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Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data
Hoogerheide, Lennart; Kleibergen, Frank; Dijk, Herman K. van - In: Journal of econometrics 138 (2007) 1, pp. 63-103
Persistent link: https://www.econbiz.de/10003451742
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A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart; Opschoor, Anne; Dijk, Herman K. van - In: Journal of econometrics 171 (2012) 2, pp. 101-120
Persistent link: https://www.econbiz.de/10009691174
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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
Cover Image
Natural conjugate priors for the instrumental variables regression model applied to the Angrist–Krueger data
Hoogerheide, Lennart; Kleibergen, Frank; van Dijk, Herman K. - In: Journal of econometrics 138 (2007) 1, pp. 63-103
Persistent link: https://www.econbiz.de/10007615318
Cover Image
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Hoogerheide, Lennart; Opschoor, Anne; van Dijk, Herman K. - In: Journal of econometrics 171 (2012) 2, pp. 101-121
Persistent link: https://www.econbiz.de/10010034682