Browsing All of EconStor by Author van Dijk, Herman K.


Showing results 21 to 40 of 77
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Year of PublicationTitleAuthor(s)
2009To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal LikelihoodsArdia, David; Hoogerheide, Lennart; van Dijk, Herman K.
2010Combining Predictive Densities Using Bayesian Filtering with Applications to Us Economics DataBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2010Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model AveragingStrachan, Rodney W.; van Dijk, Herman K.
2010A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal LikelihoodsArdia, David; Basturk, Nalan; Hoogerheide, Lennart; van Dijk, Herman K.
2011A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive SimulationHoogerheide, Lennart; Opschoor, Anne; van Dijk, Herman K.
2011Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics DataBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2011Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte CarloZellner, Arnold; Ando, Tomohiro; Basturk, Nalan; Hoogerheide, Lennart; van Dijk, Herman K.
2011Divergent Priors and well Behaved Bayes FactorsStrachan, Rodney W.; van Dijk, Herman K.
2011Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange IndexBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2011Combination Schemes for Turning Point PredictionsBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2011Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. TimmermannHoogerheide, Lennart F.; Ravazzolo, Francesco; van Dijk, Herman K.
2011Combining Predictive Densities using Bayesian Filtering with Applications to US Economics DataBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2012Evidence on Features of a DSGE Business Cycle Model from Bayesian Model AveragingStrachan, Rodney; van Dijk, Herman K.
2012Bayesian analysis of instrumental variable models: The potential of direct Monte CarloZellner, Arnold; Ando, Tomohiro; Basturk, Nalan; Hoogerheide, Lennart; van Dijk, Herman K.
2012Combination Schemes for Turning Point PredictionsBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2012A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive SimulationHoogerheide, Lennart; Opschoor, Anne; van Dijk, Herman K.
2012Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte CarloZellner, Arnold (posthumously); Ando, Tomohiro; Basturk, Nalan; Hoogerheide, Lennart; van Dijk, Herman K.
2012The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust SimulationBasturk, Nalan; Hoogerheide, Lennart; Opschoor, Anne; van Dijk, Herman K.
2012Time-varying Combinations of Predictive Densities using Nonlinear FilteringBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2013Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab ToolboxCasarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.