Herman K. van Dijk
Names
first:  Herman 
middle:  K. 
last:  van Dijk 
Contact
email:  
homepage:  https://personal.eur.nl/hkvandijk/ 
Affiliations

Tinbergen Instituut (weight: 95%)
 website
 location: Amsterdam, Netherlands

Rimini Centre for Economic Analysis (RCEA) (weight: 05%)
 website
 location: Waterloo, Canada
Research profile
author of:

Efficient Sampling from NonStandard Distributions Using Neural NetworkApproximations
by Lennart F. Hoogerheide & Johan F. Kaashoek & Herman K. van Dijk 
Editor's introduction
by Bauwens, Luc & Polasek, Wolfgang & van Dijk, Herman K. 
Distribution and mobility of wealth of nations
by Paapaa, Richard & van Dijk, Herman K. 
SISAM and MIXIN: Two Algorithms for the Computation of Posterior Moments and Densities Using Monte Carlo Integration.
by Hop, J. Peter & Van Dijk, Herman K. 
Direct cointegration testing in error correction models
by Kleibergen, Frank & van Dijk, Herman K. 
Classical and Bayesian aspects of robust unit root inference
by Hoek, Henk & Lucas, Andre & van Dijk, Herman K. 
Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics
by Gary Koop & Herman K. van Dijk 
Daily exchange rate behaviour and hedging of currency risk
by Charles S. Bos & Ronald J. Mahieu & Herman K. Van Dijk 
Editor's introduction
by Van Dijk, Herman K. 
Exceptions to Bartlett’s Paradox
by Rodney W. Strachan & Herman K. van Dijk 
Neural Network Pruning Applied to Real Exchange Rate Analysis.
by Kaashoek, Johan F. & van Dijk, Herman K. 
Daily Exchange Rate Behaviour and Hedging of Currency Risk
by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk 
Efficient estimation of income distribution parameters
by Kloek, Teun & van Dijk, Herman K. 
Endogeneity, instruments and identification
by Chesher, Andrew & Dhaene, Geert & van Dijk, Herman 
Recent advances in Bayesian econometrics
by Bauwens, Luc & Lubrano, Michel & van Dijk, Herman K. 
Likelihood diagnostics and Bayesian analysis of a microeconomic disequilibrium model for retail services
by Kooiman, Peter & Van Dijk, Herman K. & Thurik, A. Roy 
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
by Hoogerheide, Lennart F. & Kaashoek, Johan F. & van Dijk, Herman K. 
Bayesian Approaches to Cointegration
by Gary Koop & Rodney Strachan & Herman van Dijk & Mattias Villani 
On Bayesian routes to unit roots
by Peter C. Schotman & Herman K. Van Dijk 
On the dynamics of business cycle analysis: editors' introduction
by Philip Hans Franses & Herman K. van Dijk & Dick van Dijk 
Nonstationarity in GARCH Models: A Bayesian Analysis.
by Kleibergen, F. & Van Dijk, H. K. 
Oil Price Shocks and Long Run Price and Import Demand Behavior
by Frank Kleibergen & Herman van Dijk & JeanPierre Urbain 
On Bayesian Routes to Unit Roots.
by Schotman, Peter C. & van Dijk, Herman K. 
Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income.
by Paap, Richard & van Dijk, Herman K. 
Bayesian Model Selection with an Uninformative Prior
by Rodney W. Strachan & Herman K. van Dijk 
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods
by Zellner, Arnold & Bauwens, Luc & Van Dijk, Herman K. 
Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo.
by Kloek, Tuen & van Dijk, Herman K. 
Further experience in Bayesian analysis using Monte Carlo integration
by van Dijk, H. K. & Kloek, T. 
Bayes model averaging of cyclical decompositions in economic time series
by Richard Kleijn & Herman K. van Dijk 
BAYESIAN SPECIFICATION ANALYSIS AND ESTIMATION OF SIMULTANEOUS EQUATION MODELS USING MONTE CARLO METHODS
by ZELLNER, A. & BAUWNES, L. & VAN DIJK, H. K. 
International conference on econometric inference using simulation techniques
by Van Dijk, Herman K. 
Introduction: inference and decision making
by John Geweke & John Rust & Herman K. Van Dijk 
Natural conjugate priors for the instrumental variables regression model applied to the AngristKrueger data
by Hoogerheide, Lennart & Kleibergen, Frank & van Dijk, Herman K. 
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.
by Rodney Strachan & Herman K. van Dijk 
Trends and cycles in economic time series: A Bayesian approach
by Harvey, Andrew C. & Trimbur, Thomas M. & Van Dijk, Herman K. 
Twentieth Century Shocks, Trends and Cycles in Industrialized Nations
by H. K. van Dijk 
Cyclical components in economic time series: A Bayesian approach
by Herman K. van Dijk & Andrew Harvey & Thomas Trimbur 
‘Rotterdam econometrics’: an analysis of publications of the Econometric Institute 1956–2004
by H. K. Van Dijk & J. F. Kaashoek & A. P. M. Wagelmans 
The Value of Structural Information in the VAR Model
by Rodney W. Strachan & Herman K. van Dijk 
Adaptive Polar Sampling
by Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest 
A Bayesian analysis of the unit root in real exchange rates
by Schotman, Peter & van Dijk, Herman K. 
Posterior moments computed by mixed integration
by Van Dijk, Herman K. & Kloek, Teun & Boender, C. Guus E. 
Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes
by Rodney W. Strachan & Herman K. van Dijk 
Modelling option prices using neural networks
by L. F. Hoogerheide & H. K. van Dijk 
Computational techniques for applied econometric analysis of macroeconomic and financial processes
by Geweke, John & Groenen, Patrick J. F. & Paap, Richard & van Dijk, Herman K. 
The Value of Structural Information in the VAR Model
by Rodney W. Strachan & Herman K. van Dijk 
Cyclical Components in Economic Time Series: a Bayesian Approach
by Harvey, A. & TTrimbur, T. & van Dijk, H. 
Some remarks on the simulation revolution in bayesian econometric inference
by H. K. Van Dijk 
Improper priors with well defined Bayes Factors
by Rodney W. Strachan & Herman K. van Dijk 
Combined forecasts from linear and nonlinear time series models
by Terui, Nobuhiko & van Dijk, Herman K. 
Progress and challenges in econometrics
by Franses, Philip Hans & van Dijk, Herman K. 
Inferential Procedures in Stable Distributions for Class Frequency Data on Incomes.
by van Dijk, Herman K. & Kloek, Teun 
Adaptive radialbased direction sampling: some flexible and robust Monte Carlo integration methods
by Bauwens, Luc & Bos, Charles S. & van Dijk, Herman K. & van Oest, Rutger D. 
Adaptive mixture of Studentt distributions as a flexible candidate distribution for efficient simulation: the R package AdMit
by Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K. 
ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUEATRISK
by K. Van Dijk & Luc Bauwens & Charles Bos 
AdMit: Adaptive Mixtures of Studentt Distributions
by Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K. 
BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES
by Kleibergen, Frank & van Dijk, Herman K. 
Simulation based Bayesian econometric inference: principles and some recent computational advances
by HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D. 
Adaptive polar sampling with an application to a Bayes measure of valueatrisk
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
by HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & VAN DIJK, Herman K. 
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods.
by ZELLNER, A. & BAUWENS, Luc & VAN DIJK, H. 
On the Shape of the Likelihood/Posterior in Cointegration Models
by Kleibergen, Frank & van Dijk, Herman K. 
A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters
by van DIJK, H. K. 
Bayes Methods and Unit Roots
by Phillips, Peter C. B. & Van Dijk, Herman K. 
The fourth special issue on Computational Econometrics
by Belsley, David A. & Davidson, Russell & Kontoghiorghes, Erricos John & MacKinnon, James G. & van Dijk, Herman K. 
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight
by Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek 
Forecast accuracy and economic gains from Bayesian model averaging using timevarying weights
by Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek 
Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling
by Hoogerheide, Lennart & van Dijk, Herman K. 
Evidence on a Real Business Cycle model with Neutral and InvestmentSpecific Technology Shocks using Bayesian Model Averaging.
by Rodney W. Strachan & Herman K. van Dijk 
The Fifth Special Issue on Computational Econometrics
by Belsley, David A. & Duchesne, Pierre & Kapetanios, George & John Kontoghiorghes, Erricos & Paolella, Marc & van Dijk, Herman K. 
Combining predictive densities using Bayesian filtering with applications to US economics data
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk 
Econometric Methods with Applications in Business and Economics
by Heij, Christiaan & de Boer, Paul & Franses, Philip Hans & Kloek, Teun & van Dijk, Herman K. 
Combination schemes for turning point predictions
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk 
Combination schemes for turning point predictions
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk 
Combining predictive densities using Bayesian filtering with applications to US economic data
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk 
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
by Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K. 
Combination schemes for turning point predictions
by Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K. 
Evidence on a DSGE Business Cycle model subject to Neutral and InvestmentSpecific Technology Shocks using Bayesian Model Averaging
by Rodney W. Strachan & Herman K. van Dijk 
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk 
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk 
EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING
by Rodney W. Strachan & Herman K. Van Dijk 
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
by Ardia, David & Baştürk, Nalan & Hoogerheide, Lennart & van Dijk, Herman K. 
Interactions between eurozone and US booms and busts: A Bayesian panel Markovswitching VAR model
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk 
Interactions between eurozone and US booms and busts: A Bayesian panel Markovswitching VAR model
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk 
Comment
by Lennart Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk 
Timevarying combinations of predictive densities using nonlinear filtering
by Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K. 
Bayesian Analysis of Instrumental Variable Models: AcceptanceRejection within Direct Monte Carlo
by Arnold Zellner & Tomohiro Ando & Nalan Baştük & Lennart Hoogerheide & Herman K. van Dijk 
PosteriorPredictive Evidence on US Inflation using Extended Phillips Curve Models with nonfiltered Data
by Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk 
Note on neural network sampling for Bayesian inference of mixture processes
by Hoogerheide, L. F. & van Dijk, H. K. 
Explaining Adaptive RadialBased Direction Sampling
by Bauwens, L. & Bos, C. S. & van Dijk, H. K. & van Oest, R. D. 
Predictive gains from forecast combinations using timevarying model weights
by Ravazzolo, F. & van Dijk, H. K. & Verbeek, M. J. C. M. 
Neural network approximations to posterior densities: an analytical approach
by Hoogerheide, L. F. & Kaashoek, J. F. & van Dijk, H. K. 
Bayes model averaging of cyclical decompositions in economic time series
by Kleijn, R. H. & van Dijk, H. K. 
Twentieth century shocks, trends and cycles in industrialized nations
by van Dijk, H. K. 
Improper priors with well defined Bayes Factors
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
by Hoogerheide, L. F. & Kaashoek, J. F. & van Dijk, H. K. 
Valuing structure, model uncertainty and model averaging in vector autoregressive processes
by Strachan, R. W. & van Dijk, H. K. 
The AdMit Package
by David, D. & Hoogerheide, L. F. & van Dijk, H. K. 
Bayesian nearboundary analysis in basic macroeconomic time series models
by de Pooter, M. D. & Ravazzolo, F. & Segers, R. & van Dijk, H. K. 
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures
by Kleibergen, F. R. & van Dijk, H. K. 
Oil Price Shocks and Long Run Price and Import Demand Behavior
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
by Kaashoek, J. F. & van Dijk, H. K. 
Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces
by Bauwens, L. & Bos, C. S. & van Dijk, H. K. 
Neural network analysis of varying trends in real exchange rates
by Kaashoek, J. F. & van Dijk, H. K. 
Testing for integration using evolving trend and seasonal models: A Bayesian approach
by Koop, G. & van Dijk, H. K. 
Daily exchange rate behaviour and hedging of currency risk
by Bos, C. S. & Mahieu, R. J. & van Dijk, H. K. 
Combined forecasts from linear and nonlinear time series models
by Terui, N. & van Dijk, H. K. 
On the variation of hedging decisions in daily currency risk management
by Bos, C. S. & Mahieu, R. J. & van Dijk, H. K. 
Daily exchange rate behaviour and hedging of currency risk
by Bos, C. S. & Mahieu, R. J. & van Dijk, H. K. 
Neural networks as econometric tool
by Kaashoek, J. F. & van Dijk, H. K. 
Comparison of the AndersonRubin test for overidentification and the Johansen test for cointegration
by Hoogerheide, L. F. & van Dijk, H. K. 
Neural networks as econometric tool
by Kaashoek, J. F. & van Dijk, H. K. 
A Bayesian analysis of the PPP puzzle using an unobserved components model
by Kleijn, R. H. & van Dijk, H. K. 
Bayesian model selection for a sharp null and a diffuse alternative with econometric applications
by Strachan, R. W. & van Dijk, H. K. 
The value of structural information in the VAR model
by Strachan, R. W. & van Dijk, H. K. 
Adaptive radialbased direction sampling; Some flexible and robust Monte Carlo integration methods
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
by Hoogerheide, L. F. & Kaashoek, J. F. & van Dijk, H. K. 
Bayes estimates of the cyclical component in twentieth centruy US gross domestic product
by Harvey, A. C. & Trimbur, T. M. & van Dijk, H. K. 
Bayesian approaches to cointegratrion
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
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
by Paap, R. & van Dijk, H. K. 
Cyclical components in economic time series
by Harvey, A. C. & Trimbur, T. M. & van Dijk, H. K. 
Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods
by Bauwens, L. & Bos, C. S. & van Dijk, H. K. & van Oest, R. D. 
On Bayesian structural inference in a simultaneous equation model
by van Dijk, H. K. 
Trends and cycles in economic time series: A Bayesian approach
by Harvey, A. C. & Trimbur, T. M. & van Dijk, H. K. 
Weakly informative priors and well behaved Bayes factors
by Strachan, R. W. & van Dijk, H. K. 
"Rotterdam Econometrics": an analysis of publications of the econometric institute 19562004
by van Dijk, H. K. & Kaashoek, J. F. & Wagelmans, A. P. M. 
Natural conjugate priors for the instrumental variables regression model applied to the AngristKrueger data
by Hoogerheide, L. F. & Kleibergen, F. R. & van Dijk, H. K. 
Model uncertainty and Bayesian model averaging in vector autoregressive processes
by Strachan, R. W. & van Dijk, H. K. 
"Rotterdam econometrics": publications of the econometric institute 19562005
by van Dijk, H. K. & Kaashoek, J. F. & Wagelmans, A. P. M. 
Jan Tinbergen (19031994)
by Cornelisse, P. A. & van Dijk, H. K. 
Adaptive Polar Sampling with an Application to a Bayes Measure of ValueatRisk
by Bauwens, L. & Bos, C. S. & van Dijk, H. K. 
Gibbs sampling in econometric practice
by de Pooter, M. D. & Segers, R. & van Dijk, H. K. 
A reconsideration of the AngristKrueger analysis on returns to education
by Hoogerheide, L. F. & van Dijk, H. K. 
Simulation based bayesian econometric inference: principles and some recent computational advances.
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
by Strachan, R. W. & van Dijk, H. K. 
Divergent Priors and Well Behaved Bayes Factors
by Rodney W. Strachan & Herman K. van Dijk 
Interactions between eurozone and US booms and busts: A Bayesian panel Markovswitching VAR model
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk 
POSTERIOR‐PREDICTIVE EVIDENCE ON US INFLATION USING EXTENDED NEW KEYNESIAN PHILLIPS CURVE MODELS WITH NON‐FILTERED DATA
by Nalan Baştürk & Cem Çakmakli & S. Pinar Ceyhan & Herman K. Van Dijk 
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
by HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & van DIJK, Herman K. 
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk 
Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo
by Arnold Zellner & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk 
On the Variation of Hedging Decisions in Daily Currency Risk Management
by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk 
PosteriorPredictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Nonfiltered Data
by Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk 
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markovswitching VAR Model
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk 
PosteriorPredictive Evidence on US Inflation using Phillips Curve Models with NonFiltered Time Series
by Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk 
Possibly Illbehaved Posteriors in Econometric Models
by Lennart Hoogerheide & Herman K. van Dijk 
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling
by Michiel D. de Pooter & René Segers & Herman K. van Dijk 
On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14
by Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk 
Some advances in Bayesian estimations methods using Monte Carlo Integration
by VAN DIJK, Herman K. 
To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods
by David Ardia & Lennart Hoogerheide & Herman K. van Dijk 
A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model
by Richard Kleijn & Herman K. van Dijk 
Robust Optimization of the Equity Momentum Strategy
by Arco van Oord & Martin Martens & Herman K. van Dijk 
The R Package MitISEM: Mixture of Studentt Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation
by Nalan Basturk & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk 
Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14
by Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk 
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach
by Gary Koop & Herman K. van Dijk 
The Rpackage MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference
by Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk 
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods
by ZELLNER, Arnold & BAUWENS, Luc & VAN DIJK, Herman K. 
Return and Risk of Pairs Trading using a Simulationbased Bayesian Procedure for Predicting Stable Ratios of Stock Prices
by Lukasz Gatarek & Lennart Hoogerheide & Herman K. van Dijk 
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach
by Gary Koop & Herman K. van Dijk & Henk Hoek 
Timevarying Combinations of Predictive Densities using Nonlinear Filtering
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk 
Backtesting ValueatRisk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann
by Lennart F. Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk 
A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters
by VAN DIJK, Herman K. 
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk 
Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data
by Nalan Basturk & Pinar Ceyhan & Herman K. van Dijk 
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures
by Frank Kleibergen & Herman K. van Dijk 
Bayesian Analysis of Instrumental Variable Models: AcceptanceRejection within Direct Monte Carlo
by Arnold Zellner (posthumously) & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk 
A Simple Strategy to prune Neural Networks with an Application to Economic Time Series
by Johan F. Kaashoek & Herman K. van Dijk 
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights
by Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek 
Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk
by Rodney W. Strachan & Herman K. van Dijk 
A Class of Adaptive EMbased Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation
by Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk 
Bayes Estimates of Markov Trends in possibly Cointegrated Series: An Application to US Consumption and Income
by Richard Paap & Herman K. van Dijk 
Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling
by Lennart Hoogerheide & Herman K. van Dijk 
Adaptive Polar Sampling with an Application to a Bayes Measure of ValueatRisk
by Luc Bauwens & Charles S. Bos & Herman K. van Dijk 
Adaptive Polar Sampling: A New MC Technique for the Analysis of Illbehaved Surfaces
by Luc Bauwens & Charles S. Bos & Herman K. van Dijk 
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk 
Combination Schemes for Turning Point Predictions
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk 
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk 
A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood
by David Ardia & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk 
Combined Forecasts from Linear and Nonlinear Time Series Models
by N. Terui & Herman K. van Dijk 
A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation
by Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk 
Combined Density Nowcasting in an uncertain economic environment
by Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk 
Combined Density Nowcasting in an Uncertain Economic Environment
by Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk 
Censored Posterior and Predictive Likelihood in LeftTail Prediction for Accurate Value at Risk Estimation
by Lukasz Gatarek & Lennart Hoogerheide & Koen Hooning & Herman K. van Dijk 
Adaptive radialbased direction sampling: some flexible and robust Monte Carlo integration methods
by BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K. & VAN OEST, Rutger D. 
Daily Exchange Rate Behaviour and Hedging of Currency Risk
by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk 
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk 
Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics
by BAUWENS, L. & POLASEK, W. & van DIJK, H. K. 
Distributional Dynamics using Quarticbased StateSpace models
by Mohamad Khaled & Herman van Dijk 
Distributional Dynamics using Quarticbased StateSpace models
by Mohamad Khaled & Herman van Dijk 
Daily Exchange Rate Behaviour and Hedging of Currency Risk
by Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk 
Divergent Priors and well Behaved Bayes Factors
by Rodney W. Strachan & Herman K. van Dijk 
Adaptive Mixture of Studentt distributions as a Flexible Candidate Distribution for Efficient Simulation: the R Package AdMit
by David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk 
Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging
by Rodney Strachan & Herman K. van Dijk 
Evidence on a Real Business Cycle Model with Neutral and InvestmentSpecific Technology Shocks using Bayesian Model Averaging
by Rodney W. Strachan & Herman K. van Dijk 
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel MarkovSwitching VAR Mode
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk 
Dynamic predictive density combinations for large data sets in economics and finance
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk 
Parallelization Experience with Four Canonical Econometric Models using ParMitISEM
by Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk 
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox
by Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K. 
Adaptive Mixture of Studentt Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit
by Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K. 
Computational Complexity and Parallelization in Bayesian Econometric Analysis
by Nalan Baştürk & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk 
Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM
by Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. Van Dijk 
Return and Risk of Pairs Trading Using a SimulationBased Bayesian Procedure for Predicting Stable Ratios of Stock Prices
by David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. Van Dijk 
Timevarying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies
by Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk 
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk 
Combined Density Nowcasting in an Uncertain Economic Environment
by Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk 
Bayesian analysis of boundary and nearboundary evidence in econometric models with reduced rank
by Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk 
The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference
by Baştürk, Nalan & Grassi, Stefano & Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K. 
The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference
by Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk 
Bayesian Analysis of Boundary and NearBoundary Evidence in Econometric Models with Reduced Rank
by Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk 
SOME ADVANCES IN BAYESIAN ESTIMATION METHODS USING MONTE CARLO INTEGRATION
by van Dijk, H. K. 
POSTERIOR ANALYSIS OF POSSIBLY INTEGRATED TIME SERIES WITH AN APPLICATION TO REAL GNP
by Schotman, P. & van Dijk, H. K. 
BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Application of Integration by Monte Carlo
by Kloek, T. & van Dijk, H. K. 
Consumer Evaluations of Food Risk Management Quality in Europe
by E. Van Kleef & J. R. Houghton & A. Krystallis & U. Pfenning & G. Rowe & H. Van Dijk & I. A. Van der Lans & L. J. Frewer 
LIKELIHOOD DIAGNOSTICS AND BAYESIAN ANALYSIS OF A MICROECONOMIC DISEQUILIBRIUM MODEL FOR RETAIL SERVICES
by Kooiman, Peter & van Dijk, Herman K. & Thurik, A. Roy 
MONTE CARLO ANALYSIS OF SKEW POSTERIOR DISTRIBUTIONS: AN ILLUSTRATIVE ECONOMETRIC EXAMPLE
by van Dijk, H. K. & Kloek, T. 
PREDICTIVE MOMENTS OF SIMULTANEOUS ECONOMETRIC MODELS A Bayesian Approach
by van Dijk, H. K. & Kloek, T. 
POSTERIOR MOMENTS OF THE KLEINGOLDBERGER MODEL
by van Dijk, H. K. & Kloek, T. 
Bayes estimates of muIti‐criteria decision alternatives using Monte Carlo integration
by C. G. E. Boender & H. K. van Dijk 
POSTERIOR MOMENTS COMPUTED BY MIXED INTEGRATION
by van Dijk, H. K. & Kloek, T. & Boender, C. G. E. 
POSTERIOR ANALYSIS OF KLEIN'S MODEL
by van Dijk, H. K. & Kloek, T. 
POSTERIOR MOMENTS COMPUTED BY MIXED INTEGRATION
by van Dijk, H. K. & Kloek, T. 
Forecast density combinations of dynamic models and data driven portfolio strategies
by Baştürk, N. & Borowska, A. & Grassi, S. & Hoogerheide, L. & van Dijk, H. K. 
A BAYESIAN ANALYSIS OF THE UNIT ROOT HYPOTHESIS
by Schotman, P. & van Dijk, H. K. 
EXPERIMENTS WITH SOME ALTERNATIVES FOR SIMPLE IMPORTANCE SAMPLING IN MONTE CARLO INTEGRATION
by van Dijk, H. K. & Kloek, T. 
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies
by Nalan Basturk & Agnieszka Borowska & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk 
A BAYESIAN ANALYSIS OF THE UNIT ROOT IN REAL EXCHANGE RATES
by Schotman P. & van Dijk, H. K. 
Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance
by Roberto Casarin & Stefano Grassi & Francesco Ravazzollo & Herman K. van Dijk 
Econometrics and Statistics
by Kontoghiorghes, Erricos & Van Dijk, Herman K. & Colubi, Ana 
AN ALGORITHM FOR THE COMPUTATION OF POSTERIOR MOMENTS AND DENSITIES USING SIMPLE IMPORTANCE SAMPLING
by van Dijk, H. K. & Hop, J. P. & Louter, A. S. 
FURTHER EXPERIENCE IN BAYESIAN ANALYSIS USING MONTE CARLO INTEGRATION
by van Dijk, H. K. & Kloek, T. 
The Evolution of Forecast Density Combinations in Economics
by Knut Are Aastveit & James Mitchell & Francesco Ravazzolo & Herman van Dijk 
BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Unorthodox Application of Monte Carlo
by Kloek, T. & van Dijk, H. K. 
Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive Distributions
by Lennart (L. F. ) Hoogerheide & Herman (H. K. ) van Dijk 
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies
by Nalan Basturk & Agnieszka Borowska & Stefano Grassi & Lennart (L. F. ) Hoogerheide & Herman (H. K. ) van Dijk 
Parallelization experience with four canonical econometric models using ParMitISEM
by Baştürk, N. & Grassi, S. & Hoogerheide, L. & van Dijk, H. K. 
Partially Censored Posterior for Robust and Efficient Risk Evaluation
by Agnieszka Borowska & Lennart Hoogerheide & Siem Jan Koopman & Herman van Dijk 
Forecast density combinations with dynamic learning for large data sets in economics and finance
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk 
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics
by Niels Haldrup & David F. Hendry & Herman K. van Dijk 
Bayesian Model Selection with an Uninformative Prior*
by Rodney W. Strachan & Herman K. van Dijk 
Partially Censored Posterior for robust and efficient risk evaluation
by Agnieszka Borowska & Lennart Hoogerheide & Siem Jan Koopman & Herman K. van Dijk 
Distributional Dynamics using Quarticbased StateSpace models
by Mohamad Khaled & Herman van Dijk 
Partially censored posterior for robust and efficient risk evaluation
by Borowska, Agnieszka & Hoogerheide, Lennart & Koopman, Siem Jan & van Dijk, Herman K. 
Distributional Dynamics using Quarticbased StateSpace models
by Mohamad Khaled & Herman van Dijk 
INTRODUCTION TO RECENT ADVANCES IN METHODS AND APPLICATIONS FOR DSGE MODELS
by Fabio Canova & Frank Schorfheide & Herman van Dijk 
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance
by Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk 
Correction: Ardia, D., et al. Return and Risk of Pairs Trading Using a SimulationBased Bayesian Procedure for Predicting Stable Ratios of Stock Prices. Econometrics 2016, 4 , 14
by David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. Van Dijk 
The R package MitISEM : efficient and robust simulation procedures for Bayesian inference
by Baştürk, N. & Grassi, S. & Hoogerheide, L. & Opschoor, A. & van Dijk, H. K.
editor of:

The Oxford Handbook of Bayesian Econometrics
edited by Geweke, John & Koop, Gary & van Dijk, Herman 
The Oxford Handbook of Bayesian Econometrics
edited by Geweke, John & Koop, Gary & van Dijk, Herman 
Econometrics and Statistics
edited by E. J. Kontoghiorghes & H. Van Dijk & A. M. Colubi