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Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights
Hoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco - In: Journal of forecasting 29 (2010) 1, pp. 251-270
Persistent link: https://www.econbiz.de/10008386634
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Comparing and evaluating Bayesian predictive distributions of asset returns
Hoogerheide, Lennart; van Dijk, Herman K. - In: International journal of forecasting 26 (2010) 2, pp. 216-231
Persistent link: https://www.econbiz.de/10008391798
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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
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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; van Dijk, Herman K. - In: Journal of econometrics 171 (2012) 2, pp. 101-121
Persistent link: https://www.econbiz.de/10010034682
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Neural network pruning applied to real exchange rate analysis
Kaashoek, Johan F.; van Dijk, Herman K. - In: Journal of forecasting 21 (2002) 8, pp. 559-578
Persistent link: https://www.econbiz.de/10006891486
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Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
Bauwens, Luc; Bos, Charles S.; van Dijk, Herman K.; van … - In: Journal of econometrics 123 (2004) 2, pp. 201-226
Persistent link: https://www.econbiz.de/10006754922
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Recent advances in Bayesian econometrics
Bauwens, Luc; Lubrano, Michel; van Dijk, Herman K. - In: Journal of econometrics 123 (2004) 2, pp. 197-200
Persistent link: https://www.econbiz.de/10006754923
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Distribution and mobility of wealth of nations
Paap, Richard; van Dijk, Herman K. - In: European economic review : EER 42 (1998) 7, pp. 1269-1294
Persistent link: https://www.econbiz.de/10007693006
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Trends and cycles in economic time series: A Bayesian approach
Harvey, Andrew C.; Trimbur, Thomas M.; Van Dijk, Herman K. - In: Journal of econometrics 140 (2007) 2, pp. 618-649
Persistent link: https://www.econbiz.de/10007761420
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Progress and challenges in econometrics
Franses, Philip Hans; van Dijk, Herman K. - In: Journal of econometrics 138 (2007) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10007615323