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 1 7 0 0 1 33
"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 0 1 0 0 0 10
A BAYESIAN ANALYSIS OF THE UNIT ROOT IN REAL EXCHANGE RATES 0 0 0 2 0 1 1 20
A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model 0 0 1 96 0 0 1 430
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 4 40 1 2 11 71
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 0 7 0 0 1 28
A Bayesian analysis of the PPP puzzle using an unobserved components model 0 0 0 7 0 0 0 51
A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation 0 0 2 25 0 0 3 94
A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation 0 0 0 24 0 0 2 98
A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood 0 0 2 32 0 0 5 133
A Simple Strategy to prune Neural Networks with an Application to Economic Time Series 0 0 0 83 0 0 0 214
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 37
A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters 0 0 1 2 0 0 1 13
A reconsideration of the Angrist-Krueger analysis on returns to education 1 2 6 97 2 10 26 478
A simple strategy to prune neural networks with an application to economic time series 0 0 0 16 0 0 0 49
ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK 0 0 0 0 1 1 2 421
AN ALGORITHM FOR THE COMPUTATION OF POSTERIOR MOMENTS AND DENSITIES USING SIMPLE IMPORTANCE SAMPLING 0 0 1 2 0 0 1 14
Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation: the R Package AdMit 0 0 1 41 0 0 3 192
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 1 182 0 0 1 1,004
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 0 3 529
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 0 49
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 0 0 1 1 16
Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods 0 1 1 19 0 2 3 106
BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Application of Integration by Monte Carlo 0 0 0 2 1 2 4 29
BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Unorthodox Application of Monte Carlo 0 0 0 0 0 0 0 8
BAYESIAN SPECIFICATION ANALYSIS AND ESTIMATION OF SIMULTANEOUS EQUATION MODELS USING MONTE CARLO METHODS 0 0 0 0 0 0 0 837
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 1 102
Bayes Estimates of Markov Trends in possibly Cointegrated Series: An Application to US Consumption and Income 0 0 0 128 0 0 0 542
Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income 0 0 0 17 0 0 1 98
Bayes estimates of multimodal density features using DNA and Economic Data 0 0 2 10 0 1 7 20
Bayes estimates of the cyclical component in twentieth centruy US gross domestic product 0 0 0 42 0 0 1 104
Bayes model averaging of cyclical decompositions in economic time series 0 0 0 13 0 0 0 47
Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank 0 0 0 51 0 0 1 32
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 3 41 0 0 7 195
Bayesian Approaches to Cointegration 0 0 2 275 0 1 8 618
Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk 0 0 0 55 0 0 0 133
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 1 1 2 45 1 1 3 148
Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data 0 0 1 49 0 0 1 70
Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling 0 0 3 84 0 2 6 249
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 2 57 0 1 4 207
Bayesian Model Selection with an Uninformative Prior 0 0 0 253 0 0 0 919
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 1 124 3 3 5 452
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 23 0 0 0 118
Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank 0 0 0 28 0 0 0 31
Bayesian approaches to cointegratrion 0 0 0 31 0 0 1 97
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 2 20 0 0 3 93
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 2 87 0 0 3 171
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 0 0 0 0 76
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 7 0 0 0 27
Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation 0 0 0 50 0 1 1 98
Combination Schemes for Turning Point Predictions 0 0 0 67 0 0 0 146
Combination schemes for turning point predictions 0 0 0 57 0 1 1 113
Combination schemes for turning point predictions 0 0 0 19 0 1 1 126
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 2 13 0 0 8 86
Combined Density Nowcasting in an uncertain economic environment 0 0 0 49 0 0 0 95
Combined Forecasts from Linear and Nonlinear Time Series Models 0 0 2 266 0 1 6 705
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 1 41 0 0 1 86
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 16 0 0 0 68
Combining predictive densities using Bayesian filtering with applications to US economic data 0 0 0 55 0 0 1 167
Combining predictive densities using Bayesian filtering with applications to US economics data 0 0 0 67 0 0 0 112
Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration 0 0 1 50 0 0 7 296
Cyclical Components in Economic Time Series: a Bayesian Approach 0 0 0 374 0 0 3 1,225
Cyclical components in economic time series 1 1 4 97 1 2 6 192
Cyclical components in economic time series: A Bayesian approach 0 0 0 160 0 1 3 568
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 0 479 0 0 3 1,646
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 1 1 168 0 1 1 495
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 0 516 0 0 0 2,407
Daily exchange rate behaviour and hedging of currency risk 0 0 0 27 0 0 0 111
Daily exchange rate behaviour and hedging of currency risk 0 0 0 21 1 1 1 101
Distributional Dynamics using Quartic-based State-Space models 0 0 0 0 0 0 0 9
Distributional Dynamics using Quartic-based State-Space models 0 0 0 0 0 0 0 16
Distributional Dynamics using Quartic-based State-Space models 0 0 0 0 0 0 0 4
Distributional Dynamics using Quartic-based State-Space models 0 0 0 0 0 0 1 7
Divergent Priors and well Behaved Bayes Factors 0 0 2 33 0 0 4 142
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 0 74 0 0 1 159
Dynamic predictive density combinations for large data sets in economics and finance 0 1 1 34 0 1 2 102
EXPERIMENTS WITH SOME ALTERNATIVES FOR SIMPLE IMPORTANCE SAMPLING IN MONTE CARLO INTEGRATION 0 1 4 21 0 3 19 87
Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics 0 0 0 0 0 0 1 17
Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations 0 0 0 0 0 0 0 154
Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging 0 0 1 57 0 0 3 128
Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 52 0 0 0 115
Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 1 35 0 0 1 77
Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 1 62 0 0 1 119
Exceptions to Bartlett’s Paradox 0 0 2 154 2 6 11 682
Explaining Adaptive Radial-Based Direction Sampling 0 0 0 7 0 0 1 58
FURTHER EXPERIENCE IN BAYESIAN ANALYSIS USING MONTE CARLO INTEGRATION 0 0 0 0 0 0 2 13
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 0 0 1 98 0 0 2 249
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 14 0 0 1 42
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 31 0 0 0 49
Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance 0 0 0 48 0 0 1 72
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 0 0 0 96 0 0 0 159
Forecast density combinations with dynamic learning for large data sets in economics and finance 0 0 0 32 1 1 1 54
Functional approximations to posterior densities: a neural network approach to efficient sampling 0 0 0 5 1 1 1 38
Gibbs sampling in econometric practice 0 0 0 58 0 0 3 176
Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14 0 0 0 16 0 0 3 86
Improper priors with well defined Bayes Factors 0 0 0 261 0 0 1 951
Improper priors with well defined Bayes Factors 0 0 0 19 0 0 2 92
Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo 0 0 1 56 0 0 1 199
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model 0 0 2 26 0 0 3 105
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 46 0 1 2 168
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 1 69 0 0 2 197
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 1 1 3 60 1 2 7 190
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 0 1 94 0 0 4 117
Jan Tinbergen (1903-1994) 0 0 0 29 1 1 6 129
LIKELIHOOD DIAGNOSTICS AND BAYESIAN ANALYSIS OF A MICRO-ECONOMIC DISEQUILIBRIUM MODEL FOR RETAIL SERVICES 0 0 0 0 0 0 0 15
Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive Distributions 0 0 0 36 0 0 1 32
MONTE CARLO ANALYSIS OF SKEW POSTERIOR DISTRIBUTIONS: AN ILLUSTRATIVE ECONOMETRIC EXAMPLE 0 1 1 1 0 1 1 6
Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes 0 0 0 190 0 0 2 460
Model uncertainty and Bayesian model averaging in vector autoregressive processes 0 0 1 8 0 0 1 50
Modelling option prices using neural networks 0 0 0 0 0 0 2 277
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 0 24 0 0 2 92
Neural network analysis of varying trends in real exchange rates 0 0 2 19 0 0 2 50
Neural network approximations to posterior densities: an analytical approach 0 0 0 3 0 0 1 37
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 53
Neural networks as econometric tool 0 0 0 46 0 0 2 125
Neural networks as econometric tool 0 0 2 205 0 1 9 651
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 1 277
On Bayesian structural inference in a simultaneous equation model 0 0 0 9 0 0 0 47
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling 0 0 1 139 0 0 1 482
On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14 0 0 1 268 0 2 5 457
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 0 21 0 0 0 145
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 0 23
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 1 1 1 52
On the variation of hedging decisions in daily currency risk management 0 0 0 13 0 0 1 79
POSTERIOR ANALYSIS OF KLEIN'S MODEL 0 0 0 1 0 0 3 11
POSTERIOR ANALYSIS OF POSSIBLY INTEGRATED TIME SERIES WITH AN APPLICATION TO REAL GNP 0 0 1 1 0 0 2 12
POSTERIOR MOMENTS COMPUTED BY MIXED INTEGRATION 0 0 0 1 0 0 1 13
POSTERIOR MOMENTS COMPUTED BY MIXED INTEGRATION 0 0 0 0 0 0 0 5
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 2 7
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 119 0 1 3 479
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 78 0 0 0 176
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 1 34 0 0 5 119
Parallelization Experience with Four Canonical Econometric Models using ParMitISEM 0 0 0 16 0 0 0 56
Parallelization experience with four canonical econometric models using ParMitISEM 0 0 0 9 0 0 0 50
Partially Censored Posterior for Robust and Efficient Risk Evaluation 0 0 0 20 0 0 1 33
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 1 45 0 0 2 262
Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data 0 0 2 37 0 1 3 119
Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data 0 0 0 60 0 0 0 215
Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series 0 0 1 83 1 11 34 243
Predictive gains from forecast combinations using time-varying model weights 0 0 0 28 0 1 1 108
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 11 0 0 6 14
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 9 0 0 2 26
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 1 1 25 0 1 6 35
Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices 0 0 1 39 0 1 15 169
Robust Optimization of the Equity Momentum Strategy 0 0 2 106 0 0 4 362
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 97
Simulation based bayesian econometric inference: principles and some recent computational advances 0 0 0 18 0 0 0 57
Some advances in Bayesian estimations methods using Monte Carlo Integration 0 0 0 0 0 0 1 6
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 1 99 0 0 2 327
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 seasonal models: A Bayesian approach 0 0 1 8 0 0 1 97
The AdMit Package 0 0 0 11 0 1 3 70
The Evolution of Forecast Density Combinations in Economics 0 0 2 132 2 4 11 206
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 0 198
The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference 0 0 0 28 0 0 1 38
The R package MitISEM: efficient and robust simulation procedures for Bayesian inference 0 0 0 26 0 0 0 150
The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 8 0 0 0 50
The Value of Structural Information in the VAR Model 0 0 0 69 0 0 0 306
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 15 0 0 0 68
Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies 0 0 0 62 1 2 5 85
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 2 79 0 1 4 140
To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods 0 0 1 51 0 0 1 195
Trends and cycles in economic time series: A Bayesian approach 2 3 3 219 2 4 5 418
Twentieth century shocks, trends and cycles in industrialized nations 0 0 0 5 1 1 1 48
Valuing structure, model uncertainty and model averaging in vector autoregressive processes 0 0 1 19 0 1 2 52
Weakly informative priors and well behaved Bayes factors 0 0 1 10 0 0 1 81
Total Working Papers 6 14 103 9,652 25 88 414 34,968
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 2 262
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation 0 0 1 38 0 0 3 165
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood 0 1 1 20 1 2 3 81
Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit 0 0 0 22 0 0 0 178
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 27 0 1 1 140
BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES 0 0 0 35 0 0 2 118
Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income 0 0 0 0 0 0 1 258
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 0 0 0 0 0 9
Bayes model averaging of cyclical decompositions in economic time series 0 0 0 50 0 0 0 254
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 24 0 0 1 123
Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo 1 1 4 158 1 4 10 627
Bayesian Model Selection with an Uninformative Prior* 0 0 1 39 0 0 2 179
Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling 0 0 3 97 0 1 9 397
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 70 0 0 0 169
Classical and Bayesian aspects of robust unit root inference 0 0 1 52 0 0 2 156
Combination schemes for turning point predictions 0 0 1 25 0 0 1 100
Combined Density Nowcasting in an Uncertain Economic Environment 1 1 3 6 1 3 7 61
Combined forecasts from linear and nonlinear time series models 0 0 0 76 2 3 5 243
Comment 0 0 0 1 0 0 0 21
Computational Complexity and Parallelization in Bayesian Econometric Analysis 0 0 0 6 0 0 1 47
Computational techniques for applied econometric analysis of macroeconomic and financial processes 0 0 0 47 0 0 0 133
Consumer Evaluations of Food Risk Management Quality in Europe 0 0 0 0 0 0 1 11
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 1 6 0 0 1 25
Daily exchange rate behaviour and hedging of currency risk 0 0 0 331 4 5 8 1,379
Direct cointegration testing in error correction models 0 0 1 63 0 0 3 216
Distribution and mobility of wealth of nations 1 1 1 100 1 1 2 279
Divergent Priors and Well Behaved Bayes Factors 0 0 0 7 0 0 0 67
EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING 0 1 1 1 0 1 1 74
Econometrics and Statistics 0 0 0 54 0 0 2 132
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 1 33 0 0 3 103
Endogeneity, instruments and identification 0 0 0 130 0 0 0 275
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights 0 1 1 47 0 1 1 215
Forecast density combinations of dynamic models and data driven portfolio strategies 0 0 2 6 0 0 4 42
Further experience in Bayesian analysis using Monte Carlo integration 0 0 0 32 0 1 2 131
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics 0 0 0 16 0 0 0 77
INTRODUCTION TO RECENT ADVANCES IN METHODS AND APPLICATIONS FOR DSGE MODELS 0 0 1 67 0 0 1 117
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 1 14 0 0 3 52
International conference on econometric inference using simulation techniques 0 0 0 14 0 0 0 70
Introduction: inference and decision making 0 0 0 1 0 0 3 414
Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services 0 0 0 14 0 0 0 69
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 0 40 0 1 5 173
Neural Network Pruning Applied to Real Exchange Rate Analysis 0 0 0 0 0 0 1 397
Non-stationarity in GARCH Models: A Bayesian Analysis 0 0 0 176 0 0 0 437
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 2 263
On the Shape of the Likelihood/Posterior in Cointegration Models 0 0 0 30 0 0 0 104
On the dynamics of business cycle analysis: editors' introduction 0 0 0 0 0 0 0 5
On the dynamics of business cycle analysis: editors' introduction 0 0 0 56 0 0 0 208
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 2 2 44 0 2 2 186
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 61
Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM 0 0 0 1 0 0 2 59
Partially censored posterior for robust and efficient risk evaluation 0 0 0 0 0 0 3 15
Posterior moments computed by mixed integration 0 0 0 9 0 0 1 87
Progress and challenges in econometrics 0 0 0 77 0 0 0 186
Recent advances in Bayesian econometrics 0 0 0 69 0 0 0 179
Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices 0 0 1 18 0 0 2 90
SISAM and MIXIN: Two Algorithms for the Computation of Posterior Moments and Densities Using Monte Carlo Integration 0 0 0 1 0 0 1 258
Some remarks on the simulation revolution in bayesian econometric inference 0 0 0 20 0 0 0 61
The Fifth Special Issue on Computational Econometrics 0 0 0 32 0 0 1 121
The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 2 0 0 1 23
The fourth special issue on Computational Econometrics 0 0 0 33 0 0 0 118
Time-varying combinations of predictive densities using nonlinear filtering 0 1 3 49 0 1 5 191
Trends and cycles in economic time series: A Bayesian approach 0 3 5 262 2 13 32 571
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 0 54
Total Journal Articles 3 12 36 2,941 12 40 144 12,090

Book File Downloads Abstract Views
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Econometric Methods with Applications in Business and Economics 0 0 0 0 13 26 90 1,614
Total Books 0 0 0 0 13 26 90 1,614

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Statistics updated 2023-05-07