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DateTitle Authors
2011 On identification of Bayesian DSGE modelsKoop, Gary / Pesaran, Mohammad Hashem / Smith, Ron P.
2010 Bayesian Estimation of the GARCH(1,1) Model with Student-t InnovationsArdia, David / Hoogerheide, Lennart F.
2008 Panel unit root tests in the presence of a multifactor error structurePesaran, Mohammad Hashem / Smith, L. Vanessa / Yamagata, Takashi
2011 Divergent Priors and well Behaved Bayes FactorsStrachan, Rodney W. / van Dijk, Herman K.
2011 Dynamic Correlation or Tail Dependence Hedging for Portfolio SelectionElkamhia, Redouane / Stefanova, Denitsa
2009 Panel cointegration testing in the presence of a time trendDroge, Bernd / Örsal, Deniz Dilan Karaman
2011 Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange IndexBillio, Monica / Casarin, Roberto / Ravazzolo, Francesco / van Dijk, Herman K.
2008 Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance SamplingHoogerheide, Lennart / van Dijk, Herman K.
2004 Efficient importance sampling maximum likelihood estimation of stochastic differential equationsPastorello, Sergio / Rossi, Eduardo
2005 How damaging is part-time employment to a woman's occupational prospects?Prowse, Victoria

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