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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/10003516747
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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.; van Dijk, … - In: Journal of econometrics 139 (2007) 1, pp. 154-180
Persistent link: https://www.econbiz.de/10007734930
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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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Testing for integration using evolving trend and seasonals models : a Bayesian approach
Koop, Gary; Dijk, Herman K. van - In: Journal of econometrics 97 (2000) 2, pp. 261-291
Persistent link: https://www.econbiz.de/10001496590
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Structure and dynamics in econometrics
Kiviet, J. F. (contributor); Dijk, Herman K. van (contributor) - In: Journal of econometrics 63 (1994) 1
Persistent link: https://www.econbiz.de/10001164650
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Bayes, Bernoullis, and Basel
Bauwens, Luc (contributor); Polasek, Wolfgang (contributor);  … - In: Journal of econometrics 75 (1996) 1
Persistent link: https://www.econbiz.de/10001205699
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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; … - In: Journal of econometrics 123 (2004) 2, pp. 201-225
Persistent link: https://www.econbiz.de/10002361666
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Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - In: Journal of econometrics 177 (2013) 2, pp. 213-232
Persistent link: https://www.econbiz.de/10010254875
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Dynamic econometric modeling and forecasting in the presence of instability
Timmermann, Allan; Dijk, Herman K. van - In: Journal of econometrics 177 (2013) 2, pp. 131-133
Persistent link: https://www.econbiz.de/10010254883