Bård Støve

E-mail:	Bard.Stove@nhh.no
Telephone:	+47 55 95 96 70
Fax:	+47 55 95 96 50
Title:	Post Doctorate, Dr. scient., University of Bergen 2005
Date of birth:	02.07.77
Nationality:	Norwegian
Teaching languages:	Norwegian, English

Teaching areas:	Statistics

Research:	Financial econometrics, time series analysis, non-parametric models

Dissertation:	Some New Approaches to Smoothing: Convolution Estimators in Regression Models and Backfitting in Panels of Time Series, University of Bergen 2005.

Diploma thesis:	Competing risk models, Norwegian University of Science and Technology (NTNU) 2002.

Selected publications:	Nonparametric additive models for panels of time series, Econometric Theory, 2009, 25(2), 442-481 (with Enno Mammen and Dag Tjøstheim). A new convolution estimator for nonparametric regression, in V. Nair (ed.), Advances in statistical modeling and inference, World Scientific, 2007, 363-384 (with Dag Tjøstheim). Modelling of dependence between critical failure and preventive maintenance: The repair alert model, Journal of Statistical Planning and Inference, 2006, 136(5), 1701-1717 (with Bo H. Lindqvist and Helge Langseth).

Working Papers:	Asymmetries in financial returns: A local gaussian correlation approach, 2008 (with Dag Tjøstheim and Karl Ove Hufthammer). A convolution estimator for the density of regression observations, 2007 (with Dag Tjøstheim). Some proofs for the convolution estimator, 2007 (with Dag Tjøstheim). Nonparametric additive models for panels of time series, 2006 (with Enno Mammen and Dag Tjøstheim).