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Sebastian Ankargren

Ph. D. Student
Department of Statistics
Uppsala University

Peer-reviewed publications

  1. Ankargren S., and Jin, S. (2018) “On the least-squares model averaging interval estimator”, Communications in Statistics—Theory and Methods.
  2. Ankargren S., Bjellerup, M., and Shahnazarian, H. (2017) “The importance of the financial system for the real economy”, Empirical Economics.

Work in progress

  1. Mixed-frequency Bayesian VARs with steady-state priors (with Måns Unosson and Yukai Yang)
  2. Frequentist model averaging in structural equation modeling (with Shaobo Jin)
  3. A comparative study of frequentist model averaging and penalized least squares (with Shaobo Jin)
  4. Estimating a VECM for a small open economy (with Johan Lyhagen)
  5. Factor-augmented regressions with smooth transitions (with Ingrid Mattsson)


  1. mfbvar: Mixed-frequency Bayesian VAR models in R GitHub
  2. fdr: Fast density evaluation and random number generation in R GitHub
  3. statmath: Statistical notation made easy in Latex CTAN, GitHub
  4. karencv: Academic CV template following Dr. Karen’s guidelines GitHub


  1. Computational and Financial Econometrics (CFE), London, UK. December, 2017.
  2. Department of Statistics, Uppsala University. December, 2017.
  3. Department of Statistics, Uppsala University. December, 2016.
  4. Joint Statistical Meetings, Chicago, IL. August, 2016.
  5. Department of Statistics, Uppsala University. March, 2016.
  6. Department of Statistics, Uppsala University. January, 2015.

Blog posts

  1. 2017-10-19 Avoiding OpenMP problems in RcppArmadillo-dependent packages on OS X
  2. 2017-06-02 Running simulations in R on UPPMAX

Contact information

By Sebastian Ankargren 2018. Powered by Jekyll based on the onepage theme.