The following pages link to Hermann K. Van Dijk (Q1586559):
Displayed 39 items.
- (Q277156) (redirect page) (← links)
- Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data (Q277157) (← links)
- 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 (Q280238) (← links)
- (Q451266) (redirect page) (← links)
- Trends and cycles in economic time series: a Bayesian approach (Q451267) (← links)
- A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation (Q528082) (← links)
- A Bayesian analysis of the unit root in real exchange rates (Q758078) (← links)
- Computational techniques for applied econometric analysis of macroeconomic and financial processes (Q1019982) (← links)
- Posterior moments computed by mixed integration (Q1070739) (← links)
- (Q1154772) (redirect page) (← links)
- Further experience in Bayesian analysis using Monte Carlo integration (Q1154774) (← links)
- Efficient estimation of income distribution parameters (Q1250665) (← links)
- Direct cointegration testing in error correction models (Q1341205) (← links)
- Testing for integration using evolving trend and seasonals models: A Bayesian approach. (Q1586560) (← links)
- Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank (Q1699694) (← links)
- Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods (Q1886281) (← links)
- Classical and Bayesian aspects of robust unit root inference (Q1899240) (← links)
- A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood (Q1927121) (← links)
- Oil price shocks and long run price and import demand behavior (Q1962597) (← links)
- Partially censored posterior for robust and efficient risk evaluation (Q2190228) (← links)
- Time-varying combinations of predictive densities using nonlinear filtering (Q2453082) (← links)
- Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights (Q3065508) (← links)
- Bayes estimates of muIti-criteria decision alternatives using Monte Carlo integration (Q3142170) (← links)
- 'Rotterdam econometrics': an analysis of publications of the Econometric Institute 1956-2004 (Q3429901) (← links)
- Bayesian near-boundary analysis in basic macroeconomic time-series models☆ (Q3572032) (← links)
- (Q3792123) (← links)
- (Q3900894) (← links)
- (Q3902381) (← links)
- Inferential Procedures in Stable Distributions for Class Frequency Data on Incomes (Q3914292) (← links)
- (Q3972465) (← links)
- SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration (Q4017563) (← links)
- Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo (Q4153457) (← links)
- EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING* (Q4620078) (← links)
- A neural' network applied to tlie calculation of lyapunov exponents<sup>1</sup> (Q4853079) (← links)
- Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo (Q5080436) (← links)
- Distribution and Mobility of Wealth of Nations (Q5302354) (← links)
- A flexible predictive density combination for large financial data sets in regular and crisis periods (Q6090582) (← links)
- Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil (Q6149865) (← links)
- Bayesian mode inference for discrete distributions in economics and finance (Q6154284) (← links)