Access Statistics for Herman K. van Dijk

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Working Paper File Downloads Abstract Views
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"Rotterdam Econometrics": an analysis of publications of the econometric institute 1956-2004 0 0 0 6 0 0 5 31
"Rotterdam econometrics": publications of the econometric institute 1956-2005 0 0 0 3 1 1 5 29
A BAYESIAN ANALYSIS OF THE UNIT ROOT HYPOTHESIS 0 0 0 0 0 0 4 5
A BAYESIAN ANALYSIS OF THE UNIT ROOT IN REAL EXCHANGE RATES 0 0 1 1 1 2 11 13
A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model 0 0 0 95 1 2 7 424
A Bayesian analysis of the PPP puzzle using an unobserved components model 0 0 0 7 0 1 3 46
A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation 0 0 0 22 0 2 6 82
A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation 0 0 0 22 0 1 7 89
A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood 0 0 2 28 0 0 10 93
A Simple Strategy to prune Neural Networks with an Application to Economic Time Series 0 0 0 83 1 1 2 213
A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters 0 0 0 1 2 2 4 12
A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters 0 0 0 0 0 0 3 35
A reconsideration of the Angrist-Krueger analysis on returns to education 0 0 4 83 1 3 19 407
A simple strategy to prune neural networks with an application to economic time series 0 0 0 16 0 0 4 48
ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK 0 0 0 0 0 1 13 411
AN ALGORITHM FOR THE COMPUTATION OF POSTERIOR MOMENTS AND DENSITIES USING SIMPLE IMPORTANCE SAMPLING 0 0 0 1 1 1 9 12
AdMit: Adaptive Mixtures of Student-t Distributions 0 0 0 42 1 1 6 189
Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation: the R Package AdMit 0 0 0 40 2 2 5 187
Adaptive Polar Sampling 0 0 0 0 0 0 4 159
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 0 0 0 6 1 1 4 82
Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk 0 0 0 181 1 1 4 996
Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces 0 0 0 24 0 0 5 516
Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: the R package AdMit 0 0 0 63 2 2 10 286
Adaptive polar sampling with an application to a Bayes measure of value-at-risk 0 0 0 10 3 4 16 513
Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods 0 0 0 6 2 2 5 57
Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces 0 0 0 0 1 1 9 44
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 0 0 0 1 13
Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods 0 0 0 18 1 1 10 98
BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Application of Integration by Monte Carlo 0 0 0 1 0 3 11 14
BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Unorthodox Application of Monte Carlo 0 0 0 0 1 3 8 8
BAYESIAN SPECIFICATION ANALYSIS AND ESTIMATION OF SIMULTANEOUS EQUATION MODELS USING MONTE CARLO METHODS 0 0 0 0 1 1 5 837
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 80 2 3 6 96
Bayes Estimates of Markov Trends in possibly Cointegrated Series: An Application to US Consumption and Income 0 0 1 128 0 0 8 537
Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income 0 0 1 16 0 0 8 93
Bayes estimates of the cyclical component in twentieth centruy US gross domestic product 0 0 0 41 1 2 4 98
Bayes model averaging of cyclical decompositions in economic time series 0 0 1 13 2 2 4 46
Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank 0 0 0 50 0 1 3 30
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 2 36 2 3 17 174
Bayesian Approaches to Cointegration 0 3 4 271 3 11 28 575
Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk 0 0 0 55 2 3 5 131
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index 0 0 1 41 2 3 12 137
Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data 0 0 0 47 2 3 4 67
Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling 0 0 0 80 0 0 9 235
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 53 1 1 17 196
Bayesian Model Selection with an Uninformative Prior 0 0 1 251 1 1 14 895
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 1 22 0 0 7 109
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures 0 0 0 122 3 4 8 438
Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank 0 0 0 27 0 1 5 22
Bayesian approaches to cointegratrion 0 0 0 29 2 3 7 92
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 15 4 4 10 80
Bayesian model selection for a sharp null and a diffuse alternative with econometric applications 0 0 0 3 1 1 5 59
Bayesian near-boundary analysis in basic macroeconomic time series models 0 1 5 83 0 2 12 165
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 0 0 1 5 74
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 0 7 0 0 5 27
Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation 0 0 2 50 0 1 6 94
Combination Schemes for Turning Point Predictions 0 0 0 67 1 1 9 136
Combination schemes for turning point predictions 0 0 0 57 0 0 5 103
Combination schemes for turning point predictions 0 0 0 19 1 1 8 119
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 2 10 0 3 13 57
Combined Density Nowcasting in an uncertain economic environment 0 0 0 48 3 3 16 87
Combined Forecasts from Linear and Nonlinear Time Series Models 0 0 1 264 1 1 10 690
Combined forecasts from linear and nonlinear time series models 0 0 1 11 1 1 5 70
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data 0 0 0 40 0 2 7 82
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data 0 0 0 15 1 2 7 65
Combining predictive densities using Bayesian filtering with applications to US economic data 0 0 0 55 0 1 9 155
Combining predictive densities using Bayesian filtering with applications to US economics data 0 0 0 66 1 3 7 104
Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration 0 0 3 49 0 3 17 257
Cyclical Components in Economic Time Series: a Bayesian Approach 0 0 1 373 0 0 6 1,214
Cyclical components in economic time series 0 1 1 92 0 2 5 177
Cyclical components in economic time series: A Bayesian approach 0 0 0 159 0 1 4 562
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 0 516 1 3 11 2,398
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 0 479 1 3 6 1,637
Daily Exchange Rate Behaviour and Hedging of Currency Risk 0 0 0 167 0 0 6 490
Daily exchange rate behaviour and hedging of currency risk 0 0 0 26 0 0 2 109
Daily exchange rate behaviour and hedging of currency risk 0 1 1 20 3 6 14 94
Distributional Dynamics using Quartic-based State-Space models 0 0 0 0 0 0 1 7
Distributional Dynamics using Quartic-based State-Space models 0 0 0 0 0 0 0 14
Divergent Priors and well Behaved Bayes Factors 0 0 0 31 0 0 2 135
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance 0 1 6 60 5 7 24 121
Dynamic predictive density combinations for large data sets in economics and finance 2 2 5 32 3 3 12 87
EXPERIMENTS WITH SOME ALTERNATIVES FOR SIMPLE IMPORTANCE SAMPLING IN MONTE CARLO INTEGRATION 0 0 1 9 1 1 15 30
Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics 0 0 0 0 0 0 3 16
Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations 0 0 0 0 0 0 3 152
Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging 0 0 0 54 0 0 5 119
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 4 114
Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 0 0 0 33 0 0 5 73
Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging 1 1 1 60 1 1 5 116
Exceptions to Bartlett’s Paradox 0 0 3 148 0 3 14 651
Explaining Adaptive Radial-Based Direction Sampling 0 0 0 7 2 2 5 56
FURTHER EXPERIENCE IN BAYESIAN ANALYSIS USING MONTE CARLO INTEGRATION 0 0 0 0 2 3 9 10
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights 0 0 0 96 0 0 8 240
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 12 2 2 9 28
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies 0 0 0 30 4 9 17 41
Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance 2 2 5 43 3 4 23 39
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight 0 0 0 93 3 3 6 154
Forecast density combinations with dynamic learning for large data sets in economics and finance 1 1 4 5 3 4 12 16
Functional approximations to posterior densities: a neural network approach to efficient sampling 0 1 1 5 0 2 3 36
Gibbs sampling in econometric practice 0 0 0 55 1 1 7 159
Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14 0 0 0 14 0 3 7 73
Improper priors with well defined Bayes Factors 0 0 0 19 0 0 2 85
Improper priors with well defined Bayes Factors 0 0 1 261 0 0 7 941
Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo 0 0 0 53 1 1 13 188
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model 0 0 0 22 1 2 4 93
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 1 44 2 3 6 155
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 0 1 65 0 2 11 177
Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model 0 1 5 55 0 4 14 161
Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode 0 1 2 88 0 3 5 95
Jan Tinbergen (1903-1994) 0 0 2 27 1 1 12 109
LIKELIHOOD DIAGNOSTICS AND BAYESIAN ANALYSIS OF A MICRO-ECONOMIC DISEQUILIBRIUM MODEL FOR RETAIL SERVICES 0 0 0 0 0 2 10 12
Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive Distributions 0 0 0 35 1 1 9 25
MONTE CARLO ANALYSIS OF SKEW POSTERIOR DISTRIBUTIONS: AN ILLUSTRATIVE ECONOMETRIC EXAMPLE 0 0 0 0 2 2 3 4
Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes 0 0 1 190 2 4 13 451
Model uncertainty and Bayesian model averaging in vector autoregressive processes 0 0 0 7 1 1 2 46
Modelling option prices using neural networks 0 0 0 0 2 2 6 272
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 0 1 24 0 0 1 86
Neural network analysis of varying trends in real exchange rates 0 0 0 17 1 2 6 48
Neural network approximations to posterior densities: an analytical approach 0 0 0 3 1 1 3 35
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 4 49
Neural networks as econometric tool 0 3 18 184 0 16 66 586
Neural networks as econometric tool 0 1 2 45 0 2 10 119
Note on neural network sampling for Bayesian inference of mixture processes 0 0 0 3 0 0 2 43
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 26 0 0 7 114
On Bayesian routes to unit roots 0 0 0 52 0 0 6 266
On Bayesian structural inference in a simultaneous equation model 0 0 0 9 1 4 5 44
On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling 1 1 1 138 2 2 6 479
On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14 0 0 1 262 4 10 24 417
On the Variation of Hedging Decisions in Daily Currency Risk Management 0 0 0 281 0 0 4 936
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 6 144
On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks 0 0 0 2 1 1 6 17
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 3 3 11 48
On the variation of hedging decisions in daily currency risk management 0 0 0 13 1 3 6 74
POSTERIOR ANALYSIS OF KLEIN'S MODEL 0 0 0 0 0 0 4 6
POSTERIOR ANALYSIS OF POSSIBLY INTEGRATED TIME SERIES WITH AN APPLICATION TO REAL GNP 0 0 0 0 0 1 3 5
POSTERIOR MOMENTS COMPUTED BY MIXED INTEGRATION 0 0 0 0 1 1 8 8
POSTERIOR MOMENTS COMPUTED BY MIXED INTEGRATION 0 0 0 0 1 1 3 3
POSTERIOR MOMENTS OF THE KLEIN-GOLDBERGER MODEL 0 0 0 0 2 2 4 4
PREDICTIVE MOMENTS OF SIMULTANEOUS ECONOMETRIC MODELS A Bayesian Approach 0 0 0 0 1 1 3 3
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox 1 1 2 118 2 3 15 456
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 0 78 2 3 10 171
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox 0 0 1 33 2 2 6 101
Parallelization Experience with Four Canonical Econometric Models using ParMitISEM 0 0 0 16 2 3 11 51
Parallelization experience with four canonical econometric models using ParMitISEM 0 0 0 9 3 3 13 43
Partially Censored Posterior for Robust and Efficient Risk Evaluation 0 0 20 20 2 6 20 22
Partially Censored Posterior for robust and efficient risk evaluation 0 0 0 0 1 4 10 10
Possibly Ill-behaved Posteriors in Econometric Models 0 0 0 44 0 0 8 255
Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data 0 0 1 34 0 1 6 112
Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data 0 0 2 59 2 3 13 206
Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series 0 0 0 82 0 3 9 179
Predictive gains from forecast combinations using time-varying model weights 0 0 2 27 2 3 7 98
Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices 0 0 2 35 1 5 20 139
Robust Optimization of the Equity Momentum Strategy 0 0 0 104 4 5 8 347
SOME ADVANCES IN BAYESIAN ESTIMATION METHODS USING MONTE CARLO INTEGRATION 0 0 0 0 0 0 1 2
Simulation based Bayesian econometric inference: principles and some recent computational advances 0 0 0 28 2 2 5 95
Simulation based bayesian econometric inference: principles and some recent computational advances 1 1 1 15 1 1 2 51
Some advances in Bayesian estimations methods using Monte Carlo Integration 0 0 0 0 1 1 1 5
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 117 2 3 10 639
Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach 0 0 0 98 2 3 7 321
Testing for integration using evolving trend and seasonal models: A Bayesian approach 0 0 0 7 3 4 5 92
The AdMit Package 0 0 0 11 1 1 3 63
The Evolution of Forecast Density Combinations in Economics 5 9 19 108 7 14 61 132
The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation 0 0 0 44 1 2 8 192
The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference 0 0 0 28 0 1 7 34
The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 8 0 1 4 47
The Value of Structural Information in the VAR Model 0 0 1 77 1 1 8 267
The Value of Structural Information in the VAR Model 0 0 0 69 0 0 3 304
The value of structural information in the VAR model 0 0 0 15 2 3 4 66
Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies 0 0 1 57 1 1 14 60
Time-varying Combinations of Predictive Densities using Nonlinear Filtering 1 1 1 74 2 2 5 116
To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods 0 0 0 50 0 0 5 193
Trends and cycles in economic time series: A Bayesian approach 0 0 1 210 3 3 7 399
Twentieth century shocks, trends and cycles in industrialized nations 0 0 0 4 1 1 5 42
Valuing structure, model uncertainty and model averaging in vector autoregressive processes 0 0 0 17 0 0 2 46
Weakly informative priors and well behaved Bayes factors 0 0 0 9 0 1 4 78
Total Working Papers 15 33 153 9,304 181 340 1,432 33,294

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 1 94 0 2 9 250
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation 0 0 1 36 0 0 5 156
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood 0 0 1 17 0 2 8 69
Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit 0 0 0 22 1 1 6 172
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods 0 0 0 27 0 0 11 132
BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES 0 0 0 35 0 0 4 111
Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income 0 0 0 0 0 0 7 252
Bayes Methods and Unit Roots 0 0 0 7 0 1 5 38
Bayes estimates of muIti‐criteria decision alternatives using Monte Carlo integration 0 0 0 0 0 0 1 1
Bayes model averaging of cyclical decompositions in economic time series 0 0 0 50 0 0 2 253
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 24 0 0 6 114
Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo 0 0 4 151 0 4 25 591
Bayesian Model Selection with an Uninformative Prior* 0 0 0 35 2 2 4 172
Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling 0 0 2 93 0 2 10 376
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods 0 0 2 69 0 1 10 164
Classical and Bayesian aspects of robust unit root inference 0 0 0 51 1 1 3 150
Combination schemes for turning point predictions 0 0 0 21 0 2 7 89
Combined Density Nowcasting in an Uncertain Economic Environment 0 0 1 1 1 4 19 33
Combined forecasts from linear and nonlinear time series models 0 1 2 73 1 4 16 215
Comment 0 0 0 1 0 0 5 17
Computational Complexity and Parallelization in Bayesian Econometric Analysis 0 0 0 6 3 3 13 44
Computational techniques for applied econometric analysis of macroeconomic and financial processes 0 0 0 47 0 0 2 131
Consumer Evaluations of Food Risk Management Quality in Europe 0 0 0 0 1 1 3 3
Daily exchange rate behaviour and hedging of currency risk 0 0 0 327 0 2 6 1,361
Direct cointegration testing in error correction models 0 0 2 62 0 1 14 211
Distribution and mobility of wealth of nations 0 0 0 95 0 2 7 266
Divergent Priors and Well Behaved Bayes Factors 0 0 2 7 0 0 7 65
EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING 0 0 0 0 0 2 9 70
Econometrics and Statistics 0 0 1 51 1 1 6 119
Editor's introduction 0 0 0 4 0 1 2 72
Editor's introduction 0 0 0 0 0 0 2 25
Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics 0 0 0 26 2 2 2 89
Efficient estimation of income distribution parameters 0 0 0 32 0 0 2 95
Endogeneity, instruments and identification 0 0 0 130 0 1 3 273
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights 0 0 2 45 1 1 12 207
Forecast density combinations of dynamic models and data driven portfolio strategies 0 0 0 1 0 2 16 25
Further experience in Bayesian analysis using Monte Carlo integration 0 0 0 32 0 1 3 126
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics 0 0 0 16 0 0 0 77
Inferential Procedures in Stable Distributions for Class Frequency Data on Incomes 0 0 0 13 0 0 3 177
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model 0 0 2 8 0 4 12 35
International conference on econometric inference using simulation techniques 0 0 0 14 0 1 3 70
Introduction: inference and decision making 0 0 0 1 0 0 1 407
Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services 0 0 2 14 0 0 12 65
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data 0 1 2 37 0 1 5 159
Neural Network Pruning Applied to Real Exchange Rate Analysis 0 0 0 0 0 0 4 395
Non-stationarity in GARCH Models: A Bayesian Analysis 0 0 0 175 0 0 6 434
Oil Price Shocks and Long Run Price and Import Demand Behavior 0 0 0 41 0 2 7 122
On Bayesian Routes to Unit Roots 0 0 0 63 0 1 8 254
On the Shape of the Likelihood/Posterior in Cointegration Models 0 1 1 30 1 4 11 102
On the dynamics of business cycle analysis: editors' introduction 0 0 0 56 0 0 2 208
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 0 0 39 0 0 9 174
POSTERIOR‐PREDICTIVE EVIDENCE ON US INFLATION USING EXTENDED NEW KEYNESIAN PHILLIPS CURVE MODELS WITH NON‐FILTERED DATA 0 0 0 12 0 2 5 54
Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox 0 0 3 6 1 2 8 48
Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM 0 0 0 1 3 3 16 49
Posterior moments computed by mixed integration 0 0 0 9 0 0 2 84
Progress and challenges in econometrics 0 0 0 77 0 0 3 186
Recent advances in Bayesian econometrics 0 0 0 69 0 0 10 178
Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices 0 0 0 13 1 6 17 57
SISAM and MIXIN: Two Algorithms for the Computation of Posterior Moments and Densities Using Monte Carlo Integration 0 0 0 1 0 0 7 252
Some remarks on the simulation revolution in bayesian econometric inference 0 0 0 20 0 0 6 60
The Fifth Special Issue on Computational Econometrics 0 0 0 31 0 0 7 117
The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference 0 0 0 2 0 0 5 16
The fourth special issue on Computational Econometrics 0 0 0 33 0 0 5 116
Time-varying combinations of predictive densities using nonlinear filtering 0 0 1 37 1 2 11 165
Trends and cycles in economic time series: A Bayesian approach 0 0 2 246 1 3 12 512
Twentieth Century Shocks, Trends and Cycles in Industrialized Nations 0 0 0 20 0 0 6 173
‘Rotterdam econometrics’: an analysis of publications of the Econometric Institute 1956–2004 0 0 0 6 0 0 3 53
Total Journal Articles 0 3 34 2,762 22 77 478 11,336

Book File Downloads Abstract Views
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Econometric Methods with Applications in Business and Economics 0 0 0 0 16 41 210 1,128
Total Books 0 0 0 0 16 41 210 1,128

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Statistics updated 2020-09-04