Hermann K. Van Dijk

Available identifiers

zbMath Open van-dijk.herman-kMaRDI QIDQ1586559

List of research outcomes

Publication	Date of Publication	Type
Bayesian mode inference for discrete distributions in economics and finance	2024-03-19	Paper
Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil	2024-03-05	Paper
A flexible predictive density combination for large financial data sets in regular and crisis periods	2023-11-17	Paper
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo	2022-05-31	Paper
Partially censored posterior for robust and efficient risk evaluation	2020-06-18	Paper
EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING*	2019-02-07	Paper
Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank	2018-02-23	Paper
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation	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	2016-05-09	Paper
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data	2016-05-04	Paper
Time-varying combinations of predictive densities using nonlinear filtering	2014-06-06	Paper
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood	2012-12-30	Paper
Trends and cycles in economic time series: a Bayesian approach	2012-09-23	Paper
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights	2011-01-06	Paper
Bayesian near-boundary analysis in basic macroeconomic time-series models☆	2010-06-30	Paper
Computational techniques for applied econometric analysis of macroeconomic and financial processes	2009-05-29	Paper
Distribution and Mobility of Wealth of Nations	2009-01-07	Paper
'Rotterdam econometrics': an analysis of publications of the Econometric Institute 1956-2004	2007-03-20	Paper
Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods	2004-11-18	Paper
Oil price shocks and long run price and import demand behavior	2000-04-10	Paper
Testing for integration using evolving trend and seasonals models: A Bayesian approach.	2000-01-01	Paper
Classical and Bayesian aspects of robust unit root inference	1995-12-07	Paper
A neural' network applied to tlie calculation of lyapunov exponents1	1995-10-25	Paper
Direct cointegration testing in error correction models	1995-03-27	Paper
Bayes estimates of muIti-criteria decision alternatives using Monte Carlo integration	1994-01-19	Paper
SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration	1993-01-16	Paper
https://portal.mardi4nfdi.de/entity/Q3972465	1992-06-25	Paper
A Bayesian analysis of the unit root in real exchange rates	1991-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3792123	1986-01-01	Paper
Posterior moments computed by mixed integration	1985-01-01	Paper
Further experience in Bayesian analysis using Monte Carlo integration	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3900894	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3902381	1980-01-01	Paper
Inferential Procedures in Stable Distributions for Class Frequency Data on Incomes	1980-01-01	Paper
Efficient estimation of income distribution parameters	1978-01-01	Paper
Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo	1978-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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