper the experimental data collected by Masclet, Montmarquette, and Viennot-Briot (2019a) is revisited in order to study some aspects of the drivers of the declaration rate, not studied in the authors’ article. ... -
Testing for Granger causality in the presence of measurement errors
Andersson, Jonas (Discussion paper, Working paper, 2004-09)In this paper a potential problem with tests for Granger-causality is investigated. If one of the two variables under study, but not the other, is measured with error the consequence is that tests of forecastablity of the ... -
Testing for Granger causality in the presence of measurement errors
Andersson, Jonas (Journal article; Peer reviewed, 2005)In this paper a potential problem with tests for Granger−causality is investigated. If one of the two variables under study, but not the other, is measured with error the consequence is that tests of forecastablity of ... -
The impact of international tax information exchange agreements on the use of tax amnesty: evidence from Norway
Andersson, Jonas; Schroyen, Fred; Torsvik, Gaute (Discussion paper;12/19, Working paper, 2019-10-04)In this paper we develop a model for tax amnesty applications in a multi-period setting. One key insight from the model is that applying for amnesty becomes more attractive at the moment when stricter enforcement is ... -
The impact of international tax information exchange agreements on the use of tax amnesty: evidence from Norway
Andersson, Jonas; Schroyen, Fred; Torsvik, Gaute (DP SAM;16/2019, Working paper, 2019-09)In this paper we develop a model for tax amnesty applications in a multi-period setting. One key insight from the model is that applying for amnesty becomes more attractive at the moment when stricter enforcement is ... -
Tre grupper skatteytere i søkelyset: Har de ulike kjennetegn?
Andersson, Jonas; Lillestøl, Jostein (Discussion paper;5/17, Working paper, 2017-03-31)Denne rapporten analyserer data for tre grupper av skatteytere som har vært i skatteetatens søkelys: Skatteytere som etter skatteamnesti har meldt seg frivillig med opplysninger om tidligere uoppgitt skattbar inntekt eller ... -
Treating missing values in INAR(1) models
Andersson, Jonas; Karlis, Dimitris (Discussion paper, Working paper, 2008-07)Time series models for count data have found increased interest in recent days. The existing literature refers to the case of data that have been fully observed. In the present paper, methods for estimating the parameters ... -
Treating missing values in INAR(1) models: An application to syndromic surveillance data
Andersson, Jonas; Karlis, Dimitris (Journal article; Peer reviewed, 2010)Time-series models for count data have found increased interest in recent years. The existing literature refers to the case of data that have been fully observed. In this article, methods for estimating the parameters of ... -
Unsupervised machine learning on tax returns : investigating unsupervised and semisupervised machine learning methods to uncover anomalous faulty tax returns
Gedde, Nora; Sandvik, Ida-Sofie (Master thesis, 2020)In this thesis we investigate whether unsupervised and semisupervised machine learning methods can be applied to detect undiscovered erroneous tax returns, and how the properties of the underlying data affect method ... -
Weathering the Market : Analyzing the Impact of Climate Change on the Norwegian Electricity Market : A Price Volatility Time Series Analysis
Erlandsen, Cornelie; Mediaa, Ulrikke Alvim (Master thesis, 2023)This thesis investigates the dynamics of the Norwegian electricity market, focusing on how hydro and wind generation affect average price levels and volatility. In addition, the analysis investigates how the increased ...