Access Statistics for Herman K. van Dijk

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A BAYESIAN ANALYSIS OF THE UNIT ROOT IN REAL EXCHANGE RATES 0 0 0 1 0 0 7 223
A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model 0 1 11 76 1 6 30 336
A Bayesian analysis of the PPP puzzle using an unobserved components model 1 1 8 330 2 2 24 1,184
A Cointegration Study of Aggregate Imports Using Likelihood Based Testing Principles 0 0 0 0 0 0 7 203
A Simple Strategy to Prune Neural Networks with an Application to Economic Time Series 0 2 14 261 2 7 63 557
A Simple Strategy to prune Neural Networks with an Application to Economic Time Series 1 1 8 74 4 5 16 163
A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters 0 0 0 0 0 1 1 1
ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK 0 0 0 0 5 8 21 322
AdMit: Adaptive Mixtures of Student-t Distributions 1 2 30 30 4 9 68 68
Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation 2 5 16 22 4 14 62 78
Adaptive Polar Sampling 0 0 0 0 1 3 7 101
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 1 1 7 172 3 4 16 917
Adaptive Polar Sampling with an application to a Bayes measure of Value-at-Risk 0 0 1 122 2 3 9 657
Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces 0 0 0 24 0 1 6 461
Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: the R package AdMit 0 0 22 44 3 5 78 134
Adaptive polar sampling with an application to a Bayes measure of value-at-risk 0 0 1 1 0 0 17 411
Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods 1 5 13 108 2 7 35 459
Adaptive radial-based direction sampling - some flexibel and robust Monte Carlo integration methods 1 2 6 55 3 8 23 312
BAYESIAN SPECIFICATION ANALYSIS AND ESTIMATION OF SIMULTANEOUS EQUATION MODELS USING MONTE CARLO METHODS 0 0 0 0 10 18 42 648
Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to US Consumption and Income 1 1 1 118 2 2 9 464
Bayes estimates of Markov trends in possibly cointegrated series 1 2 13 127 4 9 32 348
Bayes estimates of Markov trends in possibly cointegrated series - an application to US consumption and income 0 1 2 70 1 2 12 323
Bayesian Analysis of Stochastic Trends in Structural Time Series Models 0 0 0 0 0 2 11 178
Bayesian Approaches to Cointegration 1 7 21 164 2 11 38 266
Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk 0 1 29 29 1 8 48 48
Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling 2 2 48 48 6 17 78 78
Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA, UK and Japan 0 3 9 20 1 5 26 63
Bayesian Model Selection with an Uninformative Prior 3 9 42 189 10 21 148 607
Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures 0 0 0 3 3 11 59 908
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 1 10 85 0 1 14 311
Bayesian model selection for a sharp null and a diffuse alternative with econometric applications 1 2 8 70 1 4 22 212
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 0 2 3 7 7
Combined Forecasts from Linear and Nonlinear Time Series Models 3 5 15 201 5 10 39 466
Combined forecasts from linear and nonlinear time series models 2 5 9 177 4 8 24 462
Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration 5 11 54 340 28 64 299 1,619
Cyclical Components in Economic Time Series: a Bayesian Approach 4 6 12 264 9 14 46 634
Cyclical components in economic time series 2 3 8 267 4 12 27 661
Cyclical components in economic time series: A Bayesian approach 5 9 22 117 7 19 91 427
Daily Exchange Rate Behaviour and Hedging of Currency Risk 3 6 26 432 9 31 114 1,430
Daily Exchange Rate Behaviour and Hedging of Currency Risk 1 2 6 501 1 4 26 2,281
Daily Exchange Rate Behaviour and Hedging of Currency Risk 3 5 13 159 3 7 22 416
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 0 1 7 16 53 1,021
Daily exchange rate behaviour and hedging of currency risk 2 3 18 466 6 17 61 1,762
Daily exchange rate behaviour and hedging of currency risk 2 3 8 232 2 5 39 673
Direct Cointegration Testing in Error Correction Models 0 0 0 0 0 6 29 236
Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations 0 0 0 0 0 2 13 99
Estimating Pushing Trends and Public Equilibria 0 0 0 0 0 0 1 249
Exceptions to Bartlett’s Paradox 2 5 9 32 3 9 36 179
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 7 47 47 47 10 31 31 31
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 3 10 50 50 6 18 29 29
Functional approximations to posterior densities 0 0 1 34 0 0 5 105
Improper priors with well defined Bayes Factors 3 7 32 169 10 31 118 541
Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes 2 4 20 146 6 11 48 307
Modelling option prices using neural networks 0 0 0 0 2 2 21 122
Neural networks analysis of varying trends in real exchange rates 1 1 10 284 1 4 21 599
Neural networks as econometric tool 1 3 21 430 2 6 36 563
Neural networks as econometric tool 4 12 54 411 7 24 116 660
Nonstationarity in Garch Models: A Bayesian Analysis 0 0 0 0 1 6 23 274
Oil price shocks and long run price and import demand behavior 1 3 23 360 2 5 64 1,081
On Bayesian routes to unit roots 0 2 9 25 1 3 16 179
On Bayesian structural inference in a simultaneous equation model 0 0 16 225 1 5 39 715
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling 1 3 19 96 5 13 64 298
On the Shape of the Likelyhood/Posterior in Cointegration Models 0 0 0 2 1 3 8 108
On the Variation of Hedging Decisions in Daily Currency Risk Management 3 3 13 259 7 9 45 777
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 networks 0 0 3 3 2 5 13 13
On the variation of hedging decisions in daily currency risk management 4 5 21 271 5 9 45 1,009
Possibly Ill-behaved Posteriors in Econometric Models 0 0 8 29 7 13 55 129
Robust Optimization of the Equity Momentum Strategy 1 7 30 30 5 22 77 77
Simulation based Bayesianeconometric inference: principles and some recent computational advances 2 2 6 6 2 4 17 17
Some Remarks on the Simulation Revolution in Bayesian Econometric Inference 0 0 0 0 2 4 17 82
Testing for Integration Using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 2 1 1 31 341
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 2 2 4 112 4 4 16 557
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 1 2 9 93 2 3 16 264
Testing for integration using evolving trend and seasonal models A Bayesian approach 2 2 12 159 3 7 37 608
The Value of Structural Information in the VAR Model 0 5 8 66 0 6 18 181
The Value of Structural Information in the VAR Model 0 3 15 52 0 7 49 233
The value of structural information in the VAR model 1 8 15 149 4 17 36 381
To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods 0 3 15 15 2 12 27 27
Total Working Papers 90 246 981 8,957 268 706 3,094 33,971

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
'Rotterdam econometrics': an analysis of publications of the Econometric Institute 1956-2004 0 0 2 4 1 1 5 21
A Bayesian analysis of the unit root in real exchange rates 0 0 9 70 1 1 13 145
A neural' network applied to tlie calculation of lyapunov exponents 0 1 4 11 1 4 15 31
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 3 11 0 1 7 53
BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES 0 2 10 10 1 4 19 19
Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income 0 0 0 0 1 5 10 133
Bayes Methods and Unit Roots 0 0 2 2 0 1 3 3
Bayes model averaging of cyclical decompositions in economic time series 1 3 11 36 1 4 32 119
Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo 3 6 18 92 4 9 33 377
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 2 4 14 36 3 6 25 67
Classical and Bayesian aspects of robust unit root inference 0 2 9 39 0 2 12 94
Combined forecasts from linear and nonlinear time series models 0 0 5 27 2 3 13 78
Comment on " estimating systems of trending variables": estimating pushing trends and pulling equilibria 1 1 1 3 1 3 3 9
Computational techniques for applied econometric analysis of macroeconomic and financial processes 0 1 14 33 0 3 23 75
Daily exchange rate behaviour and hedging of currency risk 3 7 16 295 7 17 49 1,203
Direct cointegration testing in error correction models 0 1 9 41 0 1 16 112
Distribution and mobility of wealth of nations 1 2 10 69 4 5 25 153
Editor's introduction 0 0 2 3 0 0 2 40
Editor's introduction 0 0 0 0 0 1 1 5
Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics 0 0 4 19 0 1 8 42
Efficient estimation of income distribution parameters 0 0 3 15 0 3 13 41
Endogeneity, instruments and identification 2 4 25 58 4 8 42 117
Further experience in Bayesian analysis using Monte Carlo integration 4 7 14 24 7 15 43 75
Inferential Procedures in Stable Distributions for Class Frequency Data on Incomes 0 0 0 8 0 1 15 142
International conference on econometric inference using simulation techniques 0 0 3 10 0 1 8 41
Introduction: inference and decision making 0 0 0 1 1 3 16 349
Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services 0 0 3 7 0 0 6 24
Modelling Relative Price Variability and Aggregate Inflation in the United Kingdom: Comment 0 0 0 0 0 0 1 15
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 1 7 15 0 2 17 63
Neural Network Pruning Applied to Real Exchange Rate Analysis 0 0 0 0 5 8 31 328
Non-stationarity in GARCH Models: A Bayesian Analysis 0 3 18 154 1 6 30 346
Oil Price Shocks and Long Run Price and Import Demand Behavior 1 3 12 21 2 5 23 45
On Bayesian Routes to Unit Roots 1 1 1 44 2 2 5 183
On the Shape of the Likelihood/Posterior in Cointegration Models 1 2 5 5 1 3 8 8
On the dynamics of business cycle analysis: editors' introduction 2 3 5 45 3 5 15 150
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 networks 0 0 1 5 1 2 5 29
Posterior moments computed by mixed integration 0 0 3 7 2 2 14 30
Progress and challenges in econometrics 1 1 7 43 1 1 10 71
Recent advances in Bayesian econometrics 0 3 9 52 0 3 13 105
SISAM and MIXIN: Two Algorithms for the Computation of Posterior Moments and Densities Using Monte Carlo Integration 0 0 0 1 1 4 11 192
Some remarks on the simulation revolution in bayesian econometric inference 0 1 6 10 1 2 10 22
The fourth special issue on Computational Econometrics 0 1 3 3 3 4 14 14
Trends and cycles in economic time series: A Bayesian approach 2 4 33 79 3 6 44 123
Twentieth Century Shocks, Trends and Cycles in Industrialized Nations 0 0 1 20 0 0 8 142
Total Journal Articles 25 64 302 1,428 65 158 716 5,434

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Statistics updated 2009-11-04