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On the shape of the likelihood posterior in cointegration models
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000894164
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Direct cointegration testing in error correction models
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000894482
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Evaluation and application of numerical procedures to calculate Lyapunov exponents
Kaashoek, Johan F.; Dijk, Herman K. van - 1991
Persistent link: https://www.econbiz.de/10000842029
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Bayes estimates of multi-criteria decision alternatives using Monte Carlo integration
Boender, Guus; Dijk, Herman K. van - 1991
Persistent link: https://www.econbiz.de/10000842033
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Two algorithms for the computation of posterior moments and densities using Monte Carlo integration
Hop, J. Peter; Dijk, Herman K. van - 1991
Persistent link: https://www.econbiz.de/10000842214
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Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services
Kooiman, Jan Peter; Dijk, Herman K. van; Thurik, Adriaan R. - 1985
Persistent link: https://www.econbiz.de/10000716510
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Posterior moments computed by mixed integration
Dijk, Herman K. van; Kloek, Teunis; Boender, Guus - 1985
Persistent link: https://www.econbiz.de/10000716581
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Existence conditions for posterior moments of simultaneous equation model parameters
Dijk, Herman K. van - 1985
Persistent link: https://www.econbiz.de/10000717872
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A cointegration study of aggregate imports using likelihood based testing principles
Kleibergen, Frank; Urbain, Jean-Pierre; Dijk, Herman K. van - 1994
Persistent link: https://www.econbiz.de/10000903476
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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/10000988112