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Parallel sequential Monte Carlo for efficient density combination : the Deco Matlab Toolbox

Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2013

Persistent link: https://www.econbiz.de/10009730084

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

Combination schemes for turning point predictions

Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - In: The quarterly review of economics and finance : journal … 52 (2012) 4, pp. 402-412

Persistent link: https://www.econbiz.de/10009700545

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 - 2012

Persistent link: https://www.econbiz.de/10009722688

The r package MitISEM : mixture of student-t distributions using importance sampling weighted expectation maximization for efficient and robust simulation

Basturk, Nalan; Hoogerheide, Lennart; Opschoor, Anne; … - 2012

Persistent link: https://www.econbiz.de/10009722972

Bayesian analysis of instrumental variable models : acceptance-rejection within Direct Monte Carlo

Zellner, Arnold; Ando, Tomohiro; Baştürk, Nalan; … - In: Econometric reviews 33 (2014) 1/4, pp. 3-35

Persistent link: https://www.econbiz.de/10010357826

Testing for integration using evolving trend and seasonals models : a Bayesian approach

Koop, Gary; Dijk, Herman K. van; Hoek, Henk - 1997

In this paper, we make use of state space models to investigate the presence of stochastic trends in economic time series. A model is specified where such a trend can enter either in the autoregressive representation or in a separate state equation. Tests based on the former are analogous to...

Persistent link: https://www.econbiz.de/10010338455

Time-varying combinations of predictive densities using nonlinear filtering

Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - In: Journal of econometrics 177 (2013) 2, pp. 213-232

Persistent link: https://www.econbiz.de/10010254875

Computational complexity and parallelization in Bayesian econometric analysis

Baştürk, Nalan; Casarin, Roberto; Ravazzolo, Francesco; … - In: Econometrics : open access journal 4 (2016) 1, pp. 1-3

Persistent link: https://www.econbiz.de/10011504585

Divergent priors and well behaved Bayes factors

Strachan, Rodney W.; Dijk, Herman K. van - In: Central European journal of economic modelling and … 6 (2014) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10010503070