Lennart F. Hoogerheide

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Comment Journal of Business and Economic Statistics	2025-01-20	Paper
Bayesian mode inference for discrete distributions in economics and finance Economics Letters	2024-03-19	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
Methods for computing numerical standard errors: review and application to value-at-risk estimation Journal of Time Series Econometrics	2018-09-04	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
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood Computational Statistics and Data Analysis	2012-12-30	Paper
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights Journal of Forecasting	2011-01-06	Paper

Research outcomes over time

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