Jonas Andersson

E-mail:

Jonas.Andersson@nhh.no

Telephone:

+47 55 95 96 81

Fax:

+47 55 95 96 47

Title:

Professor, Fil. Dr., Uppsala University 1999

Date of birth:

26.12.71

Nationality:

Swedish

Teaching languages:

Swedish, English

• Statistics

• Time Series Analysis

• Financial Econometrics

• A maximum entropy approach to the newsvendor problem with partial information, European Journal of Operational Research, 2013, 228(1), 190-200 (with Kurt Jörnsten, Sigrid Lise Nonås, Leif K. Sandal and Jan Ubøe).

• Some aspects of random utility, extreme value theory and multinomial logit models, Stochastics: An International Journal of Probability and Stochastic Processes 2012, 84(2-3), 425-435 (with Jan Ubøe).

• The Z-Poisson distribution with application to the modeling of soccer score probabilities, Statistical Modelling 2011, 11(6), 507-522 (with Jostein Lillestøl).

• Multivariate modelling and prediction of hourly one-day ahead prices at Nordpool, chapter in Energy, Natural Resource and Environmental Economics (in the series Energy Systems), editors Endre Bjørndal, Mette Bjørndal, Panos M. Pardalos and Mikael Rönnqvist, Springer, 2010, 133-152 (with Jostein Lillestøl).

• Modelling and forecasting electricity consumption by functional data analysis, Journal of Energy Markets 2010, 3(1), 3-15 (with Jostein Lillestøl).

• Treating missing values in INAR(1) models. An application to syndromic surveillance data, Journal of Time Series Analysis 2010, 31(1), 12-19 (with Dimitris Karlis).

• Modeling Freight Markets for Coal, Maritime Economics and Logistics 2009, 11(3), 289-301 (with Kurt Jörnsten, Siri Pettersen Strandenes, and Jan Ubøe).

• The historical relation between commercial banking, insurance, and economic growth in Sweden between 1830 and 1998: an exploratory analysis, Accounting Business & Financial History 2009, 19(1), 21-38 (with Mike Adams, Magnus Lindmark og Lars-Fredrik Andersson).

• Searching for the DGP when forecasting - Is it always meaningful for small samples?, Economics Bulletin 2006, 3(28), 1-9.

• Testing for Granger causality in the presence of measurement errors, Economics Bulletin 2005, 3(47), 1-13.

• An improvement of the GPH estimator. Economics Letters 2002, 77, 137-146.

• Volatility modeling in the presence of measurement errors. Journal of Risk 2001, 3, 53-67 (with A. Ågren).

• On the Normal Inverse Gaussian Stochastic Volatility model. Journal of Business and Economic Statistics 2001, 19, 44-54.

• Random ranking of hospitals is unsound. Chance 1998, 11, 34-37, 39 (with K. Carling and S. Mattson).

• Hva vet vi om dem som skjuler inntekt og formue i skatteparadis? Magma - Tidsskrift for økonomi og ledelse 2013(1), 29-35 (with Jostein Lillestøl, Guttorm Schjelderup, and Bård Støve).

• Mina erfarenheter av R i forskning och undervisning. Qvintensen 2009, 2, 28-29.

• Dödlighet efter hjärtinfarkt har minskat i nästan alla landsting under 1990-talet. Läkartidningen 2003, 100:37, 2838-2844 (with M. Köster, K. Carling and M. Rosén).

• Att rangordna med säkerhet: Ny statistisk metodik visar vägen. Läkartidningen 2000, 97:3, 185-186 (with K. Carling and S. Mattson).

• Some aspects of random utility, extreme value theory and multinomial logit models. Discussion Paper 2010:1. Department of Finance and Management Science, Norwegian School of Economics and Business Administration (with Jan Ubøe).

• A simple improvement of the IV estimator for the classical errors-in-variables problem. Discussion Paper 2009:10. Department of Finance and Management Science, Norwegian School of Economics and Business Administration (with Jarle Møen).

• A regression surprise resolved. Discussion Paper 2008:16. Department of Finance and Management Science, Norwegian School of Economics and Business Administration.

• Structural breaks in point processes: With an application to reporting delays for trades on the New York stock exchange. Discussion Paper 2007:28. Department of Finance and Management Science, Norwegian School of Economics and Business Administration.

• On the estimation of correlations for irregularly spaced time series. Discussion Paper 2007:19. Department of Finance and Management Science, Norwegian School of Economics and Business Administration.

• Exploratory analysis of intra-daily stock returns: A semi Markov chain approach. Research Report 2004:4. Department of Information Science, Division of Statistics, Uppsala University (with Anders Christoffersson).

• Classification of stationary time series by functional data analysis. Presented at 54th Session - International Statistical Institute, Berlin 2003.

• Modeling the distribution of financial returns by functional data analysis. Research Report 2002:4. Department of Information Science, Division of Statistics, Uppsala University (with P. Newbold).

• Causes of rejections of Lombard's test for a constant mean period. Research Report 2001:10. Department of Information Science, Division of Statistics, Uppsala University (with A. Ågren).

• Characteristic function estimation of nonlinear structural equation models. Research Report 2000:4, Department of Information Science, Division of Statistics, Uppsala University (with P. Blom and A. Christoffersson).

• Tests of the AR(2) unit roots and cointegration with the GPH statistic. Research Report 2000:1. Department of Information Science, Division of Statistics, Uppsala University (with J. Lyhagen).

• A long memory panel unit root test: PPP revisited. Working Paper Series in Economics and Finance 303, 1999, Stockholm School of Economics (with J. Lyhagen).

• A note on the power of the GPH test for cointegration. Research Report 97-7, 1997, Department of Statistics, Uppsala University (with J. Lyhagen).

• Essays on financial time series models: Stochastic volatility and long memory. PhD. Thesis, Department of Information Science, Division of Statistics, Uppsala University, 1999.

• Institut für Matematische Stochastik, Albert-Ludvig Universität Freiburg, August 2002 - June 2003.

• School of Economics, University of Nottingham, January 2002 - March 2002.

• School of Economics, University of Nottingham, September 1998 - March 1999.

• Referee for Journal of Business & Economic Statistics, Journal of Empirical Finance, Scandinavian Journal of Statistics, Econometrics Journal, International Journal of Forecasting, Empirical Economics, Computational Statistics and Data Analysis, Review of Finance, Journal of the American Statistical Association, New Mathematics and Natural Computation, Quality Technology and Quantitative Management, Journal of Risk and Insurance, Portuguese Economic Journal, Journal of Time Series Analysis and Journal of Energy Markets.