Herman K. van Dijk
Names
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Herman |
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K. |
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van Dijk |
Identifer
Contact
Affiliations
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Rimini Centre for Economic Analysis (RCEA)
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Tinbergen Instituut
Research profile
author of:
- Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox (RePEc:aah:create:2013-09)
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk - Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging (RePEc:acb:cbeeco:2010-522)
by Rodney W. Strachan & Herman K. van Dijk - BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Unorthodox Application of Monte Carlo (RePEc:ags:eureia:272074)
by Kloek, T. & van Dijk, H. K. - PREDICTIVE MOMENTS OF SIMULTANEOUS ECONOMETRIC MODELS A Bayesian Approach (RePEc:ags:eureia:272131)
by van Dijk, H. K. & Kloek, T. - BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Application of Integration by Monte Carlo (RePEc:ags:eureia:272139)
by Kloek, T. & van Dijk, H. K. - Posterior Analysis Of Klein'S Model (RePEc:ags:eureia:272173)
by van Dijk, H. K. & Kloek, T. - Further Experience In Bayesian Analysis Using Monte Carlo Integration (RePEc:ags:eureia:272261)
by van Dijk, H. K. & Kloek, T. - Monte Carlo Analysis Of Skew Posterior Distributions: An Illustrative Econometric Example (RePEc:ags:eureia:272268)
by van Dijk, H. K. & Kloek, T. - Posterior Moments Of The Klein-Goldberger Model (RePEc:ags:eureia:272269)
by van Dijk, H. K. & Kloek, T. - Posterior Moments Computed By Mixed Integration (RePEc:ags:eureia:272277)
by van Dijk, H. K. & Kloek, T. - Experiments With Some Alternatives For Simple Importance Sampling In Monte Carlo Integration (RePEc:ags:eureia:272281)
by van Dijk, H. K. & Kloek, T. - Likelihood Diagnostics And Bayesian Analysis Of A Micro-Economic Disequilibrium Model For Retail Services (RePEc:ags:eureia:272289)
by Kooiman, Peter & van Dijk, Herman K. & Thurik, A. Roy - Posterior Moments Computed By Mixed Integration (RePEc:ags:eureia:272291)
by van Dijk, H. K. & Kloek, T. & Boender, C. G. E. - An Algorithm For The Computation Of Posterior Moments And Densities Using Simple Importance Sampling (RePEc:ags:eureia:272354)
by van Dijk, H. K. & Hop, J. P. & Louter, A. S. - Some Advances In Bayesian Estimation Methods Using Monte Carlo Integration (RePEc:ags:eureia:272361)
by van Dijk, H. K. - A Bayesian Analysis Of The Unit Root Hypothesis (RePEc:ags:eureia:272385)
by Schotman, P. & van Dijk, H. K. - A Bayesian Analysis Of The Unit Root In Real Exchange Rates (RePEc:ags:eureia:272390)
by Schotman P. & van Dijk, H. K. - Posterior Analysis Of Possibly Integrated Time Series With An Application To Real Gnp (RePEc:ags:eureia:272482)
by Schotman, P. & van Dijk, H. K. - Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income (RePEc:bes:jnlbes:v:21:y:2003:i:4:p:547-63)
by Paap, Richard & van Dijk, Herman K - Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics (RePEc:bla:obuest:v:65:y:2003:i:s1:p:681-688)
by Niels Haldrup & David F. Hendry & Herman K. van Dijk - Bayesian Model Selection with an Uninformative Prior (RePEc:bla:obuest:v:65:y:2003:i:s1:p:863-876)
by Rodney W. Strachan & Herman K. van Dijk - Bayes estimates of muIti‐criteria decision alternatives using Monte Carlo integration (RePEc:bla:stanee:v:47:y:1993:i:2:p:127-151)
by C. G. E. Boender & H. K. van Dijk - ‘Rotterdam econometrics’: an analysis of publications of the Econometric Institute 1956–2004 (RePEc:bla:stanee:v:60:y:2006:i:2:p:85-111)
by H. K. Van Dijk & J. F. Kaashoek & A. P. M. Wagelmans - Forecast accuracy and economic gains from Bayesian model averaging using time varying weight (RePEc:bno:worpap:2009_10)
by Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek - Combining predictive densities using Bayesian filtering with applications to US economics data (RePEc:bno:worpap:2010_29)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Combination schemes for turning point predictions (RePEc:bno:worpap:2012_04)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model (RePEc:bno:worpap:2013_20)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Combined Density Nowcasting in an uncertain economic environment (RePEc:bno:worpap:2014_17)
by Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk - Dynamic predictive density combinations for large data sets in economics and finance (RePEc:bno:worpap:2015_12)
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk - The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference (RePEc:bno:worpap:2017_10)
by Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk - Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank (RePEc:bno:worpap:2017_11)
by Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk - Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies (RePEc:bno:worpap:2018_10)
by Nalan Basturk & Agnieszka Borowska & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk - Forecast density combinations with dynamic learning for large data sets in economics and finance (RePEc:bno:worpap:2019_07)
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk - Partially Censored Posterior for robust and efficient risk evaluation (RePEc:bno:worpap:2019_12)
by Agnieszka Borowska & Lennart Hoogerheide & Siem Jan Koopman & Herman K. van Dijk - Quantifying time-varying forecast uncertainty and risk for the real price of oil (RePEc:bno:worpap:2021_3)
by Knut Are Aastveit & Jamie L. Cross & Herman K. van Dijk - Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model (RePEc:bny:wpaper:0026)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Quantifying time-varying forecast uncertainty and risk for the real price of oil (RePEc:bny:wpaper:0099)
by Knut Are Aastveit & Jamie Cross & Herman K. Djik - Cyclical Components in Economic Time Series: a Bayesian Approach (RePEc:cam:camdae:0302)
by Harvey, A. & TTrimbur, T. & van Dijk, H. - A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters (RePEc:cor:louvco:1986050)
by van DIJK, H.K. - Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods (RePEc:cor:louvco:1987056)
by ZELLNER, A. & BAUWENS, Luc & VAN DIJK, H. - Adaptive polar sampling with an application to a Bayes measure of value-at-risk (RePEc:cor:louvco:1999057)
by BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K. - On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks (RePEc:cor:louvco:2005029)
by HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & VAN DIJK, Herman K. - Simulation based Bayesian econometric inference: principles and some recent computational advances (RePEc:cor:louvco:2007015)
by HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D. - Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics (RePEc:cor:louvrp:1232)
by BAUWENS, L. & POLASEK, W. & van DIJK, H. K. - Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods (RePEc:cor:louvrp:1731)
by BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K. & VAN OEST, Rutger D. - On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks (RePEc:cor:louvrp:1922)
by HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & van DIJK, Herman K. - A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters (RePEc:cor:louvrp:769)
by VAN DIJK, Herman K. - Some advances in Bayesian estimations methods using Monte Carlo Integration (RePEc:cor:louvrp:783)
by VAN DIJK, Herman K. - Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods (RePEc:cor:louvrp:796)
by ZELLNER, Arnold & BAUWENS, Luc & VAN DIJK, Herman K. - Bayes Methods and Unit Roots (RePEc:cup:etheor:v:10:y:1994:i:3-4:p:453-460_00)
by Phillips, Peter C.B. & Van Dijk, Herman K. - On the Shape of the Likelihood/Posterior in Cointegration Models (RePEc:cup:etheor:v:10:y:1994:i:3-4:p:514-551_00)
by Kleibergen, Frank & van Dijk, Herman K. - Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures (RePEc:cup:etheor:v:14:y:1998:i:06:p:701-743_14)
by Kleibergen, Frank & van Dijk, Herman K. - Cyclical components in economic time series: A Bayesian approach (RePEc:ecm:ausm04:105)
by Herman K. van Dijk & Andrew Harvey & Thomas Trimbur - Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo (RePEc:ecm:emetrp:v:46:y:1978:i:1:p:1-19)
by Kloek, Tuen & van Dijk, Herman K - Inferential Procedures in Stable Distributions for Class Frequency Data on Incomes (RePEc:ecm:emetrp:v:48:y:1980:i:5:p:1139-48)
by van Dijk, Herman K & Kloek, Teun - The Value of Structural Information in the VAR Model (RePEc:ecm:nasm04:45)
by Rodney W. Strachan & Herman K. van Dijk - Daily Exchange Rate Behaviour and Hedging of Currency Risk (RePEc:ecm:wc2000:0504)
by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk - Computational techniques for applied econometric analysis of macroeconomic and financial processes (RePEc:eee:csdana:v:51:y:2007:i:7:p:3506-3508)
by Geweke, John & Groenen, Patrick J.F. & Paap, Richard & van Dijk, Herman K. - The fourth special issue on Computational Econometrics (RePEc:eee:csdana:v:53:y:2009:i:6:p:1923-1924)
by Belsley, David A. & Davidson, Russell & Kontoghiorghes, Erricos John & MacKinnon, James G. & van Dijk, Herman K. - The Fifth Special Issue on Computational Econometrics (RePEc:eee:csdana:v:54:y:2010:i:11:p:2359-2359)
by Belsley, David A. & Duchesne, Pierre & Kapetanios, George & John Kontoghiorghes, Erricos & Paolella, Marc & van Dijk, Herman K. - A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood (RePEc:eee:csdana:v:56:y:2012:i:11:p:3398-3414)
by Ardia, David & Baştürk, Nalan & Hoogerheide, Lennart & van Dijk, Herman K. - Recent advances in Bayesian econometrics (RePEc:eee:econom:v:123:y:2004:i:2:p:197-199)
by Bauwens, Luc & Lubrano, Michel & van Dijk, Herman K. - Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods (RePEc:eee:econom:v:123:y:2004:i:2:p:201-225)
by Bauwens, Luc & Bos, Charles S. & van Dijk, Herman K. & van Oest, Rutger D. - Progress and challenges in econometrics (RePEc:eee:econom:v:138:y:2007:i:1:p:1-2)
by Franses, Philip Hans & van Dijk, Herman K. - Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data (RePEc:eee:econom:v:138:y:2007:i:1:p:63-103)
by Hoogerheide, Lennart & Kleibergen, Frank & van Dijk, Herman K. - Endogeneity, instruments and identification (RePEc:eee:econom:v:139:y:2007:i:1:p:1-3)
by Chesher, Andrew & Dhaene, Geert & van Dijk, Herman - On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: An application of flexible sampling methods using neural networks (RePEc:eee:econom:v:139:y:2007:i:1:p:154-180)
by Hoogerheide, Lennart F. & Kaashoek, Johan F. & van Dijk, Herman K. - Further experience in Bayesian analysis using Monte Carlo integration (RePEc:eee:econom:v:14:y:1980:i:3:p:307-328)
by van Dijk, H. K. & Kloek, T. - Trends and cycles in economic time series: A Bayesian approach (RePEc:eee:econom:v:140:y:2007:i:2:p:618-649)
by Harvey, Andrew C. & Trimbur, Thomas M. & Van Dijk, Herman K. - A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation (RePEc:eee:econom:v:171:y:2012:i:2:p:101-120)
by Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K. - Time-varying combinations of predictive densities using nonlinear filtering (RePEc:eee:econom:v:177:y:2013:i:2:p:213-232)
by Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K. - Forecast density combinations of dynamic models and data driven portfolio strategies (RePEc:eee:econom:v:210:y:2019:i:1:p:170-186)
by Baştürk, N. & Borowska, A. & Grassi, S. & Hoogerheide, L. & van Dijk, H.K. - Partially censored posterior for robust and efficient risk evaluation (RePEc:eee:econom:v:217:y:2020:i:2:p:335-355)
by Borowska, Agnieszka & Hoogerheide, Lennart & Koopman, Siem Jan & van Dijk, Herman K. - Editor's introduction (RePEc:eee:econom:v:29:y:1985:i:1-2:p:1-2)
by Van Dijk, Herman K. - Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services (RePEc:eee:econom:v:29:y:1985:i:1-2:p:121-148)
by Kooiman, Peter & Van Dijk, Herman K. & Thurik, A. Roy - Posterior moments computed by mixed integration (RePEc:eee:econom:v:29:y:1985:i:1-2:p:3-18)
by Van Dijk, Herman K. & Kloek, Teun & Boender, C. Guus E. - Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods (RePEc:eee:econom:v:38:y:1988:i:1-2:p:39-72)
by Zellner, Arnold & Bauwens, Luc & Van Dijk, Herman K. - A Bayesian analysis of the unit root in real exchange rates (RePEc:eee:econom:v:49:y:1991:i:1-2:p:195-238)
by Schotman, Peter & van Dijk, Herman K. - International conference on econometric inference using simulation techniques (RePEc:eee:econom:v:51:y:1992:i:1-2:p:287-287)
by Van Dijk, Herman K. - Direct cointegration testing in error correction models (RePEc:eee:econom:v:63:y:1994:i:1:p:61-103)
by Kleibergen, Frank & van Dijk, Herman K. - Classical and Bayesian aspects of robust unit root inference (RePEc:eee:econom:v:69:y:1995:i:1:p:27-59)
by Hoek, Henk & Lucas, Andre & van Dijk, Herman K. - Editor's introduction (RePEc:eee:econom:v:75:y:1996:i:1:p:1-5)
by Bauwens, Luc & Polasek, Wolfgang & van Dijk, Herman K. - Efficient estimation of income distribution parameters (RePEc:eee:econom:v:8:y:1978:i:1:p:61-74)
by Kloek, Teun & van Dijk, Herman K. - Econometrics and Statistics (RePEc:eee:ecosta)
from Elsevier as editor - Econometrics and Statistics (RePEc:eee:ecosta:v:1:y:2017:i:c:p:1-1)
by Kontoghiorghes, Erricos & Van Dijk, Herman K. & Colubi, Ana - Distribution and mobility of wealth of nations (RePEc:eee:eecrev:v:42:y:1998:i:7:p:1269-1293)
by Paapaa, Richard & van Dijk, Herman K. - Combined forecasts from linear and nonlinear time series models (RePEc:eee:intfor:v:18:y:2002:i:3:p:421-438)
by Terui, Nobuhiko & van Dijk, Herman K. - Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling (RePEc:eee:intfor:v:26:y::i:2:p:231-247)
by Hoogerheide, Lennart & van Dijk, Herman K. - Combination schemes for turning point predictions (RePEc:eee:quaeco:v:52:y:2012:i:4:p:402-412)
by Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K. - Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging (RePEc:een:camaaa:2012-03)
by Rodney W. Strachan & Herman K. van Dijk - Note on neural network sampling for Bayesian inference of mixture processes (RePEc:ems:eureir:10090)
by Hoogerheide, L.F. & van Dijk, H.K. - Explaining Adaptive Radial-Based Direction Sampling (RePEc:ems:eureir:1045)
by Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D. - Predictive gains from forecast combinations using time-varying model weights (RePEc:ems:eureir:10451)
by Ravazzolo, F. & van Dijk, H.K. & Verbeek, M.J.C.M. - Neural network approximations to posterior densities: an analytical approach (RePEc:ems:eureir:1047)
by Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K. - Bayes model averaging of cyclical decompositions in economic time series (RePEc:ems:eureir:1080)
by Kleijn, R.H. & van Dijk, H.K. - Twentieth century shocks, trends and cycles in industrialized nations (RePEc:ems:eureir:1181)
by van Dijk, H.K. - Improper priors with well defined Bayes Factors (RePEc:ems:eureir:1277)
by Strachan, R.W. & van Dijk, H.K. - Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models (RePEc:ems:eureir:1281)
by Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K. - Valuing structure, model uncertainty and model averaging in vector autoregressive processes (RePEc:ems:eureir:1288)
by Strachan, R.W. & van Dijk, H.K. - The AdMit Package (RePEc:ems:eureir:13053)
by David, D. & Hoogerheide, L.F. & van Dijk, H.K. - Bayesian near-boundary analysis in basic macroeconomic time series models (RePEc:ems:eureir:13055)
by de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K. - Bayesian Simultaneous Equations Analysis using Reduced Rank Structures (RePEc:ems:eureir:1414)
by Kleibergen, F.R. & van Dijk, H.K. - Oil Price Shocks and Long Run Price and Import Demand Behavior (RePEc:ems:eureir:1418)
by Kleibergen, F.R. & Urbain, J-P. & van Dijk, H.K. - A simple strategy to prune neural networks with an application to economic time series (RePEc:ems:eureir:1523)
by Kaashoek, J.F. & van Dijk, H.K. - Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces (RePEc:ems:eureir:1550)
by Bauwens, L. & Bos, C.S. & van Dijk, H.K. - Neural network analysis of varying trends in real exchange rates (RePEc:ems:eureir:1569)
by Kaashoek, J.F. & van Dijk, H.K. - Testing for integration using evolving trend and seasonal models: A Bayesian approach (RePEc:ems:eureir:1603)
by Koop, G. & van Dijk, H.K. - Daily exchange rate behaviour and hedging of currency risk (RePEc:ems:eureir:1605)
by Bos, C.S. & Mahieu, R.J. & van Dijk, H.K. - Combined forecasts from linear and nonlinear time series models (RePEc:ems:eureir:1621)
by Terui, N. & van Dijk, H.K. - On the variation of hedging decisions in daily currency risk management (RePEc:ems:eureir:1653)
by Bos, C.S. & Mahieu, R.J. & van Dijk, H.K. - Daily exchange rate behaviour and hedging of currency risk (RePEc:ems:eureir:1657)
by Bos, C.S. & Mahieu, R.J. & van Dijk, H.K. - Neural networks as econometric tool (RePEc:ems:eureir:1661)
by Kaashoek, J.F. & van Dijk, H.K. - Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration (RePEc:ems:eureir:1669)
by Hoogerheide, L.F. & van Dijk, H.K. - Neural networks as econometric tool (RePEc:ems:eureir:1670)
by Kaashoek, J.F. & van Dijk, H.K. - A Bayesian analysis of the PPP puzzle using an unobserved components model (RePEc:ems:eureir:1702)
by Kleijn, R.H. & van Dijk, H.K. - Bayesian model selection for a sharp null and a diffuse alternative with econometric applications (RePEc:ems:eureir:1707)
by Strachan, R.W. & van Dijk, H.K. - The value of structural information in the VAR model (RePEc:ems:eureir:1717)
by Strachan, R.W. & van Dijk, H.K. - Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods (RePEc:ems:eureir:1722)
by Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D. - Functional approximations to posterior densities: a neural network approach to efficient sampling (RePEc:ems:eureir:1727)
by Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K. - Bayes estimates of the cyclical component in twentieth centruy US gross domestic product (RePEc:ems:eureir:1798)
by Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K. - Bayesian approaches to cointegratrion (RePEc:ems:eureir:1915)
by Koop, G. & Strachan, R.W. & van Dijk, H.K. & Villani, M. - On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks (RePEc:ems:eureir:2007)
by Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K. - Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income (RePEc:ems:eureir:538)
by Paap, R. & van Dijk, H.K. - Cyclical components in economic time series (RePEc:ems:eureir:540)
by Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K. - Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods (RePEc:ems:eureir:555)
by Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D. - On Bayesian structural inference in a simultaneous equation model (RePEc:ems:eureir:577)
by van Dijk, H.K. - Trends and cycles in economic time series: A Bayesian approach (RePEc:ems:eureir:6913)
by Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K. - Weakly informative priors and well behaved Bayes factors (RePEc:ems:eureir:7027)
by Strachan, R.W. & van Dijk, H.K. - "Rotterdam Econometrics": an analysis of publications of the econometric institute 1956-2004 (RePEc:ems:eureir:7244)
by van Dijk, H.K. & Kaashoek, J.F. & Wagelmans, A.P.M. - Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data (RePEc:ems:eureir:7247)
by Hoogerheide, L.F. & Kleibergen, F.R. & van Dijk, H.K. - Model uncertainty and Bayesian model averaging in vector autoregressive processes (RePEc:ems:eureir:7446)
by Strachan, R.W. & van Dijk, H.K. - "Rotterdam econometrics": publications of the econometric institute 1956-2005 (RePEc:ems:eureir:7452)
by van Dijk, H.K. & Kaashoek, J.F. & Wagelmans, A.P.M. - Jan Tinbergen (1903-1994) (RePEc:ems:eureir:7580)
by Cornelisse, P.A. & van Dijk, H.K. - Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk (RePEc:ems:eureir:7712)
by Bauwens, L. & Bos, C.S. & van Dijk, H.K. - Gibbs sampling in econometric practice (RePEc:ems:eureir:7743)
by de Pooter, M.D. & Segers, R. & van Dijk, H.K. - A reconsideration of the Angrist-Krueger analysis on returns to education (RePEc:ems:eureir:7888)
by Hoogerheide, L.F. & van Dijk, H.K. - Simulation based bayesian econometric inference: principles and some recent computational advances (RePEc:ems:eureir:8523)
by Hoogerheide, L.F. & van Dijk, H.K. & van Oest, R.D. - Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan (RePEc:ems:eureir:9303)
by Strachan, R.W. & van Dijk, H.K. - On Bayesian routes to unit roots (RePEc:fip:fedmem:43)
by Peter C. Schotman & Herman K. van Dijk - Unknown item RePEc:fri:dqewps:wp0009 (paper)
- Unknown item RePEc:fri:dqewps:wp0010 (paper)
- Bayesian Specification Analysis And Estimation Of Simultaneous Equation Models Using Monte Carlo Methods (RePEc:fth:socaec:m8804)
by Zellner, A. & Bauwnes, L. & Van Dijk, H.K. - Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM (RePEc:gam:jecnmx:v:4:y:2016:i:1:p:11-:d:65219)
by Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. Van Dijk - Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices (RePEc:gam:jecnmx:v:4:y:2016:i:1:p:14-:d:65426)
by David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. Van Dijk - Computational Complexity and Parallelization in Bayesian Econometric Analysis (RePEc:gam:jecnmx:v:4:y:2016:i:1:p:9-:d:64209)
by Nalan Baştürk & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk - Correction: Ardia, D., et al. Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. Econometrics 2016, 4 , 14 (RePEc:gam:jecnmx:v:8:y:2020:i:1:p:4-:d:316998)
by David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. Van Dijk - Distributional Dynamics using Quartic-based State-Space models (RePEc:hal:cesptp:hal-00318144)
by Mohamad Khaled & Herman van Dijk - Distributional Dynamics using Quartic-based State-Space models (RePEc:hal:cesptp:hal-00318155)
by Mohamad Khaled & Herman van Dijk - Distributional Dynamics using Quartic-based State-Space models (RePEc:hal:journl:hal-00318144)
by Mohamad Khaled & Herman van Dijk - Distributional Dynamics using Quartic-based State-Space models (RePEc:hal:journl:hal-00318155)
by Mohamad Khaled & Herman van Dijk - Introduction: inference and decision making (RePEc:jae:japmet:v:15:y:2000:i:6:p:545-546)
by John Geweke & John Rust & Herman K. Van Dijk - Daily exchange rate behaviour and hedging of currency risk (RePEc:jae:japmet:v:15:y:2000:i:6:p:671-696)
by Charles S. Bos & Ronald J. Mahieu & Herman K. Van Dijk - On the dynamics of business cycle analysis: editors' introduction (RePEc:jae:japmet:v:20:y:2005:i:2:p:147-150)
by Philip Hans Franses & Herman K. van Dijk & Dick van Dijk - Bayes model averaging of cyclical decompositions in economic time series (RePEc:jae:japmet:v:21:y:2006:i:2:p:191-212)
by Richard Kleijn & Herman K. van Dijk - On Bayesian Routes to Unit Roots (RePEc:jae:japmet:v:6:y:1991:i:4:p:387-401)
by Schotman, Peter C & van Dijk, Herman K - Non-stationarity in GARCH Models: A Bayesian Analysis (RePEc:jae:japmet:v:8:y:1993:i:s:p:s41-61)
by Kleibergen, F & Van Dijk, H K - Neural Network Pruning Applied to Real Exchange Rate Analysis (RePEc:jof:jforec:v:21:y:2002:i:8:p:559-77)
by Kaashoek, Johan F & van Dijk, Herman K - Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights (RePEc:jof:jforec:v:29:y:2010:i:1-2:p:251-269)
by Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek - Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit (RePEc:jss:jstsof:v:029:i03)
by Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K. - Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox (RePEc:jss:jstsof:v:068:i03)
by Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K. - The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference (RePEc:jss:jstsof:v:079:i01)
by Baştürk, Nalan & Grassi, Stefano & Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K. - SISAM and MIXIN: Two Algorithms for the Computation of Posterior Moments and Densities Using Monte Carlo Integration (RePEc:kap:csecmg:v:5:y:1992:i:3:p:183-220)
by Hop, J Peter & Van Dijk, Herman K - Twentieth Century Shocks, Trends and Cycles in Industrialized Nations (RePEc:kap:decono:v:152:y:2004:i:2:p:211-232)
by H.K. van Dijk - Bayesian Model Selection with an Uninformative Prior (RePEc:kee:kerpuk:2004/01)
by Rodney W. Strachan & Herman K. van Dijk - The Value of Structural Information in the VAR Model (RePEc:kee:kerpuk:2004/02)
by Rodney W. Strachan & Herman K. van Dijk - Exceptions to Bartlett’s Paradox (RePEc:kee:kerpuk:2004/03)
by Rodney W. Strachan & Herman K. van Dijk - Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data (RePEc:koc:wpaper:1321)
by Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk - Bayesian Approaches to Cointegration (RePEc:lec:leecon:04/27)
by Gary Koop & Rodney Strachan & Herman van Dijk & Mattias Villani - Improper priors with well defined Bayes Factors (RePEc:lec:leecon:05/4)
by Rodney W. Strachan & Herman K. van Dijk - Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes (RePEc:lec:leecon:06/5)
by Rodney W. Strachan & Herman K. van Dijk - Econometric Methods with Applications in Business and Economics (RePEc:oxp:obooks:9780199268016)
by Heij, Christiaan & de Boer, Paul & Franses, Philip Hans & Kloek, Teun & van Dijk, Herman K. - The Oxford Handbook of Bayesian Econometrics (RePEc:oxp:obooks:9780199559084)
by None - The Oxford Handbook of Bayesian Econometrics (RePEc:oxp:obooks:9780199681334)
by None - Divergent Priors and Well Behaved Bayes Factors (RePEc:psc:journl:v:6:y:2014:i:1:p:1-31)
by Rodney W. Strachan & Herman K. van Dijk - Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA, UK and Japan (RePEc:qld:uqmrg6:14)
by Rodney Strachan & Herman K. van Dijk - A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance (RePEc:rim:rimwps:20-27)
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk - Adaptive Polar Sampling With An Application To A Bayes Measure Of Value-At-Risk (RePEc:sce:scecf0:145)
by K. Van Dijk & Luc Bauwens & Charles Bos - Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations (RePEc:sce:scecf2:248)
by Lennart F. Hoogerheide & Johan F. Kaashoek & Herman K. van Dijk - Adaptive Polar Sampling (RePEc:sce:scecf2:307)
by Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest - Modelling option prices using neural networks (RePEc:sce:scecfa:78)
by L.F. Hoogerheide & H.K. van Dijk - Oil Price Shocks and Long Run Price and Import Demand Behavior (RePEc:spr:aistmt:v:51:y:1999:i:3:p:399-417)
by Frank Kleibergen & Herman van Dijk & Jean-Pierre Urbain - Some remarks on the simulation revolution in bayesian econometric inference (RePEc:taf:emetrv:v:18:y:1999:i:1:p:105-112)
by H. K. Van Dijk - Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics (RePEc:taf:emetrv:v:26:y:2007:i:2-4:p:107-112)
by Gary Koop & Herman K. van Dijk - Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo (RePEc:taf:emetrv:v:33:y:2014:i:1-4:p:3-35)
by Arnold Zellner & Tomohiro Ando & Nalan Baştük & Lennart Hoogerheide & Herman K. van Dijk - Comment (RePEc:taf:jnlbes:v:30:y:2011:i:1:p:30-33)
by Lennart Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk - Combined Density Nowcasting in an Uncertain Economic Environment (RePEc:taf:jnlbes:v:36:y:2018:i:1:p:131-145)
by Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk - Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach (RePEc:tin:wpaper:19970078)
by Gary Koop & Herman K. van Dijk & Henk Hoek - A Simple Strategy to prune Neural Networks with an Application to Economic Time Series (RePEc:tin:wpaper:19970123)
by Johan F. Kaashoek & Herman K. van Dijk - Bayesian Simultaneous Equations Analysis using Reduced Rank Structures (RePEc:tin:wpaper:19980025)
by Frank Kleibergen & Herman K. van Dijk - Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces (RePEc:tin:wpaper:19980071)
by Luc Bauwens & Charles S. Bos & Herman K. van Dijk - Bayes Estimates of Markov Trends in possibly Cointegrated Series: An Application to US Consumption and Income (RePEc:tin:wpaper:19990024)
by Richard Paap & Herman K. van Dijk - Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach (RePEc:tin:wpaper:19990072)
by Gary Koop & Herman K. van Dijk - Daily Exchange Rate Behaviour and Hedging of Currency Risk (RePEc:tin:wpaper:19990078)
by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk - Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk (RePEc:tin:wpaper:19990082)
by Luc Bauwens & Charles S. Bos & Herman K. van Dijk - Combined Forecasts from Linear and Nonlinear Time Series Models (RePEc:tin:wpaper:20000003)
by N. Terui & Herman K. van Dijk - Daily Exchange Rate Behaviour and Hedging of Currency Risk (RePEc:tin:wpaper:20010017)
by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk - On the Variation of Hedging Decisions in Daily Currency Risk Management (RePEc:tin:wpaper:20010018)
by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk - A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model (RePEc:tin:wpaper:20010105)
by Richard Kleijn & Herman K. van Dijk - On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling (RePEc:tin:wpaper:20060076)
by Michiel D. de Pooter & René Segers & Herman K. van Dijk - Possibly Ill-behaved Posteriors in Econometric Models (RePEc:tin:wpaper:20080036)
by Lennart Hoogerheide & Herman K. van Dijk - Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation: the R Package AdMit (RePEc:tin:wpaper:20080062)
by David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk - Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling (RePEc:tin:wpaper:20080092)
by Lennart Hoogerheide & Herman K. van Dijk - Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk (RePEc:tin:wpaper:20080096)
by Rodney W. Strachan & Herman K. van Dijk - Robust Optimization of the Equity Momentum Strategy (RePEc:tin:wpaper:20090011)
by Arco van Oord & Martin Martens & Herman K. van Dijk - To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods (RePEc:tin:wpaper:20090017)
by David Ardia & Lennart Hoogerheide & Herman K. van Dijk - Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights (RePEc:tin:wpaper:20090061)
by Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek - Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging (RePEc:tin:wpaper:20100050)
by Rodney W. Strachan & Herman K. van Dijk - A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood (RePEc:tin:wpaper:20100059)
by David Ardia & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk - Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data (RePEc:tin:wpaper:20110003)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation (RePEc:tin:wpaper:20110004)
by Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk - Divergent Priors and well Behaved Bayes Factors (RePEc:tin:wpaper:20110006)
by Rodney W. Strachan & Herman K. van Dijk - Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index (RePEc:tin:wpaper:20110082)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Combination Schemes for Turning Point Predictions (RePEc:tin:wpaper:20110123)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann (RePEc:tin:wpaper:20110131)
by Lennart F. Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk - Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo (RePEc:tin:wpaper:20110137)
by Arnold Zellner & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk - Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data (RePEc:tin:wpaper:20110172)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging (RePEc:tin:wpaper:20120025)
by Rodney Strachan & Herman K. van Dijk - A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation (RePEc:tin:wpaper:20120026)
by Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk - The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation (RePEc:tin:wpaper:20120096)
by Nalan Basturk & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk - Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo (RePEc:tin:wpaper:20120098)
by Arnold Zellner (posthumously) & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk - Time-varying Combinations of Predictive Densities using Nonlinear Filtering (RePEc:tin:wpaper:20120118)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series (RePEc:tin:wpaper:20130011)
by Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk - Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox (RePEc:tin:wpaper:20130055)
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk - Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation (RePEc:tin:wpaper:20130060)
by Lukasz Gatarek & Lennart Hoogerheide & Koen Hooning & Herman K. van Dijk - Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data (RePEc:tin:wpaper:20130090)
by Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk - Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model (RePEc:tin:wpaper:20130142)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14 (RePEc:tin:wpaper:20130191)
by Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk - Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices (RePEc:tin:wpaper:20140039)
by Lukasz Gatarek & Lennart Hoogerheide & Herman K. van Dijk - On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14 (RePEc:tin:wpaper:20140085)
by Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk - Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data (RePEc:tin:wpaper:20140119)
by Nalan Basturk & Pinar Ceyhan & Herman K. van Dijk - Combined Density Nowcasting in an Uncertain Economic Environment (RePEc:tin:wpaper:20140152)
by Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk - The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference (RePEc:tin:wpaper:20150042)
by Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk - Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance (RePEc:tin:wpaper:20150084)
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk - Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode (RePEc:tin:wpaper:20150111)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Parallelization Experience with Four Canonical Econometric Models using ParMitISEM (RePEc:tin:wpaper:20160005)
by Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk - Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies (RePEc:tin:wpaper:20160099)
by Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk - Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank (RePEc:tin:wpaper:20170058)
by Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk - Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive Distributions (RePEc:tin:wpaper:20180063)
by Lennart (L.F.) Hoogerheide & Herman (H.K.) van Dijk - The Evolution of Forecast Density Combinations in Economics (RePEc:tin:wpaper:20180069)
by Knut Are Aastveit & James Mitchell & Francesco Ravazzolo & Herman van Dijk - Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies (RePEc:tin:wpaper:20180076)
by Nalan Basturk & Agnieszka Borowska & Stefano Grassi & Lennart (L.F.) Hoogerheide & Herman (H.K.) van Dijk - Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance (RePEc:tin:wpaper:20190025)
by Roberto Casarin & Stefano Grassi & Francesco Ravazzollo & Herman K. van Dijk - Partially Censored Posterior for Robust and Efficient Risk Evaluation (RePEc:tin:wpaper:20190057)
by Agnieszka Borowska & Lennart Hoogerheide & Siem Jan Koopman & Herman van Dijk - A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance (RePEc:tin:wpaper:20210016)
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk - Bayes estimates of multimodal density features using DNA and Economic Data (RePEc:tin:wpaper:20210017)
by Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk - Quantifying time-varying forecast uncertainty and risk for the real price of oil (RePEc:tin:wpaper:20210053)
by Knut Are Aastveit & Jamie Cross & Herman K. van Dijk - The R package MitISEM : efficient and robust simulation procedures for Bayesian inference (RePEc:unm:umagsb:2015011)
by Baştürk, N. & Grassi, S. & Hoogerheide, L. & Opschoor, A. & van Dijk, H.K. - Parallelization experience with four canonical econometric models using ParMitISEM (RePEc:unm:umagsb:2016013)
by Baştürk, N. & Grassi, S. & Hoogerheide, L. & van Dijk, H.K. - Combination schemes for turning point predictions (RePEc:ven:wpaper:2012_15)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Combining predictive densities using Bayesian filtering with applications to US economic data (RePEc:ven:wpaper:2012_16)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox (RePEc:ven:wpaper:2013:08)
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk - Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model (RePEc:ven:wpaper:2013:17)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk - Evidence On Features Of A Dsge Business Cycle Model From Bayesian Model Averaging (RePEc:wly:iecrev:v:54:y:2013:i:1:p:385-402)
by Rodney W. Strachan & Herman K. Van Dijk - On the dynamics of business cycle analysis: editors' introduction (RePEc:wly:japmet:v:20:y:2005:i:2:p:147-150)
by Dick van Dijk & Herman K. van Dijk & Philip Hans Franses - Bayes model averaging of cyclical decompositions in economic time series (RePEc:wly:japmet:v:21:y:2006:i:2:p:191-212)
by Richard Kleijn & Herman K. van Dijk - Introduction To Recent Advances In Methods And Applications For Dsge Models (RePEc:wly:japmet:v:29:y:2014:i:7:p:1029-1030)
by Fabio Canova & Frank Schorfheide & Herman van Dijk - Posterior‐Predictive Evidence On Us Inflation Using Extended New Keynesian Phillips Curve Models With Non‐Filtered Data (RePEc:wly:japmet:v:29:y:2014:i:7:p:1164-1182)
by Nalan Baştürk & Cem Çakmakli & S. Pinar Ceyhan & Herman K. Van Dijk - Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model (RePEc:wly:japmet:v:31:y:2016:i:7:p:1352-1370)
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk - Consumer Evaluations of Food Risk Management Quality in Europe (RePEc:wly:riskan:v:27:y:2007:i:6:p:1565-1580)
by E. Van Kleef & J. R. Houghton & A. Krystallis & U. Pfenning & G. Rowe & H. Van Dijk & I. A. Van der Lans & L. J. Frewer