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~isPartOf:"CESifo working papers"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Discussion paper series / UCL Economics"
~isPartOf:"HWWA discussion paper"
~isPartOf:"Nota di lavoro / Fondazione Eni Enrico Mattei"
~isPartOf:"Research memorandum / METEOR"
~isPartOf:"Study paper"
~isPartOf:"Working papers / Federal Reserve Bank of Boston"
~language:"eng"
~person:"Dijk, Herman K. van"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Meta-Analyse"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~subject:"Simulation"
~subject:"Theory"
~subject:"USA"
~subject:"United States"
~subject:"Volatilität"
~subject:"Wirtschaftswachstum"
~subject:"World"
~type:"book"
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Dijk, Herman K. van
Nijkamp, Peter
130
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119
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91
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72
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70
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69
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69
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65
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47
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45
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44
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42
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41
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39
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39
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38
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36
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35
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35
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34
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34
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33
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33
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32
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30
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8
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1
Daily exchange rate behaviour and hedging of currency risk
Bos, Charles S.
;
Mahieu, Ronald J.
;
Dijk, Herman K. van
-
2000
-
rev.
Persistent link: https://www.econbiz.de/10001554496
Saved in:
2
Oil price shocks and long run price and import demand behavior
Kleibergen, Frank
;
Urbain, Jean-Pierre
;
Dijk, Herman K. van
-
1997
Persistent link: https://www.econbiz.de/10000972342
Saved in:
3
Daily exchange rate behaviour and hedging of currency risk
Bos, Charles S.
;
Mahieu, Ronald J.
;
Dijk, Herman K. van
-
1999
Persistent link: https://www.econbiz.de/10001412189
Saved in:
4
Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000122477
Saved in:
5
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:
6
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:
7
Divergent priors and well behaved Bayes factors
Strachan, Rodney W.
;
Dijk, Herman K. van
-
2011
Persistent link: https://www.econbiz.de/10008809884
Saved in:
8
A class of adaptive EM-based importance sampling algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart
;
Opschoor, Anne
;
Dijk, Herman K. van
-
2011
Persistent link: https://www.econbiz.de/10008809885
Saved in:
9
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:
10
To bridge, to warp or to wrap? A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihoods
Ardia, David
;
Hoogerheide, Lennart
;
Dijk, Herman K. van
-
2009
Persistent link: https://www.econbiz.de/10003813789
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