Blar i Discussion papers (FOR) på forfatter "Andersson, Jonas"

Viser treff 1-20 av 20

    • A likelihood ratio and Markov Chain based method to evaluate density forecasting 

      Li, Yushu; Andersson, Jonas (Discussion paper;12/14, Working paper, 2014-03)
      In this paper, we propose a likelihood ratio and Markov chain based method to evaluate density forecasting. This method can jointly evaluate the unconditional forecasted distribution and dependence of the outcomes. This ...

    • A maximum entropy approach to the newsvendor problem with partial information 

      Andersson, Jonas; Jörnsten, Kurt; Nonås, Sigrid Lise; Sandal, Leif Kristoffer; Ubøe, Jan (Discussion paper;2011:14, Working paper, 2011-08)
      In this paper, we consider the newsvendor model under partial information, i.e., where the demand distribution D is partly unknown. We focus on the classical case where the retailer only knows the expectation and variance ...

    • Analyzing learning effects in the newsvendor model by probabilistic methods 

      Andersson, Jonas; Jörnsten, Kurt; Lillestøl, Jostein; Ubøe, Jan (Discussion paper;13/19, Working paper, 2019-10-11)
      In this paper, we use probabilistic methods to analyze learning effects in a behavioral experiment on the newsvendor model. We argue why we should believe that suggested orders follow a multinomial logit distribution, and ...

    • Electricity Prices, Large-Scale Renewable Integration, and Policy Implications 

      Kyritsis, Evangelos; Andersson, Jonas; Serletis, Apostolos (Discussion paper;18/16, Working paper, 2016-11-22)
      This paper investigates the effects of intermittent solar and wind power generation on electricity price formation in Germany. We use daily data from 2010 to 2015, a period with profound modifications in the German electricity ...

    • Fraud detection by a multinomial model: Separating honesty from unobserved fraud 

      Andersson, Jonas; Olden, Andreas; Rusina, Aija (Discussion paper;15/20, Working paper, 2020-12-31)
      In this paper we investigate the EM-estimator of the model by Caudill et al. (2005). The purpose of the model is to identify items, e.g. individuals or companies, that are wrongly classified as honest; an example of this ...

    • Missing in Action? Speed optimization and slow steaming in maritime shipping 

      Assmann, Lisa; Andersson, Jonas; Eskeland, Gunnar S. (Discussion paper;13/15, Working paper, 2015-03-12)
      This paper analyzes the claim, made by both academics and by industry insiders, that vessels speed up under conditions of high freight rates and low bunker prices. The rationale for the claim is that a ship should move ...

    • Modeling freight markets for coal 

      Andersson, Jonas; Jörnsten, Kurt; Strandenes, Siri Pettersen; Ubøe, Jan (Discussion paper, Working paper, 2008-12)
      In this paper we study bulk shipping of coal between the central regions in the world. We compare the performance of cost-minimizing models with a gravity model approach. The main nding in the paper is that cost minimizing ...

    • On the Distributional Assumptions in the StoNED model 

      Cheng, Xiaomei; Andersson, Jonas; Bjørndal, Endre (Discussion paper;24/15, Working paper, 2015-09-17)
      In a recent paper Johnson and Kuosmanen (2011) propose a new, semi-parametric, general cost-frontier model, the stochastic nonparametric envelopment of data (StoNED). The model is semi-parametric in the sense that the ...

    • On the estimation of correlations for irregularly spaced time series 

      Andersson, Jonas (Discussion paper, Working paper, 2007-06)
      In this paper, the problem of calculating covariances and correlations between time series which are observed irregularly and at different points in time, is treated. The problem of dependence between the time stamp process ...

    • Probabilistic cost efficiency and bounded rationality in the newsvendor model 

      Ubøe, Jan; Andersson, Jonas; Jörnsten, Kurt; Lillestøl, Jostein; Sandal, Leif Kristoffer (Doctoral dissertation;41/14, Working paper, 2014-12)
      In this paper we establish a link between probabilistic cost efficiency and bounded rationality in the newsvendor model. This establishes a framework where bounded rationality can be examined rigorously by statistical ...

    • Probabilistic forecasting of electricity prices using an augmented LMARX-model 

      Andersson, Jonas; Sheybanivaziri, Samaneh (Discussion paper;11/23, Working paper, 2023-07-11)
      In this paper, we study the performance of prediction intervals in situations applicable to electricity markets. In order to do so we first introduce an extension of the logistic mixture autoregressive with exogenous ...

    • A regression surprise resolved 

      Lillestøl, Jostein; Andersson, Jonas (Discussion paper, Working paper, 2008-09)
      In this note we explore the following surprising fact: In regression with trend and seasonality, the prediction risk is constant for all seasons of a new cycle, despite the fact that it increases with time when the seasons ...

    • A simple improvement of the IV estimator for the classical errors-in-variables problem 

      Andersson, Jonas; Møen, Jarle (Discussion paper, Working paper, 2009-09)
      Two measures of an error-ridden explanatory variable make it possible to solve the classical errors-in-variable problem by using one measure as an instrument for the other. It is well known that a second IV estimate can ...

    • 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 ...

    • 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 ...

    • 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 ...

    • 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 ...