Browsing All of EconStor by Author Hoogerheide, Lennart

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Showing results 21 to 34 of 34
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Year of PublicationTitleAuthor(s)
2015 The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian InferenceBasturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; Opschoor, Anne; van Dijk, Herman K.
2016 Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum StrategiesBasturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman K.
2016 Parallelization experience with four canonical econometric models using ParMitISEMBaştürk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman K.
2016 Return and risk of pairs trading using a simulation-based Bayesian procedure for predicting stable ratios of stock pricesArdia, David; Gatarek, Lukasz T.; Hoogerheide, Lennart; van Dijk, Herman K.
2016 Parallelization Experience with Four Canonical Econometric Models using ParMitISEMBasturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman K.
2017 Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced RankBasturk, Nalan; Hoogerheide, Lennart; van Dijk, Herman K.
2017 The R Package Mitisem: Efficient and Robust Simulation Procedures for Bayesian InferenceBasturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; Opschoor, Anne; van Dijk, Herman K.
2017 Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced RankBasturk, Nalan; Hoogerheide, Lennart; van Dijk, Herman K.
2018 Forecast Density Combinations of Dynamic Models and Data Driven Portfolio StrategiesBasturk, Nalan; Borowska, Agnieszka; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman K.
2018 Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive DistributionsHoogerheide, Lennart; van Dijk, Herman
2018 Forecast Density Combinations of Dynamic Models and Data Driven Portfolio StrategiesBasturk, Nalan; Borowska, Agnieszka; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman
2019 Bayesian Risk Forecasting for Long HorizonsBorowska, Agnieszka; Hoogerheide, Lennart; Koopman, Siem Jan
2019 Partially Censored Posterior for Robust and Efficient Risk EvaluationBorowska, Agnieszka; Hoogerheide, Lennart; Koopman, Siem Jan; van Dijk, Herman K.
2021 Bayes estimates of multimodal density features using DNA and Economic DataBasturk, Nalan; Hoogerheide, Lennart; van Dijk, Herman K.