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
"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 1 1 35
A BAYESIAN ANALYSIS OF THE UNIT ROOT HYPOTHESIS 0 0 1 2 1 1 5 17
A BAYESIAN ANALYSIS OF THE UNIT ROOT IN REAL EXCHANGE RATES 0 0 0 2 0 1 3 24
A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model 0 0 0 97 1 1 3 436
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 0 7 0 0 3 31
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 1 48 0 0 4 93
A Bayesian analysis of the PPP puzzle using an unobserved components model 0 0 0 7 0 1 1 54
A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation 0 0 0 25 2 2 3 98
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 1 33 3 4 6 140
A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods 0 0 0 15 1 2 5 14
A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods 0 0 0 15 0 1 2 11
A Simple Strategy to prune Neural Networks with an Application to Economic Time Series 0 0 0 83 1 2 2 217
A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters 0 0 0 0 0 0 1 39
A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters 0 0 0 2 1 1 3 17
A reconsideration of the Angrist-Krueger analysis on returns to education 1 2 2 101 3 6 11 507
A simple strategy to prune neural networks with an application to economic time series 0 0 0 16 1 1 1 51
ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK 0 0 0 0 1 1 2 424
AN ALGORITHM FOR THE COMPUTATION OF POSTERIOR MOMENTS AND DENSITIES USING SIMPLE IMPORTANCE SAMPLING 0 0 1 3 0 0 4 18
Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility 0 0 3 5 0 0 6 10
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 0 182 0 1 2 1,006
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 0 0 0 6 0 2 2 88
Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces 0 0 0 24 3 3 3 519
Adaptive polar sampling with an application to a Bayes measure of value-at-risk 0 0 0 10 1 2 4 534
Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods 0 0 0 6 0 0 1 65
Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces 0 0 0 0 1 1 1 52
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 0 0 1 1 17
Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods 0 0 0 19 0 1 3 109
Asymmetric Gradualism in US Monetary Policy 0 0 11 11 5 8 34 34
BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Application of Integration by Monte Carlo 0 0 1 3 0 0 7 41
BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Unorthodox Application of Monte Carlo 0 0 0 1 2 3 3 12
BAYESIAN SPECIFICATION ANALYSIS AND ESTIMATION OF SIMULTANEOUS EQUATION MODELS USING MONTE CARLO METHODS 0 0 0 0 0 0 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 2 2 2 108
Bayes Estimates of Markov Trends in possibly Cointegrated Series: An Application to US Consumption and Income 0 0 0 128 1 1 1 544
Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income 0 0 0 17 1 1 2 100
Bayes estimates of multimodal density features using DNA and Economic Data 0 0 0 14 1 2 4 40
Bayes estimates of the cyclical component in twentieth centruy US gross domestic product 0 0 0 42 1 1 1 105
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 2 2 4 17
Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank 0 0 0 52 1 2 4 37
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 41 1 2 3 201
Bayesian Approaches to Cointegration 0 0 1 280 1 1 6 633
Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk 0 0 0 55 0 0 1 135
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 0 0 45 0 0 1 150
Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data 0 0 0 49 0 0 1 73
Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling 0 0 1 85 0 0 2 254
Bayesian Mode Inference for Discrete Distributions in Economics and Finance 0 0 0 10 0 0 5 30
Bayesian Mode Inference for Discrete Distributions in Economics and Finance 0 0 0 7 1 1 2 12
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 1 1 5 223
Bayesian Model Selection with an Uninformative Prior 0 0 0 254 1 2 3 923
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 124 1 1 3 457
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 23 1 1 1 120
Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank 0 0 0 28 0 0 1 35
Bayesian approaches to cointegratrion 1 1 2 34 1 4 5 104
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 1 3 99
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 2 30
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 0 0 0 2 80
Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation 0 0 0 50 1 1 3 102
Combination Schemes for Turning Point Predictions 0 0 0 67 0 3 4 150
Combination schemes for turning point predictions 0 0 0 58 2 3 4 120
Combination schemes for turning point predictions 0 0 0 19 1 2 4 132
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 0 14 2 3 6 98
Combined Density Nowcasting in an uncertain economic environment 0 0 0 50 0 0 3 100
Combined Forecasts from Linear and Nonlinear Time Series Models 0 0 0 267 0 1 4 712
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 3 4 7 94
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 16 0 0 1 69
Combining predictive densities using Bayesian filtering with applications to US economic data 0 0 0 55 3 3 3 170
Combining predictive densities using Bayesian filtering with applications to US economics data 0 0 0 67 0 3 5 118
Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration 0 0 0 51 1 5 8 313
Cyclical Components in Economic Time Series: a Bayesian Approach 0 0 0 374 0 0 3 1,229
Cyclical components in economic time series 0 0 0 98 0 0 4 202
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 1 1 2 1,650
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 0 168 1 1 2 497
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 0 516 1 1 2 2,411
Daily exchange rate behaviour and hedging of currency risk 0 0 0 21 0 0 1 102
Daily exchange rate behaviour and hedging of currency risk 0 0 0 27 0 0 1 113
Distributional Dynamics using Quartic-based State-Space models 0 0 0 0 0 0 1 18
Distributional Dynamics using Quartic-based State-Space models 0 0 0 0 0 0 3 13
Distributional Dynamics using Quartic-based State-Space models 0 0 0 0 0 0 1 9
Distributional Dynamics using Quartic-based State-Space models 0 0 0 0 0 0 1 6
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 1 2 2 166
Dynamic predictive density combinations for large data sets in economics and finance 0 0 0 37 0 1 2 111
EXPERIMENTS WITH SOME ALTERNATIVES FOR SIMPLE IMPORTANCE SAMPLING IN MONTE CARLO INTEGRATION 0 2 2 29 0 4 7 113
Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics 0 0 0 0 0 2 3 22
Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations 0 0 0 0 1 1 2 156
Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging 0 0 0 57 1 1 4 132
Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 52 1 1 4 119
Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 36 1 2 3 83
Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 63 1 2 4 127
Exceptions to Bartlett’s Paradox 0 0 2 158 1 1 8 698
Explaining Adaptive Radial-Based Direction Sampling 0 0 0 7 0 0 0 59
FURTHER EXPERIENCE IN BAYESIAN ANALYSIS USING MONTE CARLO INTEGRATION 0 0 0 0 3 5 5 18
Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics 0 0 0 1 0 1 4 6
Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics 0 0 0 0 0 0 1 1
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 0 0 0 99 1 2 3 253
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 14 0 0 4 47
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 31 1 1 1 51
Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance 0 0 0 48 1 2 4 76
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 0 0 0 96 0 0 0 163
Forecast density combinations with dynamic learning for large data sets in economics and finance 0 0 0 32 1 1 2 56
Functional approximations to posterior densities: a neural network approach to efficient sampling 0 0 0 5 0 3 3 42
Gibbs sampling in econometric practice 0 0 0 60 1 1 2 181
Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14 0 0 0 17 2 3 6 98
Improper priors with well defined Bayes Factors 0 0 0 20 0 0 0 93
Improper priors with well defined Bayes Factors 0 0 0 261 0 1 2 955
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 0 1 28 0 0 4 112
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 69 1 1 6 204
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 1 63 0 0 1 195
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 47 4 4 6 176
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 0 0 96 1 1 3 124
Jan Tinbergen (1903-1994) 0 1 1 30 0 1 3 135
LIKELIHOOD DIAGNOSTICS AND BAYESIAN ANALYSIS OF A MICRO-ECONOMIC DISEQUILIBRIUM MODEL FOR RETAIL SERVICES 0 0 0 0 1 2 2 18
Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive Distributions 0 0 0 36 1 1 3 36
MONTE CARLO ANALYSIS OF SKEW POSTERIOR DISTRIBUTIONS: AN ILLUSTRATIVE ECONOMETRIC EXAMPLE 0 0 0 1 0 2 3 9
Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes 0 0 0 191 1 3 4 466
Model uncertainty and Bayesian model averaging in vector autoregressive processes 0 0 0 8 0 0 1 53
Modelling option prices using neural networks 0 0 0 0 0 0 3 281
Monetary policy shocks and exchange rate dynamics in small open economies 0 0 0 2 0 1 3 7
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 0 20 0 0 1 53
Neural network approximations to posterior densities: an analytical approach 0 0 0 3 2 3 3 41
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 0 47 0 0 0 128
Neural networks as econometric tool 0 0 0 207 0 0 0 659
Note on neural network sampling for Bayesian inference of mixture processes 0 0 0 3 1 2 2 46
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 26 1 1 1 116
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 2 4 52
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling 0 0 0 139 0 0 1 486
On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14 0 0 0 268 3 4 10 471
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 0 0 1 22 1 1 2 148
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 2 2 55
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 0 0 1 25
On the variation of hedging decisions in daily currency risk management 0 0 0 13 2 2 2 83
POSTERIOR ANALYSIS OF KLEIN'S MODEL 0 0 0 1 0 0 1 12
POSTERIOR ANALYSIS OF POSSIBLY INTEGRATED TIME SERIES WITH AN APPLICATION TO REAL GNP 0 0 0 2 4 6 8 21
POSTERIOR MOMENTS COMPUTED BY MIXED INTEGRATION 0 0 0 1 0 0 2 15
POSTERIOR MOMENTS COMPUTED BY MIXED INTEGRATION 0 0 1 1 0 1 6 11
POSTERIOR MOMENTS OF THE KLEIN-GOLDBERGER MODEL 0 0 0 2 1 1 1 10
PREDICTIVE MOMENTS OF SIMULTANEOUS ECONOMETRIC MODELS A Bayesian Approach 0 0 0 0 0 1 1 8
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 1 1 3 482
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 1 1 2 122
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 1 1 3 180
Parallelization Experience with Four Canonical Econometric Models using ParMitISEM 0 0 0 16 1 1 4 60
Parallelization experience with four canonical econometric models using ParMitISEM 0 0 0 9 0 0 2 52
Partially Censored Posterior for Robust and Efficient Risk Evaluation 0 0 0 20 0 0 1 35
Partially Censored Posterior for robust and efficient risk evaluation 0 0 0 2 1 2 2 19
Possibly Ill-behaved Posteriors in Econometric Models 0 0 0 45 0 1 2 264
Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data 0 0 0 37 1 1 1 121
Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data 0 0 0 60 1 2 3 220
Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series 0 0 1 84 0 1 3 258
Predictive gains from forecast combinations using time-varying model weights 0 0 0 29 0 1 4 113
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 9 3 3 5 43
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 1 12 1 2 7 25
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 25 1 1 2 44
Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices 0 0 0 40 1 2 52 227
Robust Optimization of the Equity Momentum Strategy 0 0 1 107 1 1 3 365
SOME ADVANCES IN BAYESIAN ESTIMATION METHODS USING MONTE CARLO INTEGRATION 0 0 0 0 1 1 1 5
Simulation based Bayesian econometric inference: principles and some recent computational advances 0 0 0 29 1 2 2 101
Simulation based bayesian econometric inference: principles and some recent computational advances 0 0 0 18 0 1 1 60
Some advances in Bayesian estimations methods using Monte Carlo Integration 0 0 0 0 1 3 4 10
Taylor Rules with Endogenous Regimes 0 0 2 16 5 5 16 21
Taylor Rules with Endogenous Regimes 1 1 2 5 2 3 7 20
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 117 1 2 2 645
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 1 1 1 98
The AdMit Package 0 0 0 11 0 1 1 72
The Evolution of Forecast Density Combinations in Economics 0 0 3 138 4 4 16 238
The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation 0 0 0 45 1 2 3 202
The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference 0 0 0 28 0 0 1 39
The R package MitISEM: efficient and robust simulation procedures for Bayesian inference 0 0 0 26 0 1 3 154
The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 8 0 1 3 56
The Value of Structural Information in the VAR Model 0 0 0 69 0 0 1 309
The Value of Structural Information in the VAR Model 0 0 0 77 1 1 1 268
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 0 3 3 1 1 15 15
Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies 0 0 1 63 1 2 3 92
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 0 79 2 3 6 150
To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods 1 1 1 53 1 2 4 201
Trends and cycles in economic time series: A Bayesian approach 0 0 1 225 0 0 2 429
Twentieth century shocks, trends and cycles in industrialized nations 0 0 0 5 1 1 3 51
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 4 8 52 9,859 139 241 631 36,095
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 0 266
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation 0 0 0 41 1 1 2 177
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood 0 0 0 21 0 0 1 86
A flexible predictive density combination for large financial data sets in regular and crisis periods 0 0 0 0 1 1 1 7
Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit 0 0 0 22 1 1 1 180
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 27 0 0 1 142
BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES 0 0 0 36 0 0 3 123
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 1 39
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 0 50 1 1 6 263
Bayes model averaging of cyclical decompositions in economic time series 0 0 1 1 0 0 1 11
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 1 25 0 0 5 129
Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo 0 0 0 166 0 0 6 650
Bayesian Model Selection with an Uninformative Prior* 0 0 1 42 1 1 3 186
Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling 0 0 2 99 1 1 5 412
Bayesian mode inference for discrete distributions in economics and finance 0 1 1 1 2 3 4 8
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 72 0 0 1 172
Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View 0 0 3 4 1 3 13 16
Classical and Bayesian aspects of robust unit root inference 0 0 0 52 0 0 2 158
Combination schemes for turning point predictions 0 0 0 26 0 0 2 106
Combined Density Nowcasting in an Uncertain Economic Environment 0 1 1 7 1 3 4 73
Combined forecasts from linear and nonlinear time series models 0 0 1 80 0 0 5 257
Comment 0 0 1 2 1 1 2 6
Comment 0 0 0 1 0 0 1 22
Computational Complexity and Parallelization in Bayesian Econometric Analysis 0 0 0 6 1 1 1 48
Computational techniques for applied econometric analysis of macroeconomic and financial processes 1 1 1 48 1 1 3 136
Consumer Evaluations of Food Risk Management Quality in Europe 0 0 0 1 0 1 1 14
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 0 1 27
Daily exchange rate behaviour and hedging of currency risk 0 0 0 331 0 2 3 1,385
Direct cointegration testing in error correction models 0 0 0 63 0 0 1 221
Distribution and mobility of wealth of nations 0 0 0 101 1 1 1 281
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 1 1 1 76
Econometrics and Statistics 0 0 0 56 2 2 3 137
Editor's introduction 0 0 0 5 0 0 0 79
Editor's introduction 0 0 0 0 0 0 0 26
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 0 38 0 0 1 115
Endogeneity, instruments and identification 0 0 1 131 0 0 2 278
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights 0 0 0 47 0 0 3 220
Forecast density combinations of dynamic models and data driven portfolio strategies 0 0 1 7 0 1 6 52
Further experience in Bayesian analysis using Monte Carlo integration 0 0 0 32 0 0 13 144
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics 0 0 0 16 1 1 2 80
INTRODUCTION TO RECENT ADVANCES IN METHODS AND APPLICATIONS FOR DSGE MODELS 0 0 0 69 0 1 3 123
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 1 1 5 62
International conference on econometric inference using simulation techniques 0 0 0 14 0 0 2 72
Introduction: inference and decision making 0 0 0 1 1 1 2 423
Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services 0 0 0 14 0 0 2 72
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 3 44 2 2 6 183
Neural Network Pruning Applied to Real Exchange Rate Analysis 0 0 0 0 0 1 1 399
Non-stationarity in GARCH Models: A Bayesian Analysis 0 0 0 177 0 0 1 441
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 41 1 1 3 125
On Bayesian Routes to Unit Roots 0 0 0 63 0 0 2 265
On the Shape of the Likelihood/Posterior in Cointegration Models 0 0 1 33 0 0 2 108
On the dynamics of business cycle analysis: editors' introduction 0 0 0 56 2 2 2 211
On the dynamics of business cycle analysis: editors' introduction 0 0 0 1 0 1 1 7
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 46 0 1 3 196
POSTERIOR‐PREDICTIVE EVIDENCE ON US INFLATION USING EXTENDED NEW KEYNESIAN PHILLIPS CURVE MODELS WITH NON‐FILTERED DATA 0 0 0 12 0 0 1 61
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 0 0 6 2 3 5 66
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 0 0 5 20
Posterior moments computed by mixed integration 0 0 0 9 0 0 2 89
Progress and challenges in econometrics 0 0 0 77 1 1 3 189
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil 0 0 2 5 0 0 5 19
Recent advances in Bayesian econometrics 0 0 0 69 0 0 1 181
Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices 0 0 0 18 104 261 657 749
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 1 1 4 65
The Fifth Special Issue on Computational Econometrics 0 0 0 32 1 1 1 125
The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 2 2 3 3 27
The fourth special issue on Computational Econometrics 0 0 0 33 0 1 4 123
Time-varying combinations of predictive densities using nonlinear filtering 2 2 2 54 4 6 16 222
Trends and cycles in economic time series: A Bayesian approach 0 1 2 279 1 6 14 619
Twentieth Century Shocks, Trends and Cycles in Industrialized Nations 0 0 0 20 2 2 2 179
‘Rotterdam econometrics’: an analysis of publications of the Econometric Institute 1956–2004 0 1 1 7 2 3 4 58
Total Journal Articles 3 7 27 3,033 145 326 875 13,204

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Econometric Methods with Applications in Business and Economics 0 0 0 0 1 5 62 1,877
Total Books 0 0 0 0 1 5 62 1,877

Chapter File Downloads Abstract Views
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Bayesian near-boundary analysis in basic macroeconomic time-series models 0 0 1 2 1 1 5 7
Total Chapters 0 0 1 2 1 1 5 7

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