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Contact information

Sebastian Ankargren

Ph. D. Student
Department of Statistics
Uppsala University

I am a Ph. D. student at the Department of Statistics, Uppsala University. My current focus is Bayesian time series econometrics in general and mixed-frequency models in particular.

Peer-reviewed publications

  1. Jin, S., and Ankargren, S. (2019) “Frequentist model averaging in structural equation modelling”, Psychometrika.
  2. Ankargren S., and Jin, S. (2018) “On the least-squares model averaging interval estimator”, Communications in Statistics—Theory and Methods.
  3. Ankargren S., Bjellerup, M., and Shahnazarian, H. (2017) “The importance of the financial system for the real economy”, Empirical Economics.

Working papers

  1. A mixed-frequency Bayesian vector autoregression with a steady-state prior (with Måns Unosson and Yukai Yang) Code and data
  2. Estimating a VECM for a small open economy (with Johan Lyhagen)

Software

  1. mfbvar: Mixed-frequency Bayesian VAR models in R CRAN, GitHub
  2. statmath: Statistical notation made easy in Latex CTAN, GitHub
  3. karencv: Academic CV template following Dr. Karen’s guidelines GitHub

Presentations

  1. Department of Statistics, Uppsala University. January, 2019.
  2. Sveriges Riksbank, Stockholm. December, 2018.
  3. Computational and Financial Econometrics (CFE), London, UK. December, 2017.
  4. Department of Statistics, Uppsala University. December, 2017.
  5. Department of Statistics, Uppsala University. December, 2016.
  6. Joint Statistical Meetings, Chicago, IL. August, 2016.
  7. Department of Statistics, Uppsala University. March, 2016.
  8. 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 2019. Powered by Jekyll based on the onepage theme.