Lennart F. Hoogerheide

Available identifiers

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

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