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Some remarks on the simulation revolution in Bayesian econometric inference
Dijk, Herman K. van - In: Econometric reviews 18 (1999) 1, pp. 105-112
Persistent link: https://www.econbiz.de/10001395558
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Challenges and opportunities for twenty first century Bayesian econometricians : a personal view
Dijk, Herman K. van - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 2, pp. 155-176
Persistent link: https://www.econbiz.de/10014631897
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Bayes model averaging of cyclical decompositions in economic time series
Kleijn, Richard; Dijk, Herman K. van - In: Journal of applied econometrics 21 (2006) 2, pp. 191-212
Persistent link: https://www.econbiz.de/10003310043
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Bayes estimates of the cyclical component in twentieth century US gross domestic product
Harvey, Andrew C.; Trimbur, Thomas M.; Dijk, Herman K. van - In: Growth and cycle in the Euro-zone, (pp. 76-89). 2006
Persistent link: https://www.econbiz.de/10003412113
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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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Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling
Hoogerheide, Lennart; Dijk, Herman K. van - In: International journal of forecasting 26 (2010) 2, pp. 231-247
Persistent link: https://www.econbiz.de/10003980297
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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) 1/2, pp. 251-269
Persistent link: https://www.econbiz.de/10003951847
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On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank : an application of flexible sampling methods using neural networ...
Hoogerheide, Lennart F.; Kaashoek, Johan F.; Dijk, … - In: Journal of econometrics 139 (2007) 1, pp. 154-180
Persistent link: https://www.econbiz.de/10003516747
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Trends and cycles in economic time series : a Bayesina approach
Harvey, Andrew C.; Trimbur, Thomas M.; Dijk, Herman K. van - In: Journal of econometrics 140 (2007) 2, pp. 618-649
Persistent link: https://www.econbiz.de/10003569916
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Editors' introduction to the special issue of Econometrics reviews on Bayesian dynamic econometrics
Koop, Gary; Dijk, Herman K. van - In: Econometric reviews 26 (2007) 2, pp. 107-112
Persistent link: https://www.econbiz.de/10003509066