| Publication | Date of Publication | Type |
|---|
Comment
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Challenges and opportunities for twenty first century Bayesian econometricians: a personal view
Studies in Nonlinear Dynamics & Econometrics | 2024-11-28 | Paper |
Combined Density Nowcasting in an Uncertain Economic Environment
Journal of Business and Economic Statistics | 2024-10-23 | Paper |
Bayesian mode inference for discrete distributions in economics and finance
Economics Letters | 2024-03-19 | Paper |
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil
Journal of Business and Economic Statistics | 2024-03-05 | Paper |
A flexible predictive density combination for large financial data sets in regular and crisis periods
Journal of Econometrics | 2023-11-17 | Paper |
Bayesian analysis of instrumental variable models: acceptance-rejection within direct Monte Carlo
Econometric Reviews | 2022-05-31 | Paper |
Partially censored posterior for robust and efficient risk evaluation
Journal of Econometrics | 2020-06-18 | Paper |
EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING*
International Economic Review | 2019-02-07 | Paper |
Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank
Bayesian Analysis | 2018-02-23 | Paper |
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Journal of Econometrics | 2017-05-12 | Paper |
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Journal of Econometrics | 2017-05-12 | Paper |
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
Journal of Econometrics | 2016-05-09 | Paper |
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data
Journal of Econometrics | 2016-05-04 | Paper |
Time-varying combinations of predictive densities using nonlinear filtering
Journal of Econometrics | 2014-06-06 | Paper |
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
Computational Statistics and Data Analysis | 2012-12-30 | Paper |
Trends and cycles in economic time series: a Bayesian approach
Journal of Econometrics | 2012-09-23 | Paper |
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights
Journal of Forecasting | 2011-01-06 | Paper |
Bayesian near-boundary analysis in basic macroeconomic time-series models☆
Bayesian Econometrics | 2010-06-30 | Paper |
Computational techniques for applied econometric analysis of macroeconomic and financial processes
Computational Statistics and Data Analysis | 2009-05-29 | Paper |
Distribution and Mobility of Wealth of Nations
Modeling Income Distributions and Lorenz Curves | 2009-01-07 | Paper |
'Rotterdam econometrics': an analysis of publications of the Econometric Institute 1956-2004
Statistica Neerlandica | 2007-03-20 | Paper |
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
Journal of Econometrics | 2004-11-18 | Paper |
Oil price shocks and long run price and import demand behavior
Annals of the Institute of Statistical Mathematics | 2000-04-10 | Paper |
Testing for integration using evolving trend and seasonals models: A Bayesian approach.
Journal of Econometrics | 2000-01-01 | Paper |
Classical and Bayesian aspects of robust unit root inference
Journal of Econometrics | 1995-12-07 | Paper |
A neural' network applied to tlie calculation of lyapunov exponents1
Econometric Reviews | 1995-10-25 | Paper |
Direct cointegration testing in error correction models
Journal of Econometrics | 1995-03-27 | Paper |
Bayes estimates of muIti-criteria decision alternatives using Monte Carlo integration
Statistica Neerlandica | 1994-01-19 | Paper |
SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration
Computer Science in Economics and Management | 1993-01-16 | Paper |
| scientific article; zbMATH DE number 15816 (Why is no real title available?) | 1992-06-25 | Paper |
A Bayesian analysis of the unit root in real exchange rates
Journal of Econometrics | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4056858 (Why is no real title available?) | 1986-01-01 | Paper |
Posterior moments computed by mixed integration
Journal of Econometrics | 1985-01-01 | Paper |
Further experience in Bayesian analysis using Monte Carlo integration
Journal of Econometrics | 1980-01-01 | Paper |
Inferential Procedures in Stable Distributions for Class Frequency Data on Incomes
Econometrica | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3709480 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3711246 (Why is no real title available?) | 1980-01-01 | Paper |
Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
Econometrica | 1978-01-01 | Paper |
Efficient estimation of income distribution parameters
Journal of Econometrics | 1978-01-01 | Paper |
