Time-varying combinations of predictive densities using nonlinear filtering
Billio, Monica, Casarin, Roberto, Ravazzolo, Francesco, van Dijk, Herman K.
Published in Journal of econometrics (01.12.2013)
Published in Journal of econometrics (01.12.2013)
Get full text
Journal Article
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil
Aastveit, Knut Are, Cross, Jamie L., van Dijk, Herman K.
Published in Journal of business & economic statistics (03.04.2023)
Published in Journal of business & economic statistics (03.04.2023)
Get full text
Journal Article
Combined Density Nowcasting in an Uncertain Economic Environment
Aastveit, Knut Are, Ravazzolo, Francesco, van Dijk, Herman K.
Published in Journal of business & economic statistics (01.01.2018)
Published in Journal of business & economic statistics (01.01.2018)
Get full text
Journal Article
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
Ardia, David, Gatarek, Lukasz T., Hoogerheide, Lennart, Van Dijk, Herman K.
Published in Econometrics (01.03.2020)
Published in Econometrics (01.03.2020)
Get full text
Journal Article
Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling
Hoogerheide, Lennart, van Dijk, Herman K.
Published in International journal of forecasting (01.04.2010)
Published in International journal of forecasting (01.04.2010)
Get full text
Journal Article
On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14
BaŞtürk, Nalan, Çakmaklı, Cem, Ceyhan, S. Pınar, Dijk, Herman K. van
Published in OEconomia (01.09.2014)
Published in OEconomia (01.09.2014)
Get full text
Journal Article
Combination schemes for turning point predictions
Billio, Monica, Casarin, Roberto, Ravazzolo, Francesco, van Dijk, Herman K.
Published in The Quarterly review of economics and finance (01.11.2012)
Published in The Quarterly review of economics and finance (01.11.2012)
Get full text
Journal Article
EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING
Strachan, Rodney W., Van Dijk, Herman K.
Published in International economic review (Philadelphia) (01.02.2013)
Published in International economic review (Philadelphia) (01.02.2013)
Get full text
Journal Article
Genome-wide analysis of macrosatellite repeat copy number variation in worldwide populations: evidence for differences and commonalities in size distributions and size restrictions
Schaap, Mireille, Lemmers, Richard J L F, Maassen, Roel, van der Vliet, Patrick J, Hoogerheide, Lennart F, van Dijk, Herman K, Baştürk, Nalan, de Knijff, Peter, van der Maarel, Silvère M
Published in BMC genomics (04.03.2013)
Published in BMC genomics (04.03.2013)
Get full text
Journal Article
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, Herman K.
Published in Journal of econometrics (01.07.2007)
Published in Journal of econometrics (01.07.2007)
Get full text
Journal Article
Conference Proceeding
Bayesian mode inference for discrete distributions in economics and finance
Cross, Jamie L., Hoogerheide, Lennart, Labonne, Paul, van Dijk, Herman K.
Published in Economics letters (01.02.2024)
Published in Economics letters (01.02.2024)
Get full text
Journal Article