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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
HOOGERHEIDE, Lennart F.; KAASHOEK, Johan F.; DIJK, … - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675207
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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
Hoogerheide, Lennart F.; Kaashoek, Johan F.; Dijk, … - In: Journal of Econometrics 139 (2007) 1, pp. 154-180
Persistent link: https://www.econbiz.de/10005228764
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Forecast density combinations of dynamic models and data driven portfolio strategies
Baştürk, N.; Borowska, A.; Grassi, S.; Hoogerheide, … - In: Journal of econometrics 210 (2019) 1, pp. 170-186
Persistent link: https://www.econbiz.de/10012303391
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Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka; Hoogerheide, Lennart; Koopman, Siem Jan - In: Journal of econometrics 217 (2020) 2, pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
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Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
BAUWENS, Luc; BOS, Charles S.; DIJK, Herman K. VAN; … - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927083
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A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters
DIJK, Herman K. VAN - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694850
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Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods
ZELLNER, Arnold; BAUWENS, Luc; DIJK, Herman K. VAN - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694865
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Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
BAUWENS, Luc; BOS, Charles S.; DIJK, Herman K. VAN; … - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010695168
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Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods
ZELLNER, Arnold; BAUWENS, Luc; DIJK, Herman K. VAN - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010703652
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A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters
DIJK, Herman K. VAN - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010704034