Sebastian Ankargren bio photo

Sebastian Ankargren

Ph. D. Student
Department of Statistics
Uppsala University

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Research

Published papers

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)

Presentations

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.