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


Statistics updated 2021-11-05