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Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000122477
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A neural network applied to economic time series
Draisma, Gerrit - 1995
Persistent link: https://www.econbiz.de/10000904892
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Estimating pushing trends and pulling equilibria
Ooms, Marius; Dijk, Herman K. van - 1992
Persistent link: https://www.econbiz.de/10000846663
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Oil price shocks and long run price and import demand behavior
Kleibergen, Frank; Urbain, Jean-Pierre; Dijk, Herman K. van - 1997
Persistent link: https://www.econbiz.de/10000988112
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Testing for integration using evolving trend and seasonals models : a Bayesian approach
Koop, Gary; Dijk, Herman K. van; Hoek, Henk - 1997
Persistent link: https://www.econbiz.de/10000966951
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Oil price shocks and long run price and import demand behavior
Kleibergen, Frank; Urbain, Jean-Pierre; Dijk, Herman K. van - 1997
Persistent link: https://www.econbiz.de/10000972342
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A simple strategy to prune neural networks with an application to economic time series
Kaashoek, Johan F.; Dijk, Herman K. van - 1997
Persistent link: https://www.econbiz.de/10000976085
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A neural network applied to the calculation of Lyapunov exponents
Kaashoek, Johan F. - In: Econometric reviews 13 (1994) 1, pp. 123-137
Persistent link: https://www.econbiz.de/10001158124
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Special issue on econometric inference using simulation techniques
Brown, Bryan W. (contributor); Monfort, Alain (contributor);  … - In: Journal of applied econometrics 8 (1993), pp. 1-173
Persistent link: https://www.econbiz.de/10001153473
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On the shape of the likelihood posterior in cointegration models
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000894164