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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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Bayesian simultaneous equations analysis using reduced rank structures
Kleibergen, Frank; Dijk, Herman K. van - 1998
Persistent link: https://www.econbiz.de/10000981254
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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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On the shape of the likelihood posterior in cointegration models
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000894164
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Direct cointegration testing in error correction models
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000894482
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Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data
Hoogerheide, Lennart (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003265938
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Bayesian simultaneous equations analysis using reduced rank structures
Kleibergen, Frank; Dijk, Herman K. van - In: Econometric theory 14 (1998) 6, pp. 701-743
Persistent link: https://www.econbiz.de/10001352109
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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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Some remarks on the simulation revolution in Bayesian econometric inference
Dijk, Herman K. van - In: Econometric reviews 18 (1999) 1, pp. 105-112
Persistent link: https://www.econbiz.de/10001395558
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Some remarks on the simulation revolution in Bayesian econometric inference
Dijk, Herman K. van - 1998
Persistent link: https://www.econbiz.de/10000995344