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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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Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods
Zellner, Arnold; Bauwens, Luc; Dijk, Herman K. van - 1987
Persistent link: https://www.econbiz.de/10000747362
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On Bayesian routes to unit roots
Schotman, Peter C.; Dijk, Herman K. van - 1991
Persistent link: https://www.econbiz.de/10000815014
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On Bayesian routes to unit roots
Schotman, Peter C.; Dijk, Herman K. van - 1991
Persistent link: https://www.econbiz.de/10000817130
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Classical and Bayesian aspects of robust unit root inference
Hoek, Henk; Lucas, André; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000151638
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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/10000122496
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Direct cointegration testing in error correction models
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000122504
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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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On the practice of Bayesian time series models using gibbs sampling
Pooter, Michiel de; Segers, René; Dijk, Herman K. van - 2006
Persistent link: https://www.econbiz.de/10003383011