Ph. D. Student
Department of Statistics
- Ankargren S., and Jin, S. (2018) “On the least-squares model averaging interval estimator”, Communications in Statistics—Theory and Methods.
- Ankargren S., Bjellerup, M., and Shahnazarian, H. (2017) “The importance of the financial system for the real economy”, Empirical Economics.
Work in progress
- Mixed-frequency Bayesian VARs with steady-state priors (with Måns Unosson and Yukai Yang)
- Frequentist model averaging in structural equation modeling (with Shaobo Jin)
- A comparative study of frequentist model averaging and penalized least squares (with Shaobo Jin)
- Estimating a VECM for a small open economy (with Johan Lyhagen)
- Factor-augmented regressions with smooth transitions (with Ingrid Mattsson)
mfbvar: Mixed-frequency Bayesian VAR models in R GitHub
fdr: Fast density evaluation and random number generation in R GitHub
statmath: Statistical notation made easy in Latex CTAN, GitHub
karencv: Academic CV template following Dr. Karen’s guidelines GitHub
- Computational and Financial Econometrics (CFE), London, UK. December, 2017.
- Department of Statistics, Uppsala University. December, 2017.
- Department of Statistics, Uppsala University. December, 2016.
- Joint Statistical Meetings, Chicago, IL. August, 2016.
- Department of Statistics, Uppsala University. March, 2016.
- Department of Statistics, Uppsala University. January, 2015.
2017-10-19 Avoiding OpenMP problems in RcppArmadillo-dependent packages on OS X
2017-06-02 Running simulations in R on UPPMAX