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~isPartOf:"Discussion paper / Tinbergen Institute"
~person:"Brown, Bryan W."
~person:"Dijk, Herman K. van"
~subject:"Prognoseverfahren"
~subject:"Theorie"
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Prognoseverfahren
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63
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59
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Brown, Bryan W.
Dijk, Herman K. van
Hoogerheide, Lennart
25
Ravazzolo, Francesco
16
Casarin, Roberto
13
Basturk, Nalan
11
Bos, Charles S.
10
Grassi, Stefano
10
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6
Mahieu, Ronald J.
6
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5
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5
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5
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5
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4
Kleijn, Richard
4
Strachan, Rodney W.
4
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3
Hoogerheide, Lennart F.
3
Kaashoek, Johan F.
3
Zellner, Arnold
3
Ardia, David
2
Borowska, Agnieszka
2
Gatarek, Lukasz
2
Hoek, Henk
2
Kleibergen, Frank
2
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Terui, Nobuhiko
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Verbeek, Marno
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Discussion paper / Tinbergen Institute
Econometric Institute research papers
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9
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7
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Some remarks on the simulation revolution in Bayesian econometric inference
Dijk, Herman K. van
-
1998
Persistent link: https://www.econbiz.de/10000995344
Saved in:
2
Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000122477
Saved in:
3
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:
4
Forecast accuracy and economic gains from Bayesian model averaging using time varying weights
Hoogerheide, Lennart
;
Kleijn, Richard
;
Ravazzolo, Francesco
-
2009
Persistent link: https://www.econbiz.de/10003861024
Saved in:
5
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:
6
Combining predictive densities using Bayesian filtering with applications to US economics data
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
; …
-
2011
Persistent link: https://www.econbiz.de/10008809881
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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