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Jostein Lillestøl
(Jostein Lillestol)

Personal Details

First Name:Jostein
Middle Name:
Last Name:Lillestol
Suffix:
RePEc Short-ID:pli861
[This author has chosen not to make the email address public]
http://www.nhh.no/en/research-faculty/department-of-business-and-management-science/for/cv/lillest%C

Affiliation

Institutt for foretaksøkonomi
Norges Handelshøyskole (NHH)

Bergen, Norway
http://www.nhh.no/en/research-faculty/department-of-business-and-management-science.aspx
RePEc:edi:dfnhhno (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Lillestøl, Jostein & Manne, Per, 2023. "Matched Dispatching in Randomized Settings," Discussion Papers 2023/23, Norwegian School of Economics, Department of Business and Management Science.
  2. Lillestøl, Jostein, 2020. "Sampling risk evaluations in a tax fraud case: Some modelling issues," Discussion Papers 2020/5, Norwegian School of Economics, Department of Business and Management Science.
  3. Andersson, Jonas & Jörnsten, Kurt & Lillestøl, Jostein & Ubøe, Jan, 2019. "Analyzing learning effects in the newsvendor model by probabilistic methods," Discussion Papers 2019/13, Norwegian School of Economics, Department of Business and Management Science.
  4. Lillestøl, Jostein, 2018. "Matematikk og statistikk som metodefag ved NHH: De første femti år," Discussion Papers 2018/7, Norwegian School of Economics, Department of Business and Management Science.
  5. Lillestøl, Jostein, 2018. "Sample statistics as convincing evidence: A tax fraud case," Discussion Papers 2018/12, Norwegian School of Economics, Department of Business and Management Science.
  6. Andersson, Jonas & Lillestøl, Jostein, 2017. "Tre grupper skatteytere i søkelyset: Har de ulike kjennetegn?," Discussion Papers 2017/5, Norwegian School of Economics, Department of Business and Management Science.
  7. Lillestøl, Jostein, 2016. "Weibull Wind Worth: Wait and Watch?," Discussion Papers 2016/2, Norwegian School of Economics, Department of Business and Management Science.
  8. Lillestøl, Jostein & Sinding-Larsen, Richard, 2016. "Log-normal creaming and the likelihood of discovering additional giant petroleum fields," Discussion Papers 2016/3, Norwegian School of Economics, Department of Business and Management Science.
  9. Lillestøl, Jostein & Sinding-Larsen, Richard, 2015. "Best estimate reporting with asymmetric loss," Discussion Papers 2015/7, Norwegian School of Economics, Department of Business and Management Science.
  10. Lillestøl, Jostein & Sinding-Larsen, Richard, 2015. "Beta-creaming," Discussion Papers 2015/8, Norwegian School of Economics, Department of Business and Management Science.
  11. Aase, Knut K. & Lillestøl, Jostein, 2015. "Beyond the local mean-variance analysis in continuous time: The problem of non-normality," Discussion Papers 2015/11, Norwegian School of Economics, Department of Business and Management Science.
  12. Ubøe, Jan & Andersson, Jonas & Jörnsten, Kurt & Lillestøl, Jostein & Sandal, Leif K., 2014. "Probabilistic cost efficiency and bounded rationality in the newsvendor model," Discussion Papers 2014/41, Norwegian School of Economics, Department of Business and Management Science.
  13. Lillestøl, Jostein & Andersson, Jonas, 2008. "A regression surprise resolved," Discussion Papers 2008/16, Norwegian School of Economics, Department of Business and Management Science.
  14. Lillestøl, Jostein & Ubøe, Jan & Rønsen, Yngve & Hjortdahl, Per, 2007. "Patient allocations according to circumstances and preferences: Modelling based on the Norwegian patient list system," Discussion Papers 2007/2, Norwegian School of Economics, Department of Business and Management Science.
  15. Ubøe, Jan & Lillestøl, Jostein, 2007. "Revelation of Preferences in Patient List Data," Discussion Papers 2007/22, Norwegian School of Economics, Department of Business and Management Science.
  16. Lillestøl, Jostein, 2007. "Some new bivariate IG and NIG-distributions for modelling covariate nancial returns," Discussion Papers 2007/1, Norwegian School of Economics, Department of Business and Management Science.
  17. Ubøe, Jan & Lillestøl, Jostein, 2006. "Benefit efficient statistical distributions on patient lists," Discussion Papers 2006/3, Norwegian School of Economics, Department of Business and Management Science.
  18. Lillestøl, Jostein, 2000. "Bayesian estimation of NIG-parameters by Markov Chain Monte Carlo Methods," SFB 373 Discussion Papers 2000,112, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

Articles

  1. Ubøe, Jan & Andersson, Jonas & Jörnsten, Kurt & Lillestøl, Jostein & Sandal, Leif, 2017. "Statistical testing of bounded rationality with applications to the newsvendor model," European Journal of Operational Research, Elsevier, vol. 259(1), pages 251-261.
  2. Uboe, Jan & Lillestol, Jostein, 2007. "Benefit efficient statistical distributions on patient lists," Journal of Health Economics, Elsevier, vol. 26(4), pages 800-820, July.
  3. Lillestol, J, 1981. "A Note On Computing Upper Error Limits In Dollar-Unit Sampling," Journal of Accounting Research, Wiley Blackwell, vol. 19(1), pages 263-267.
  4. Lillestøl, J., 1977. "Improved estimates for multivariate complex-normal regression with application to analysis of linear time-invariant relationships," Journal of Multivariate Analysis, Elsevier, vol. 7(4), pages 512-524, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Aase, Knut K. & Lillestøl, Jostein, 2015. "Beyond the local mean-variance analysis in continuous time: The problem of non-normality," Discussion Papers 2015/11, Norwegian School of Economics, Department of Business and Management Science.

    Cited by:

    1. Aase, Knut K., 2014. "Recursive utility and jump-diffusions," Discussion Papers 2014/9, Norwegian School of Economics, Department of Business and Management Science.
    2. Aase, Knut K., 2020. "Elements of economics of uncertainty and time with recursive utility," Discussion Papers 2020/13, Norwegian School of Economics, Department of Business and Management Science.

  2. Ubøe, Jan & Lillestøl, Jostein, 2006. "Benefit efficient statistical distributions on patient lists," Discussion Papers 2006/3, Norwegian School of Economics, Department of Business and Management Science.

    Cited by:

    1. Lillestøl, Jostein & Ubøe, Jan & Rønsen, Yngve & Hjortdahl, Per, 2007. "Patient allocations according to circumstances and preferences: Modelling based on the Norwegian patient list system," Discussion Papers 2007/2, Norwegian School of Economics, Department of Business and Management Science.

  3. Lillestøl, Jostein, 2000. "Bayesian estimation of NIG-parameters by Markov Chain Monte Carlo Methods," SFB 373 Discussion Papers 2000,112, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

    Cited by:

    1. Lillestöl, Jostein, 2002. "Some crude approximation, calibration and estimation procedures for NIG-variates," SFB 373 Discussion Papers 2002,85, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    2. Adam Misiorek & Rafal Weron, 2010. "Heavy-tailed distributions in VaR calculations," HSC Research Reports HSC/10/05, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
    3. Borak, Szymon & Misiorek, Adam & Weron, Rafal, 2010. "Models for Heavy-tailed Asset Returns," MPRA Paper 25494, University Library of Munich, Germany.
    4. Dominique Guegan & Julien Houdain, 2006. "Hedging tranches index products : illustration of model dependency," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00179325, HAL.
    5. Rafal Weron, 2006. "Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach," HSC Books, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number hsbook0601, December.
    6. Dominique Guegan & Julien Houdain, 2006. "Hedging tranches index products : illustration of model dependency," Post-Print halshs-00179325, HAL.
    7. Weron, Rafał, 2004. "Computationally intensive Value at Risk calculations," Papers 2004,32, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
    8. Sanjeena Subedi & Paul McNicholas, 2014. "Variational Bayes approximations for clustering via mixtures of normal inverse Gaussian distributions," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 8(2), pages 167-193, June.

Articles

  1. Ubøe, Jan & Andersson, Jonas & Jörnsten, Kurt & Lillestøl, Jostein & Sandal, Leif, 2017. "Statistical testing of bounded rationality with applications to the newsvendor model," European Journal of Operational Research, Elsevier, vol. 259(1), pages 251-261.

    Cited by:

    1. Tsionas, Mike G., 2020. "Bounded rationality and thick frontiers in stochastic frontier analysis," European Journal of Operational Research, Elsevier, vol. 284(2), pages 762-768.
    2. Tsionas, Mike G., 2023. "Bayesian learning in performance. Is there any?," European Journal of Operational Research, Elsevier, vol. 311(1), pages 263-282.
    3. Andersson, Jonas & Jörnsten, Kurt & Lillestøl, Jostein & Ubøe, Jan, 2019. "Analyzing learning effects in the newsvendor model by probabilistic methods," Discussion Papers 2019/13, Norwegian School of Economics, Department of Business and Management Science.

  2. Uboe, Jan & Lillestol, Jostein, 2007. "Benefit efficient statistical distributions on patient lists," Journal of Health Economics, Elsevier, vol. 26(4), pages 800-820, July.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (5) 2007-02-17 2015-02-11 2015-03-05 2016-04-04 2018-10-08. Author is listed
  2. NEP-IUE: Informal and Underground Economics (3) 2017-04-23 2018-10-08 2020-05-18
  3. NEP-HEA: Health Economics (2) 2006-10-21 2007-10-20
  4. NEP-ORE: Operations Research (2) 2019-10-21 2020-05-18
  5. NEP-CBE: Cognitive and Behavioural Economics (1) 2015-01-19
  6. NEP-DCM: Discrete Choice Models (1) 2019-10-21
  7. NEP-ENE: Energy Economics (1) 2016-04-04
  8. NEP-EXP: Experimental Economics (1) 2019-10-21
  9. NEP-HIS: Business, Economic and Financial History (1) 2018-05-21
  10. NEP-HPE: History and Philosophy of Economics (1) 2018-05-21
  11. NEP-MFD: Microfinance (1) 2015-03-05
  12. NEP-PPM: Project, Program and Portfolio Management (1) 2016-04-04
  13. NEP-UPT: Utility Models and Prospect Theory (1) 2006-10-21

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