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Are education and entrepreneurial income endogenous? : a Bayesian analysis
Block, Jörn; Hoogerheide, Lennart; Thurik, Adriaan R. - In: Entrepreneurship research journal : ERJ 2 (2012) 3, pp. 1-27
Persistent link: https://www.econbiz.de/10009570382
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Family background variables as instruments for education in income regressions: A Bayesian analysis
Hoogerheide, Lennart; Block, Joern H.; Thurik, Roy - In: Economics of Education Review 31 (2012) 5, pp. 515-523
The validity of family background variables instrumenting education in income regressions has been much criticized. In this paper, we use data from the 2004 German Socio-Economic Panel and Bayesian analysis to analyze to what degree violations of the strict validity assumption affect the...
Persistent link: https://www.econbiz.de/10010594746
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The survival of business takeovers and new venture start-ups
Xi, Guoqian; Block, Jörn; Robert, Frank; Thurik, Adriaan R. - In: Industrial and corporate change 29 (2020) 3, pp. 797-826
Persistent link: https://www.econbiz.de/10012230396
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Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka; Hoogerheide, Lennart; Koopman, Siem Jan - In: Journal of econometrics 217 (2020) 2, pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
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Forecast density combinations of dynamic models and data driven portfolio strategies
Baştürk, N.; Borowska, A.; Grassi, S.; Hoogerheide, … - In: Journal of econometrics 210 (2019) 1, pp. 170-186
Persistent link: https://www.econbiz.de/10012303391
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Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István; Hoogerheide, Lennart; Koopman, Siem Jan; … - In: Journal of applied econometrics 32 (2017) 5, pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
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A new bootstrap test for multiple assets joint risk testing
Ardia, David; Gatarek, Lukasz; Hoogerheide, Lennart - In: Journal of risk 19 (2016/2017) 4, pp. 1-22
Persistent link: https://www.econbiz.de/10011710231
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Methods for computing numerical standard errors : review and application to value-at-risk estimation
Ardia, David; Bluteau, Keven; Hoogerheide, Lennart - In: Journal of time series econometrics 10 (2018) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10011898020
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Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo
Zellner, Arnold; Ando, Tomohiro; Baştük, Nalan; … - In: Econometric Reviews 33 (2014) 1-4, pp. 3-35
We discuss Bayesian inferential procedures within the family of instrumental variables regression models and focus on two issues: existence conditions for posterior moments of the parameters of interest under a flat prior and the potential of Direct Monte Carlo (DMC) approaches for efficient...
Persistent link: https://www.econbiz.de/10010975487
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Hoogerheide, Lennart; Ravazzolo, Francesco; Dijk, … - In: Journal of Business & Economic Statistics 30 (2012) 1, pp. 30-33
Persistent link: https://www.econbiz.de/10010606685