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~isPartOf:"BIS working papers"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / UCL Economics"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"HWWA discussion paper"
~isPartOf:"Research memorandum / METEOR"
~isPartOf:"Study paper"
~isPartOf:"Working papers / Federal Reserve Bank of Boston"
~language:"eng"
~person:"Dijk, Herman K. van"
~person:"Florax, Raymond J. G. M."
~person:"Francois, Joseph F."
~person:"Gil-Alaña, Luis A."
~person:"Heckman, James J."
~person:"Koopman, Siem Jan"
~person:"Poot, Jacques"
~person:"Pozzi, Lorenzo"
~person:"Ravazzolo, Francesco"
~subject:"Bayesian inference"
~subject:"Börsenkurs"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Meta-Analyse"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Simulation"
~subject:"USA"
~subject:"United States"
~subject:"Volatilität"
~subject:"Wirtschaftswachstum"
~subject:"World"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Dijk, Herman K. van
Florax, Raymond J. G. M.
Francois, Joseph F.
Gil-Alaña, Luis A.
Heckman, James J.
Koopman, Siem Jan
Poot, Jacques
Pozzi, Lorenzo
Ravazzolo, Francesco
Lucas, André
46
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32
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29
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28
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25
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21
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20
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18
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18
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16
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16
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13
Teulings, Coen N.
13
Wijnbergen, Sweder van
13
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12
Michaelowa, Axel
12
Vries, Casper G. de
12
Basturk, Nalan
10
Chang, Chia-Lin
10
Diks, Cees G. H.
10
Paap, Richard
10
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9
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9
Marrewijk, Charles van
9
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8
Butter, Frank A. G. den
8
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8
Grassi, Stefano
8
Schwaab, Bernd
8
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7
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7
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A general framework for observation driven time-varying parameter models
Creal, Drew
;
Koopman, Siem Jan
;
Lucas, André
-
2008
Persistent link: https://www.econbiz.de/10003787160
Saved in:
42
Bayesian forecasting of value at risk and expected shortfall using adaptive importance sampling
Hoogerheide, Lennart F.
;
Dijk, Herman K. van
-
2008
Persistent link: https://www.econbiz.de/10003774522
Saved in:
43
A multivariate long-memory model with structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428263
Saved in:
44
Mean reversion in the Nikkei, Standard & Poor and Dow Jones stock market indices
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428295
Saved in:
45
Deterministic versus stochastic seasonal fractional integration and structural breaks
Caporale, Guglielmo Maria
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428302
Saved in:
46
World
equity premium based risk aversion estimates
Pozzi, Lorenzo
;
Vries, Casper G. de
;
Zenhorst, J.
-
2010
Persistent link: https://www.econbiz.de/10003934133
Saved in:
47
Evidence on a real business cycle model with neutral and investment-specific technology shocks using Bayesian model averaging
Strachan, Rodney W.
;
Dijk, Herman K. van
-
2010
Persistent link: https://www.econbiz.de/10003974036
Saved in:
48
Divergent priors and well behaved Bayes factors
Strachan, Rodney W.
;
Dijk, Herman K. van
-
2011
Persistent link: https://www.econbiz.de/10008809884
Saved in:
49
Possibly III-behaved posteriors in econometric models : on the connection between model structures, non-elliptical credible sets and neural network simulation techniques
Hoogerheide, Lennart
;
Dijk, Herman K. van
-
2008
Persistent link: https://www.econbiz.de/10003706017
Saved in:
50
Likelihood functions for state space models with diffuse initial conditions
Francke, Marc K.
;
Koopman, Siem Jan
;
Vos, Aart F. de
-
2008
Persistent link: https://www.econbiz.de/10003706020
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