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 6 0 1 1 32
"Rotterdam econometrics": publications of the econometric institute 1956-2005 0 0 1 4 0 1 4 34
A BAYESIAN ANALYSIS OF THE UNIT ROOT HYPOTHESIS 0 0 1 1 0 0 4 10
A BAYESIAN ANALYSIS OF THE UNIT ROOT IN REAL EXCHANGE RATES 0 0 0 2 1 2 5 19
A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model 0 0 0 95 0 0 3 427
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 1 1 5 5 2 3 22 22
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance 0 0 33 33 1 2 46 46
A Bayesian analysis of the PPP puzzle using an unobserved components model 0 0 0 7 0 2 4 50
A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation 0 0 0 22 0 0 5 90
A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation 0 0 2 24 0 0 3 94
A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood 0 0 1 29 1 10 32 126
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 36
A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters 0 0 0 1 0 0 0 12
A reconsideration of the Angrist-Krueger analysis on returns to education 0 0 3 86 3 4 24 433
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 2 5 418
AN ALGORITHM FOR THE COMPUTATION OF POSTERIOR MOMENTS AND DENSITIES USING SIMPLE IMPORTANCE SAMPLING 0 0 0 1 0 1 1 13
AdMit: Adaptive Mixtures of Student-t Distributions 0 0 0 42 0 2 6 196
Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation: the R Package AdMit 0 0 0 40 0 0 0 187
Adaptive Polar Sampling 0 0 0 0 0 1 2 162
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 0 0 0 6 0 1 3 85
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 0 0 0 181 0 1 4 1,002
Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces 0 0 0 24 0 0 0 516
Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: the R package AdMit 0 0 0 63 0 0 1 288
Adaptive polar sampling with an application to a Bayes measure of value-at-risk 0 0 0 10 0 2 10 523
Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods 0 0 0 6 0 2 6 64
Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces 0 0 0 0 1 2 3 47
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 0 0 0 1 15
Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods 0 0 0 18 0 2 4 102
BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Application of Integration by Monte Carlo 0 0 1 2 1 2 9 23
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 1 1 81 0 4 4 100
Bayes Estimates of Markov Trends in possibly Cointegrated Series: An Application to US Consumption and Income 0 0 0 128 0 0 3 541
Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income 0 0 1 17 0 0 4 97
Bayes estimates of multimodal density features using DNA and Economic Data 0 0 8 8 1 2 11 11
Bayes estimates of the cyclical component in twentieth centruy US gross domestic product 0 0 1 42 0 1 3 101
Bayes model averaging of cyclical decompositions in economic time series 0 0 0 13 0 0 1 47
Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank 0 0 0 51 0 0 0 31
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 37 0 1 7 183
Bayesian Approaches to Cointegration 0 0 2 273 1 2 21 609
Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk 0 0 0 55 0 1 2 133
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 0 2 43 1 3 7 144
Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data 0 0 0 47 0 0 1 68
Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling 0 0 1 81 0 0 6 242
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 1 55 0 0 5 203
Bayesian Model Selection with an Uninformative Prior 0 0 1 252 0 0 16 914
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 1 23 1 6 8 117
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 1 123 0 0 8 446
Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank 0 0 0 27 1 2 4 27
Bayesian approaches to cointegratrion 0 0 0 31 0 0 0 94
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 1 18 1 3 5 89
Bayesian model selection for a sharp null and a diffuse alternative with econometric applications 0 0 0 3 0 0 1 60
Bayesian near-boundary analysis in basic macroeconomic time series models 0 0 2 85 0 1 3 168
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 7 0 0 0 27
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 0 0 0 2 76
Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation 0 0 0 50 0 0 3 97
Combination Schemes for Turning Point Predictions 0 0 0 67 0 3 6 144
Combination schemes for turning point predictions 0 0 0 19 0 2 6 125
Combination schemes for turning point predictions 0 0 0 57 1 2 9 112
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 0 11 2 5 15 74
Combined Density Nowcasting in an uncertain economic environment 0 0 1 49 0 2 7 95
Combined Forecasts from Linear and Nonlinear Time Series Models 0 0 0 264 0 1 5 697
Combined forecasts from linear and nonlinear time series models 0 0 0 11 0 0 5 76
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 40 0 2 2 85
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 1 16 0 1 3 68
Combining predictive densities using Bayesian filtering with applications to US economic data 0 0 0 55 2 2 5 163
Combining predictive densities using Bayesian filtering with applications to US economics data 0 0 0 66 0 0 3 109
Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration 0 0 0 49 1 4 18 281
Cyclical Components in Economic Time Series: a Bayesian Approach 0 0 1 374 0 0 5 1,222
Cyclical components in economic time series 0 0 1 93 0 2 7 184
Cyclical components in economic time series: A Bayesian approach 0 0 0 160 0 1 2 565
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 0 167 0 1 3 493
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 0 479 1 1 3 1,641
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 0 516 1 3 6 2,404
Daily exchange rate behaviour and hedging of currency risk 0 0 1 27 0 0 1 110
Daily exchange rate behaviour and hedging of currency risk 0 0 1 21 2 2 4 99
Distributional Dynamics using Quartic-based State-Space models 0 0 0 0 0 1 2 4
Distributional Dynamics using Quartic-based State-Space models 0 0 0 0 1 2 2 9
Distributional Dynamics using Quartic-based State-Space models 0 0 0 0 0 2 4 6
Distributional Dynamics using Quartic-based State-Space models 0 0 0 0 1 2 2 16
Divergent Priors and well Behaved Bayes Factors 0 0 0 31 0 0 2 138
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 1 14 74 2 3 32 155
Dynamic predictive density combinations for large data sets in economics and finance 0 0 1 33 0 2 9 100
EXPERIMENTS WITH SOME ALTERNATIVES FOR SIMPLE IMPORTANCE SAMPLING IN MONTE CARLO INTEGRATION 0 1 3 13 6 11 20 52
Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics 0 0 0 0 0 0 0 16
Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations 0 0 0 0 0 0 1 153
Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging 0 0 1 55 0 1 2 123
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 1 115
Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 1 34 0 0 2 75
Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 1 1 61 0 2 2 118
Exceptions to Bartlett’s Paradox 0 0 1 149 0 2 13 664
Explaining Adaptive Radial-Based Direction Sampling 0 0 0 7 0 0 0 56
FURTHER EXPERIENCE IN BAYESIAN ANALYSIS USING MONTE CARLO INTEGRATION 0 0 0 0 0 0 1 11
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 0 0 0 96 0 1 5 246
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 1 31 0 3 7 49
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 1 13 0 2 10 39
Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance 1 1 4 48 1 5 22 70
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 0 0 2 96 0 0 3 158
Forecast density combinations with dynamic learning for large data sets in economics and finance 0 2 12 31 0 6 27 48
Functional approximations to posterior densities: a neural network approach to efficient sampling 0 0 0 5 0 0 1 37
Gibbs sampling in econometric practice 0 2 3 58 0 6 10 169
Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14 0 0 0 15 0 3 8 82
Improper priors with well defined Bayes Factors 0 0 0 261 0 2 7 949
Improper priors with well defined Bayes Factors 0 0 0 19 0 2 3 89
Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo 0 1 2 55 0 3 8 197
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model 0 0 1 24 0 0 5 99
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 1 46 0 1 6 163
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 2 68 2 4 14 194
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 0 55 0 2 11 176
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 2 4 92 1 5 13 110
Jan Tinbergen (1903-1994) 0 0 1 28 1 2 10 119
LIKELIHOOD DIAGNOSTICS AND BAYESIAN ANALYSIS OF A MICRO-ECONOMIC DISEQUILIBRIUM MODEL FOR RETAIL SERVICES 0 0 0 0 0 1 2 15
Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive Distributions 0 0 1 36 0 1 6 31
MONTE CARLO ANALYSIS OF SKEW POSTERIOR DISTRIBUTIONS: AN ILLUSTRATIVE ECONOMETRIC EXAMPLE 0 0 0 0 0 1 1 5
Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes 0 0 0 190 0 0 2 456
Model uncertainty and Bayesian model averaging in vector autoregressive processes 0 0 0 7 0 1 1 47
Modelling option prices using neural networks 0 0 0 0 0 0 1 274
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 0 24 0 1 3 89
Neural network analysis of varying trends in real exchange rates 0 0 0 17 0 0 0 48
Neural network approximations to posterior densities: an analytical approach 0 0 0 3 0 1 1 36
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 2 51
Neural networks as econometric tool 0 0 0 46 1 1 3 123
Neural networks as econometric tool 2 3 11 196 3 5 34 627
Note on neural network sampling for Bayesian inference of mixture processes 0 0 0 3 0 1 1 44
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 26 0 1 1 115
On Bayesian routes to unit roots 0 0 0 52 2 5 8 275
On Bayesian structural inference in a simultaneous equation model 0 0 0 9 0 1 2 46
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling 0 0 0 138 0 1 2 481
On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14 0 0 2 266 2 5 23 447
On the Variation of Hedging Decisions in Daily Currency Risk Management 0 0 0 281 0 0 1 937
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 1 145
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 3 4 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 1 1 3 0 2 3 51
On the variation of hedging decisions in daily currency risk management 0 0 0 13 0 1 4 78
POSTERIOR ANALYSIS OF KLEIN'S MODEL 0 0 1 1 0 1 2 8
POSTERIOR ANALYSIS OF POSSIBLY INTEGRATED TIME SERIES WITH AN APPLICATION TO REAL GNP 0 0 0 0 1 1 5 10
POSTERIOR MOMENTS COMPUTED BY MIXED INTEGRATION 0 0 1 1 0 1 3 11
POSTERIOR MOMENTS COMPUTED BY MIXED INTEGRATION 0 0 0 0 0 1 2 5
POSTERIOR MOMENTS OF THE KLEIN-GOLDBERGER MODEL 0 0 0 0 0 1 2 6
PREDICTIVE MOMENTS OF SIMULTANEOUS ECONOMETRIC MODELS A Bayesian Approach 0 0 0 0 0 1 1 4
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 0 0 0 118 0 4 13 473
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 33 0 1 9 112
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 78 0 1 3 176
Parallelization Experience with Four Canonical Econometric Models using ParMitISEM 0 0 0 16 0 1 3 55
Parallelization experience with four canonical econometric models using ParMitISEM 0 0 0 9 0 1 4 48
Partially Censored Posterior for Robust and Efficient Risk Evaluation 0 0 0 20 0 2 6 30
Partially Censored Posterior for robust and efficient risk evaluation 0 1 1 2 0 1 6 16
Possibly Ill-behaved Posteriors in Econometric Models 0 0 0 44 1 2 3 260
Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data 0 0 0 34 0 2 3 115
Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data 1 1 1 60 1 1 6 212
Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series 0 0 0 82 2 7 18 199
Predictive gains from forecast combinations using time-varying model weights 0 0 1 28 0 2 8 106
Quantifying time-varying forecast uncertainty and risk for the real price of oil 11 11 11 11 7 7 7 7
Quantifying time-varying forecast uncertainty and risk for the real price of oil 2 5 9 9 2 13 23 23
Quantifying time-varying forecast uncertainty and risk for the real price of oil 0 0 24 24 2 8 25 25
Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices 0 0 3 38 0 1 10 151
Robust Optimization of the Equity Momentum Strategy 0 0 0 104 0 2 9 356
SOME ADVANCES IN BAYESIAN ESTIMATION METHODS USING MONTE CARLO INTEGRATION 0 0 0 0 0 1 2 4
Simulation based Bayesian econometric inference: principles and some recent computational advances 1 1 1 29 1 1 1 96
Simulation based bayesian econometric inference: principles and some recent computational advances 0 0 2 17 0 1 3 55
Some advances in Bayesian estimations methods using Monte Carlo Integration 0 0 0 0 0 0 0 5
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 98 0 3 3 324
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 117 0 1 2 642
Testing for integration using evolving trend and seasonal models: A Bayesian approach 0 0 0 7 0 1 3 95
The AdMit Package 0 0 0 11 0 1 4 67
The Evolution of Forecast Density Combinations in Economics 1 3 14 127 6 13 43 186
The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation 0 0 0 44 0 2 4 197
The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference 0 0 0 28 0 0 1 36
The R package MitISEM: efficient and robust simulation procedures for Bayesian inference 0 0 0 25 0 1 2 147
The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 8 0 1 2 49
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 2 306
The value of structural information in the VAR model 0 0 0 15 0 2 2 68
Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies 0 0 3 62 4 6 14 77
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 0 0 3 77 1 3 13 129
To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods 0 0 0 50 1 1 1 194
Trends and cycles in economic time series: A Bayesian approach 0 1 3 215 0 3 9 410
Twentieth century shocks, trends and cycles in industrialized nations 0 0 1 5 0 2 5 47
Valuing structure, model uncertainty and model averaging in vector autoregressive processes 0 0 0 17 0 0 0 47
Weakly informative priors and well behaved Bayes factors 0 0 0 9 0 1 2 80
Total Working Papers 20 40 226 9,600 79 316 1,109 34,737

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 9 260
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation 0 0 1 37 0 0 2 158
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood 0 1 1 19 0 1 4 74
Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit 0 0 0 22 0 0 6 178
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 27 1 1 5 137
BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES 0 0 0 35 0 1 5 116
Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income 0 0 0 0 0 1 5 257
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 1
Bayes model averaging of cyclical decompositions in economic time series 0 0 0 50 0 0 1 254
Bayes model averaging of cyclical decompositions in economic time series 0 0 0 0 0 2 7 7
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 24 0 2 7 121
Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo 0 0 1 153 0 6 18 613
Bayesian Model Selection with an Uninformative Prior* 0 0 2 37 0 0 3 175
Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling 0 0 1 94 1 2 10 388
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 1 70 0 0 1 166
Classical and Bayesian aspects of robust unit root inference 0 0 0 51 1 3 4 154
Combination schemes for turning point predictions 1 1 3 24 2 3 7 97
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 1 2 0 2 14 52
Combined forecasts from linear and nonlinear time series models 0 0 3 76 0 1 13 235
Comment 0 0 0 1 0 1 3 21
Computational Complexity and Parallelization in Bayesian Econometric Analysis 0 0 0 6 0 0 1 46
Computational techniques for applied econometric analysis of macroeconomic and financial processes 0 0 0 47 0 1 1 132
Consumer Evaluations of Food Risk Management Quality in Europe 0 0 0 0 1 2 5 8
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 1 4 5 0 1 8 23
Daily exchange rate behaviour and hedging of currency risk 0 0 1 329 0 0 2 1,365
Direct cointegration testing in error correction models 0 0 0 62 0 1 2 213
Distribution and mobility of wealth of nations 0 2 4 99 0 3 9 275
Divergent Priors and Well Behaved Bayes Factors 0 0 0 7 0 0 2 67
EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING 0 0 0 0 0 1 2 72
Econometrics and Statistics 0 0 1 52 0 1 8 128
Editor's introduction 0 0 0 0 0 0 1 26
Editor's introduction 0 1 1 5 0 2 4 76
Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics 0 0 0 26 0 1 1 90
Efficient estimation of income distribution parameters 0 0 0 32 0 2 2 97
Endogeneity, instruments and identification 0 0 0 130 0 1 1 274
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights 1 1 1 46 1 2 7 214
Forecast density combinations of dynamic models and data driven portfolio strategies 0 0 1 3 0 5 9 35
Further experience in Bayesian analysis using Monte Carlo integration 0 0 0 32 0 1 1 128
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 2 66 0 1 4 116
Inferential Procedures in Stable Distributions for Class Frequency Data on Incomes 0 0 0 13 0 0 2 180
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 1 2 11 1 2 10 46
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 1 3 411
Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services 0 0 0 14 0 1 3 68
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 2 39 0 1 4 165
Neural Network Pruning Applied to Real Exchange Rate Analysis 0 0 0 0 0 1 1 396
Non-stationarity in GARCH Models: A Bayesian Analysis 0 0 1 176 0 1 3 437
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 2 5 260
On the Shape of the Likelihood/Posterior in Cointegration Models 0 0 0 30 0 1 2 104
On the dynamics of business cycle analysis: editors' introduction 0 0 0 56 0 0 0 208
On the dynamics of business cycle analysis: editors' introduction 0 0 0 0 0 2 5 5
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 40 1 1 6 180
POSTERIOR‐PREDICTIVE EVIDENCE ON US INFLATION USING EXTENDED NEW KEYNESIAN PHILLIPS CURVE MODELS WITH NON‐FILTERED DATA 0 0 0 12 0 2 4 58
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 0 0 6 0 3 8 57
Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM 0 0 0 1 0 0 3 53
Partially censored posterior for robust and efficient risk evaluation 0 0 0 0 0 1 7 12
Posterior moments computed by mixed integration 0 0 0 9 0 0 1 85
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 3 17 1 1 18 82
SISAM and MIXIN: Two Algorithms for the Computation of Posterior Moments and Densities Using Monte Carlo Integration 0 0 0 1 0 1 3 256
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 1 32 0 0 1 119
The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 2 1 4 5 21
The fourth special issue on Computational Econometrics 0 0 0 33 0 0 1 117
Time-varying combinations of predictive densities using nonlinear filtering 1 2 5 43 1 6 14 180
Trends and cycles in economic time series: A Bayesian approach 1 2 4 252 1 3 11 526
Twentieth Century Shocks, Trends and Cycles in Industrialized Nations 0 0 0 20 0 1 3 177
‘Rotterdam econometrics’: an analysis of publications of the Econometric Institute 1956–2004 0 0 0 6 0 1 1 54
Total Journal Articles 4 12 48 2,884 13 88 318 11,839

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 16 56 241 1,406
Total Books 0 0 0 0 16 56 241 1,406

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 2021-11-05