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 0 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 2 12
A BAYESIAN ANALYSIS OF THE UNIT ROOT IN REAL EXCHANGE RATES 0 0 0 2 0 0 1 21
A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model 0 0 0 97 0 0 1 433
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 0 7 0 0 0 28
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 1 3 46 1 4 10 87
A Bayesian analysis of the PPP puzzle using an unobserved components model 0 0 0 7 0 0 2 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 1 100
A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood 0 0 0 32 0 0 0 134
A Simple Strategy to prune Neural Networks with an Application to Economic Time Series 0 0 0 83 0 0 1 215
A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters 0 0 0 2 0 0 0 13
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 38
A reconsideration of the Angrist-Krueger analysis on returns to education 0 0 1 98 0 1 9 491
A simple strategy to prune neural networks with an application to economic time series 0 0 0 16 0 0 1 50
ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK 0 0 0 0 0 0 0 422
AN ALGORITHM FOR THE COMPUTATION OF POSTERIOR MOMENTS AND DENSITIES USING SIMPLE IMPORTANCE SAMPLING 0 0 0 2 0 0 0 14
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 0 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 0 530
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 0 0 16
Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods 0 0 0 19 0 0 0 106
BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Application of Integration by Monte Carlo 0 0 0 2 0 0 2 33
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 0 838
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 2 105
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 0 98
Bayes estimates of multimodal density features using DNA and Economic Data 0 0 2 13 1 1 9 35
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 0 13 0 0 0 47
Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank 0 0 1 52 0 0 1 33
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 41 1 1 2 198
Bayesian Approaches to Cointegration 1 1 2 279 1 1 5 626
Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk 0 0 0 55 0 0 1 134
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 0 0 45 0 0 1 149
Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data 0 0 0 49 0 0 1 72
Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling 0 0 0 84 0 0 2 252
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 59 0 1 8 216
Bayesian Model Selection with an Uninformative Prior 0 1 1 254 0 1 1 920
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 124 0 0 1 454
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 23 0 0 1 119
Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank 0 0 0 28 0 0 1 32
Bayesian approaches to cointegratrion 0 0 1 32 0 0 1 99
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 1 1 2 96
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 89 0 0 4 176
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 0 0 0 0 77
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 7 0 0 0 28
Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation 0 0 0 50 0 0 0 99
Combination Schemes for Turning Point Predictions 0 0 0 67 0 0 0 146
Combination schemes for turning point predictions 0 1 1 58 0 1 3 116
Combination schemes for turning point predictions 0 0 0 19 0 0 2 128
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 0 13 0 0 3 91
Combined Density Nowcasting in an uncertain economic environment 0 1 1 50 0 1 2 97
Combined Forecasts from Linear and Nonlinear Time Series Models 0 0 1 267 0 0 1 708
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 0 0 0 87
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 0 167
Combining predictive densities using Bayesian filtering with applications to US economics data 0 0 0 67 0 0 1 113
Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration 0 0 0 51 0 0 4 305
Cyclical Components in Economic Time Series: a Bayesian Approach 0 0 0 374 0 0 1 1,226
Cyclical components in economic time series 0 1 1 98 0 1 2 198
Cyclical components in economic time series: A Bayesian approach 0 0 0 160 0 0 1 569
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 0 516 0 0 1 2,409
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 1 480 0 0 2 1,648
Daily exchange rate behaviour and hedging of currency risk 0 0 0 21 0 0 0 101
Daily exchange rate behaviour and hedging of currency risk 0 0 0 27 0 0 1 112
Distributional Dynamics using Quartic-based State-Space models 0 0 0 0 0 0 1 17
Distributional Dynamics using Quartic-based State-Space models 0 0 0 0 0 0 1 10
Distributional Dynamics using Quartic-based State-Space models 0 0 0 0 0 0 1 5
Distributional Dynamics using Quartic-based State-Space models 0 0 0 0 0 0 1 8
Divergent Priors and well Behaved Bayes Factors 0 0 0 33 0 0 1 144
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 0 0 76 0 0 3 164
Dynamic predictive density combinations for large data sets in economics and finance 0 0 3 37 0 0 5 109
EXPERIMENTS WITH SOME ALTERNATIVES FOR SIMPLE IMPORTANCE SAMPLING IN MONTE CARLO INTEGRATION 0 0 2 25 0 0 13 102
Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics 0 0 0 0 0 1 1 19
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 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 0 0 0 115
Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 1 1 36 0 1 2 79
Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 63 1 1 3 123
Exceptions to Bartlett’s Paradox 0 0 1 155 1 1 6 689
Explaining Adaptive Radial-Based Direction Sampling 0 0 0 7 1 1 1 59
FURTHER EXPERIENCE IN BAYESIAN ANALYSIS USING MONTE CARLO INTEGRATION 0 0 0 0 0 0 0 13
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 0 0 1 99 0 0 1 250
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 14 0 0 0 43
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 31 0 0 1 50
Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance 0 0 0 48 0 0 0 72
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 0 0 0 96 0 0 2 162
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 1 39
Gibbs sampling in econometric practice 0 0 2 60 0 0 2 178
Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14 0 0 1 17 0 0 5 91
Improper priors with well defined Bayes Factors 0 0 0 261 0 0 1 953
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 0 1 27 0 0 2 107
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 69 0 0 0 197
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 2 62 0 0 4 194
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 1 47 0 0 2 170
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 1 1 2 96 1 2 4 121
Jan Tinbergen (1903-1994) 0 0 0 29 0 0 2 132
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 0 33
MONTE CARLO ANALYSIS OF SKEW POSTERIOR DISTRIBUTIONS: AN ILLUSTRATIVE ECONOMETRIC EXAMPLE 0 0 0 1 0 0 0 6
Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes 1 1 1 191 1 1 2 462
Model uncertainty and Bayesian model averaging in vector autoregressive processes 0 0 0 8 0 0 2 52
Modelling option prices using neural networks 0 0 0 0 0 0 1 278
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 1 1 1 20 1 1 2 52
Neural network approximations to posterior densities: an analytical approach 0 0 0 3 0 0 1 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 1 1 1 47 1 1 2 127
Neural networks as econometric tool 0 0 1 206 1 1 6 658
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 1 280
On Bayesian structural inference in a simultaneous equation model 0 0 0 9 0 0 1 48
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling 0 0 0 139 1 2 3 485
On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14 0 0 0 268 0 0 3 461
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 1 146
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 0 0 0 52
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 0 1 13
POSTERIOR MOMENTS COMPUTED BY MIXED INTEGRATION 0 0 0 0 0 0 0 5
POSTERIOR MOMENTS COMPUTED BY MIXED INTEGRATION 0 0 0 1 0 0 0 13
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 0 479
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 79 0 0 0 177
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 34 0 0 0 120
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 0 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 0 45 0 0 0 262
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 0 1 217
Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series 0 0 0 83 0 0 0 255
Predictive gains from forecast combinations using time-varying model weights 0 0 1 29 0 0 1 109
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 25 1 1 7 42
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 9 1 2 10 38
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 0 11 1 3 3 17
Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices 0 0 0 40 1 1 2 174
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 1 1 2 99
Simulation based bayesian econometric inference: principles and some recent computational advances 0 0 0 18 0 0 1 59
Some advances in Bayesian estimations methods using Monte Carlo Integration 0 0 0 0 0 0 0 6
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 1 2 3 135 1 3 10 221
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 0 0 0 38
The R package MitISEM: efficient and robust simulation procedures for Bayesian inference 0 0 0 26 0 0 0 151
The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 8 0 1 3 53
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 0 307
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 1 3 89
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 0 79 0 0 3 144
To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods 1 1 1 52 2 2 2 197
Trends and cycles in economic time series: A Bayesian approach 0 0 4 224 0 0 8 427
Twentieth century shocks, trends and cycles in industrialized nations 0 0 0 5 0 0 0 48
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 7 14 50 9,720 23 42 249 35,327
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 1 3 266
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation 1 1 3 41 1 2 8 175
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood 0 1 1 21 0 1 1 85
Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit 0 0 0 22 1 1 1 179
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 27 0 0 0 140
BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES 0 0 0 35 0 0 0 119
Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income 0 0 0 0 0 0 1 259
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 0 50 0 1 2 256
Bayes model averaging of cyclical decompositions in economic time series 0 0 0 0 0 0 1 10
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 24 0 0 1 124
Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo 0 0 4 165 0 2 11 643
Bayesian Model Selection with an Uninformative Prior* 0 2 2 41 0 2 3 183
Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling 0 0 0 97 0 1 8 407
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 71 0 0 0 170
Classical and Bayesian aspects of robust unit root inference 0 0 0 52 0 0 0 156
Combination schemes for turning point predictions 0 0 1 26 0 1 4 104
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 0 6 0 0 6 68
Combined forecasts from linear and nonlinear time series models 0 0 2 79 1 1 5 251
Comment 0 0 0 1 0 0 0 21
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 0 0 133
Consumer Evaluations of Food Risk Management Quality in Europe 0 0 1 1 0 0 1 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 1 26
Daily exchange rate behaviour and hedging of currency risk 0 0 0 331 0 0 3 1,382
Direct cointegration testing in error correction models 0 0 0 63 0 0 0 219
Distribution and mobility of wealth of nations 0 0 1 101 0 0 1 280
Divergent Priors and Well Behaved Bayes Factors 0 0 1 8 0 0 1 68
EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING 0 0 0 1 0 0 1 75
Econometrics and Statistics 0 1 1 56 0 1 1 134
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 1 2 37 0 3 7 112
Endogeneity, instruments and identification 0 0 0 130 0 0 0 276
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights 0 0 0 47 0 0 0 217
Forecast density combinations of dynamic models and data driven portfolio strategies 0 0 0 6 0 1 2 46
Further experience in Bayesian analysis using Monte Carlo integration 0 0 0 32 0 0 0 131
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 69 0 0 1 119
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 2 16 1 1 5 57
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 5 419
Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services 0 0 0 14 0 0 1 70
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 1 41 1 1 2 177
Neural Network Pruning Applied to Real Exchange Rate Analysis 0 0 0 0 0 0 1 398
Non-stationarity in GARCH Models: A Bayesian Analysis 0 0 1 177 0 0 3 440
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 0 263
On the Shape of the Likelihood/Posterior in Cointegration Models 0 0 1 31 0 0 1 105
On the dynamics of business cycle analysis: editors' introduction 0 0 1 1 0 0 1 6
On the dynamics of business cycle analysis: editors' introduction 0 0 0 56 0 0 1 209
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 2 46 0 0 2 191
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 0 61
Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM 0 0 0 1 0 0 0 59
Partially censored posterior for robust and efficient risk evaluation 0 0 0 0 0 0 0 15
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 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 0 18 0 0 2 92
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 0 0 61
The Fifth Special Issue on Computational Econometrics 0 0 0 32 0 1 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 0 0 119
Time-varying combinations of predictive densities using nonlinear filtering 1 1 3 52 2 3 13 205
Trends and cycles in economic time series: A Bayesian approach 0 1 11 277 1 2 29 604
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 2 8 42 2,996 8 27 141 12,278

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 7 35 159 1,799
Total Books 0 0 0 0 7 35 159 1,799

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2024-09-04