Access Statistics for Herman K. van Dijk

Author contact details at EconPapers.

Working Paper 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 0 7 0 0 1 34
"Rotterdam econometrics": publications of the econometric institute 1956-2005 0 0 0 4 0 0 0 34
A BAYESIAN ANALYSIS OF THE UNIT ROOT HYPOTHESIS 0 0 1 2 0 1 5 16
A BAYESIAN ANALYSIS OF THE UNIT ROOT IN REAL EXCHANGE RATES 0 0 0 2 1 1 3 23
A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model 0 0 0 97 0 0 1 434
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 3 47 0 0 9 90
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 0 7 1 2 2 30
A Bayesian analysis of the PPP puzzle using an unobserved components model 0 0 0 7 0 0 0 53
A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation 0 0 0 25 0 0 0 95
A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation 0 0 0 24 0 0 0 100
A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood 0 0 0 32 0 0 1 135
A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods 0 0 0 15 0 1 1 10
A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods 0 0 0 15 0 0 0 9
A Simple Strategy to prune Neural Networks with an Application to Economic Time Series 0 0 0 83 0 0 0 215
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 39
A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters 0 0 0 2 0 0 2 15
A reconsideration of the Angrist-Krueger analysis on returns to education 0 0 1 99 1 1 7 497
A simple strategy to prune neural networks with an application to economic time series 0 0 0 16 0 0 0 50
ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK 0 0 0 0 0 0 1 423
AN ALGORITHM FOR THE COMPUTATION OF POSTERIOR MOMENTS AND DENSITIES USING SIMPLE IMPORTANCE SAMPLING 0 1 1 3 0 3 4 18
Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility 0 0 5 5 0 1 9 9
Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation: the R Package AdMit 0 0 0 41 0 0 0 192
Adaptive Polar Sampling 0 0 0 0 0 0 0 162
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 0 0 0 6 0 0 0 86
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 0 0 0 182 0 0 1 1,005
Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces 0 0 0 24 0 0 0 516
Adaptive polar sampling with an application to a Bayes measure of value-at-risk 0 0 0 10 0 2 2 532
Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods 0 0 0 6 0 0 0 64
Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces 0 0 0 0 0 0 2 51
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 0 0 0 0 16
Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods 0 0 0 19 0 1 1 107
Asymmetric Gradualism in US Monetary Policy 0 1 10 10 0 3 22 22
BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Application of Integration by Monte Carlo 0 0 1 3 0 1 4 37
BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Unorthodox Application of Monte Carlo 0 0 1 1 0 0 1 9
BAYESIAN SPECIFICATION ANALYSIS AND ESTIMATION OF SIMULTANEOUS EQUATION MODELS USING MONTE CARLO METHODS 0 0 0 0 0 1 1 839
Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann 0 0 0 81 0 0 2 106
Bayes Estimates of Markov Trends in possibly Cointegrated Series: An Application to US Consumption and Income 0 0 0 128 0 0 1 543
Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income 0 0 0 17 1 1 1 99
Bayes estimates of multimodal density features using DNA and Economic Data 0 0 1 14 0 1 4 38
Bayes estimates of the cyclical component in twentieth centruy US gross domestic product 0 0 0 42 0 0 0 104
Bayes model averaging of cyclical decompositions in economic time series 0 0 1 14 0 0 1 48
BayesMultiMode: Bayesian Mode Inference in R 0 0 0 9 0 0 5 15
Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank 0 0 0 52 0 2 2 35
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 41 0 1 2 199
Bayesian Approaches to Cointegration 0 0 2 280 0 1 6 631
Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk 0 0 0 55 0 1 1 135
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 0 0 45 0 0 0 149
Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data 0 0 0 49 0 1 1 73
Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling 0 0 0 84 0 0 0 252
Bayesian Mode Inference for Discrete Distributions in Economics and Finance 0 0 1 10 0 2 5 28
Bayesian Mode Inference for Discrete Distributions in Economics and Finance 0 0 0 7 0 0 1 10
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 0 0 59 0 1 7 222
Bayesian Model Selection with an Uninformative Prior 0 0 1 254 0 1 2 921
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 124 1 2 2 456
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 23 0 0 0 119
Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank 0 0 0 28 0 0 2 34
Bayesian approaches to cointegratrion 0 1 1 33 0 1 1 100
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 0 0 20 0 0 3 98
Bayesian model selection for a sharp null and a diffuse alternative with econometric applications 0 0 0 4 0 0 0 61
Bayesian near-boundary analysis in basic macroeconomic time series models 0 0 1 90 0 0 1 177
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 7 0 1 1 29
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 0 0 1 2 79
Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation 0 0 0 50 0 1 1 100
Combination Schemes for Turning Point Predictions 0 0 0 67 0 0 0 146
Combination schemes for turning point predictions 0 0 0 19 0 0 2 130
Combination schemes for turning point predictions 0 0 1 58 0 1 2 117
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 1 14 0 0 2 93
Combined Density Nowcasting in an uncertain economic environment 0 0 1 50 0 2 4 100
Combined Forecasts from Linear and Nonlinear Time Series Models 0 0 0 267 0 1 1 709
Combined forecasts from linear and nonlinear time series models 0 0 0 11 0 0 0 77
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 41 1 1 1 88
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 16 0 1 1 69
Combining predictive densities using Bayesian filtering with applications to US economic data 0 0 0 55 0 0 0 167
Combining predictive densities using Bayesian filtering with applications to US economics data 0 0 0 67 0 0 0 113
Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration 0 0 0 51 0 0 2 307
Cyclical Components in Economic Time Series: a Bayesian Approach 0 0 0 374 0 1 2 1,228
Cyclical components in economic time series 0 0 1 98 1 1 3 200
Cyclical components in economic time series: A Bayesian approach 0 0 0 160 0 0 1 570
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 0 480 0 0 1 1,649
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 0 168 0 0 0 495
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 0 516 0 0 0 2,409
Daily exchange rate behaviour and hedging of currency risk 0 0 0 21 1 1 1 102
Daily exchange rate behaviour and hedging of currency risk 0 0 0 27 0 0 0 112
Distributional Dynamics using Quartic-based State-Space models 0 0 0 0 0 1 1 18
Distributional Dynamics using Quartic-based State-Space models 0 0 0 0 1 1 1 6
Distributional Dynamics using Quartic-based State-Space models 0 0 0 0 0 1 1 9
Distributional Dynamics using Quartic-based State-Space models 0 0 0 0 0 3 3 13
Divergent Priors and well Behaved Bayes Factors 0 0 0 33 0 0 0 144
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 0 76 0 0 1 164
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 0 1 1 110
EXPERIMENTS WITH SOME ALTERNATIVES FOR SIMPLE IMPORTANCE SAMPLING IN MONTE CARLO INTEGRATION 0 0 3 27 0 0 8 107
Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics 0 0 0 0 0 0 1 19
Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations 0 0 0 0 0 1 1 155
Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging 0 0 0 57 0 0 0 128
Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 52 1 3 3 118
Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 1 36 0 1 3 81
Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 63 1 2 3 125
Exceptions to Bartlett’s Paradox 0 0 2 157 1 3 7 695
Explaining Adaptive Radial-Based Direction Sampling 0 0 0 7 0 0 1 59
FURTHER EXPERIENCE IN BAYESIAN ANALYSIS USING MONTE CARLO INTEGRATION 0 0 0 0 0 0 0 13
Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics 0 0 1 1 0 2 4 4
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 0 0 0 99 0 0 0 250
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 31 0 0 0 50
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 14 0 2 3 46
Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance 0 0 0 48 0 0 1 73
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 0 0 0 96 0 0 2 163
Forecast density combinations with dynamic learning for large data sets in economics and finance 0 0 0 32 0 0 0 54
Functional approximations to posterior densities: a neural network approach to efficient sampling 0 0 0 5 0 0 0 39
Gibbs sampling in econometric practice 0 0 0 60 0 0 2 180
Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14 0 0 0 17 0 1 2 93
Improper priors with well defined Bayes Factors 0 0 0 261 0 1 1 954
Improper priors with well defined Bayes Factors 0 0 0 20 0 0 0 93
Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo 0 0 0 56 0 0 0 199
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model 0 1 1 28 0 2 3 110
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 69 0 1 5 202
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 62 0 0 0 194
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 47 1 2 2 172
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 0 1 96 0 1 3 122
Jan Tinbergen (1903-1994) 0 0 0 29 0 0 1 133
LIKELIHOOD DIAGNOSTICS AND BAYESIAN ANALYSIS OF A MICRO-ECONOMIC DISEQUILIBRIUM MODEL FOR RETAIL SERVICES 0 0 0 0 0 0 1 16
Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive Distributions 0 0 0 36 0 2 2 35
MONTE CARLO ANALYSIS OF SKEW POSTERIOR DISTRIBUTIONS: AN ILLUSTRATIVE ECONOMETRIC EXAMPLE 0 0 0 1 0 1 1 7
Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes 0 0 1 191 0 0 1 462
Model uncertainty and Bayesian model averaging in vector autoregressive processes 0 0 0 8 0 1 1 53
Modelling option prices using neural networks 0 0 0 0 0 2 2 280
Monetary policy shocks and exchange rate dynamics in small open economies 0 0 1 2 1 1 3 6
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 0 24 0 0 0 92
Neural network analysis of varying trends in real exchange rates 0 0 1 20 0 1 2 53
Neural network approximations to posterior densities: an analytical approach 0 0 0 3 0 0 0 38
Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models 0 0 0 0 0 0 0 54
Neural networks as econometric tool 0 0 1 47 0 0 2 128
Neural networks as econometric tool 0 0 1 207 0 0 2 659
Note on neural network sampling for Bayesian inference of mixture processes 0 0 0 3 0 0 0 44
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 26 0 0 0 115
On Bayesian routes to unit roots 0 0 0 52 0 0 1 281
On Bayesian structural inference in a simultaneous equation model 0 0 0 9 0 0 0 48
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling 0 0 0 139 0 1 3 486
On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14 0 0 0 268 1 4 5 466
On the Variation of Hedging Decisions in Daily Currency Risk Management 0 0 0 281 0 0 0 938
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 1 1 1 22 1 1 1 147
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 0 2 1 1 2 25
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 0 3 0 0 1 53
On the variation of hedging decisions in daily currency risk management 0 0 0 13 0 0 2 81
POSTERIOR ANALYSIS OF KLEIN'S MODEL 0 0 0 1 0 0 0 11
POSTERIOR ANALYSIS OF POSSIBLY INTEGRATED TIME SERIES WITH AN APPLICATION TO REAL GNP 0 0 1 2 0 1 3 15
POSTERIOR MOMENTS COMPUTED BY MIXED INTEGRATION 0 0 0 1 0 0 1 14
POSTERIOR MOMENTS COMPUTED BY MIXED INTEGRATION 0 0 1 1 0 1 3 8
POSTERIOR MOMENTS OF THE KLEIN-GOLDBERGER MODEL 0 0 0 2 0 0 0 9
PREDICTIVE MOMENTS OF SIMULTANEOUS ECONOMETRIC MODELS A Bayesian Approach 0 0 0 0 0 0 0 7
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 0 0 2 481
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 0 0 0 120
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 0 1 1 178
Parallelization Experience with Four Canonical Econometric Models using ParMitISEM 0 0 0 16 0 1 1 57
Parallelization experience with four canonical econometric models using ParMitISEM 0 0 0 9 0 1 1 51
Partially Censored Posterior for Robust and Efficient Risk Evaluation 0 0 0 20 0 1 2 35
Partially Censored Posterior for robust and efficient risk evaluation 0 0 0 2 0 0 0 17
Possibly Ill-behaved Posteriors in Econometric Models 0 0 0 45 0 0 1 263
Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data 0 0 0 37 0 0 1 120
Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data 0 0 0 60 0 1 2 218
Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series 0 0 0 83 0 0 1 256
Predictive gains from forecast combinations using time-varying model weights 0 0 0 29 0 0 0 109
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 25 0 0 2 43
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 1 12 1 2 8 22
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 9 1 1 4 39
Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices 0 0 0 40 1 9 52 225
Robust Optimization of the Equity Momentum Strategy 0 0 0 106 0 0 0 362
SOME ADVANCES IN BAYESIAN ESTIMATION METHODS USING MONTE CARLO INTEGRATION 0 0 0 0 0 0 0 4
Simulation based Bayesian econometric inference: principles and some recent computational advances 0 0 0 29 0 0 1 99
Simulation based bayesian econometric inference: principles and some recent computational advances 0 0 0 18 0 0 0 59
Some advances in Bayesian estimations methods using Monte Carlo Integration 0 0 0 0 0 1 1 7
Taylor Rules with Endogenous Regimes 0 0 15 15 3 4 12 12
Taylor Rules with Endogenous Regimes 0 0 4 4 1 1 15 15
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 117 0 0 0 643
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 99 0 0 0 327
Testing for integration using evolving trend and seasonal models: A Bayesian approach 0 0 0 8 0 0 0 97
The AdMit Package 0 0 0 11 0 0 0 71
The Evolution of Forecast Density Combinations in Economics 0 1 4 137 0 3 13 230
The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation 0 0 0 45 0 0 0 199
The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference 0 0 0 28 1 1 1 39
The R package MitISEM: efficient and robust simulation procedures for Bayesian inference 0 0 0 26 0 1 2 153
The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 8 0 0 3 54
The Value of Structural Information in the VAR Model 0 0 0 77 0 0 0 267
The Value of Structural Information in the VAR Model 0 0 0 69 0 0 2 309
The value of structural information in the VAR model 0 0 0 15 0 0 0 68
Time-Varying Factor Model Components for Effective Momentum Strategy 0 3 3 3 2 9 13 13
Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies 0 1 1 63 0 1 2 90
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 0 79 0 0 2 145
To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods 0 0 1 52 0 1 4 199
Trends and cycles in economic time series: A Bayesian approach 0 1 1 225 0 2 2 429
Twentieth century shocks, trends and cycles in industrialized nations 0 0 0 5 0 2 2 50
Valuing structure, model uncertainty and model averaging in vector autoregressive processes 0 0 0 19 0 0 0 52
Weakly informative priors and well behaved Bayes factors 0 0 0 10 0 0 0 81
Total Working Papers 1 11 82 9,841 27 135 414 35,743
2 registered items for which data could not be found

Journal Article 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 94 0 0 2 266
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation 0 0 2 41 0 0 4 176
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood 0 0 1 21 0 0 1 85
A flexible predictive density combination for large financial data sets in regular and crisis periods 0 0 0 0 0 0 4 6
Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit 0 0 0 22 0 0 1 179
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 27 0 0 1 141
BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES 0 0 1 36 2 3 4 123
Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income 0 0 0 0 0 0 0 259
Bayes Methods and Unit Roots 0 0 0 7 0 0 0 38
Bayes estimates of muIti‐criteria decision alternatives using Monte Carlo integration 0 0 0 0 0 0 0 2
Bayes model averaging of cyclical decompositions in economic time series 0 0 1 1 0 0 1 11
Bayes model averaging of cyclical decompositions in economic time series 0 0 0 50 0 2 7 262
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 1 25 0 1 2 126
Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo 0 0 1 166 0 3 7 648
Bayesian Model Selection with an Uninformative Prior* 0 0 2 41 0 1 3 184
Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling 0 1 2 99 1 2 4 410
Bayesian mode inference for discrete distributions in economics and finance 0 0 0 0 0 0 2 4
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 1 72 0 0 2 172
Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View 0 1 3 3 1 2 10 10
Classical and Bayesian aspects of robust unit root inference 0 0 0 52 0 0 1 157
Combination schemes for turning point predictions 0 0 0 26 0 2 3 106
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 0 6 0 0 1 69
Combined forecasts from linear and nonlinear time series models 0 0 1 80 0 0 5 255
Comment 0 0 0 1 0 0 1 22
Comment 0 0 1 2 0 0 1 5
Computational Complexity and Parallelization in Bayesian Econometric Analysis 0 0 0 6 0 0 0 47
Computational techniques for applied econometric analysis of macroeconomic and financial processes 0 0 0 47 0 1 2 135
Consumer Evaluations of Food Risk Management Quality in Europe 0 0 0 1 0 0 0 13
Correction: Ardia, D., et al. Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. Econometrics 2016, 4, 14 0 0 0 6 0 1 2 27
Daily exchange rate behaviour and hedging of currency risk 0 0 0 331 0 1 1 1,383
Direct cointegration testing in error correction models 0 0 0 63 0 0 1 220
Distribution and mobility of wealth of nations 0 0 0 101 0 0 0 280
Divergent Priors and Well Behaved Bayes Factors 0 0 0 8 0 0 0 68
EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING 0 0 0 1 0 0 0 75
Econometrics and Statistics 0 0 1 56 0 1 2 135
Editor's introduction 0 0 0 0 0 0 0 26
Editor's introduction 0 0 0 5 0 0 0 79
Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics 0 0 0 26 0 0 0 90
Efficient estimation of income distribution parameters 0 0 2 38 0 0 8 115
Endogeneity, instruments and identification 0 0 0 130 0 1 1 277
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights 0 0 0 47 0 0 1 218
Forecast density combinations of dynamic models and data driven portfolio strategies 0 0 0 6 0 0 1 46
Further experience in Bayesian analysis using Monte Carlo integration 0 0 0 32 0 11 11 142
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics 0 0 0 16 0 1 2 79
INTRODUCTION TO RECENT ADVANCES IN METHODS AND APPLICATIONS FOR DSGE MODELS 0 0 0 69 0 1 2 121
Inferential Procedures in Stable Distributions for Class Frequency Data on Incomes 0 0 0 13 0 0 0 180
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 0 0 16 0 1 2 58
International conference on econometric inference using simulation techniques 0 0 0 14 0 1 1 71
Introduction: inference and decision making 0 0 0 1 0 1 3 422
Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services 0 0 0 14 0 0 0 70
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 1 1 4 44 1 1 5 180
Neural Network Pruning Applied to Real Exchange Rate Analysis 0 0 0 0 0 0 0 398
Non-stationarity in GARCH Models: A Bayesian Analysis 0 0 0 177 0 0 0 440
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 41 0 0 0 122
On Bayesian Routes to Unit Roots 0 0 0 63 0 0 1 264
On the Shape of the Likelihood/Posterior in Cointegration Models 0 1 2 33 0 2 3 108
On the dynamics of business cycle analysis: editors' introduction 0 0 0 1 0 0 0 6
On the dynamics of business cycle analysis: editors' introduction 0 0 0 56 0 0 0 209
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 46 0 1 5 195
POSTERIOR‐PREDICTIVE EVIDENCE ON US INFLATION USING EXTENDED NEW KEYNESIAN PHILLIPS CURVE MODELS WITH NON‐FILTERED DATA 0 0 0 12 0 0 0 60
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 0 0 6 0 0 1 62
Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM 0 0 0 1 0 0 1 60
Partially censored posterior for robust and efficient risk evaluation 0 0 1 1 1 1 3 18
Posterior moments computed by mixed integration 0 0 0 9 0 0 0 87
Progress and challenges in econometrics 0 0 0 77 0 0 1 187
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil 0 1 3 5 0 2 9 19
Recent advances in Bayesian econometrics 0 0 0 69 0 0 1 180
Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices 0 0 0 18 19 87 135 227
SISAM and MIXIN: Two Algorithms for the Computation of Posterior Moments and Densities Using Monte Carlo Integration 0 0 0 1 0 0 0 258
Some remarks on the simulation revolution in bayesian econometric inference 0 0 0 20 0 1 1 62
The Fifth Special Issue on Computational Econometrics 0 0 0 32 0 0 1 124
The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 2 0 0 0 24
The fourth special issue on Computational Econometrics 0 0 0 33 0 1 1 120
Time-varying combinations of predictive densities using nonlinear filtering 0 0 1 52 0 2 7 208
Trends and cycles in economic time series: A Bayesian approach 0 1 3 278 2 3 11 612
Twentieth Century Shocks, Trends and Cycles in Industrialized Nations 0 0 0 20 0 0 0 177
‘Rotterdam econometrics’: an analysis of publications of the Econometric Institute 1956–2004 0 0 0 6 0 0 1 55
Total Journal Articles 1 6 35 3,022 27 138 294 12,555

Book File Downloads Abstract Views
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Econometric Methods with Applications in Business and Economics 0 0 0 0 2 20 114 1,858
Total Books 0 0 0 0 2 20 114 1,858

Chapter File Downloads Abstract Views
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Bayesian near-boundary analysis in basic macroeconomic time-series models 0 1 1 2 0 1 2 4
Total Chapters 0 1 1 2 0 1 2 4

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