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Browsing All of EconStor by Author van Dijk, Herman K.
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Showing results 21 to 40 of 78
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Year of Publication
Title
Author(s)
2009
To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods
Ardia, David
;
Hoogerheide, Lennart
;
van Dijk, Herman K.
2010
Combining Predictive Densities Using Bayesian Filtering with Applications to Us Economics Data
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
;
van Dijk, Herman K.
2010
Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
Strachan, Rodney W.
;
van Dijk, Herman K.
2010
A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods
Ardia, David
;
Basturk, Nalan
;
Hoogerheide, Lennart
;
van Dijk, Herman K.
2011
A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation
Hoogerheide, Lennart
;
Opschoor, Anne
;
van Dijk, Herman K.
2011
Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
;
van Dijk, Herman K.
2011
Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo
Zellner, Arnold
;
Ando, Tomohiro
;
Basturk, Nalan
;
Hoogerheide, Lennart
;
van Dijk, Herman K.
2011
Divergent Priors and well Behaved Bayes Factors
Strachan, Rodney W.
;
van Dijk, Herman K.
2011
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
;
van Dijk, Herman K.
2011
Combination Schemes for Turning Point Predictions
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
;
van Dijk, Herman K.
2011
Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann
Hoogerheide, Lennart F.
;
Ravazzolo, Francesco
;
van Dijk, Herman K.
2011
Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
;
van Dijk, Herman K.
2012
Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging
Strachan, Rodney
;
van Dijk, Herman K.
2012
Bayesian analysis of instrumental variable models: The potential of direct Monte Carlo
Zellner, Arnold
;
Ando, Tomohiro
;
Basturk, Nalan
;
Hoogerheide, Lennart
;
van Dijk, Herman K.
2012
Combination Schemes for Turning Point Predictions
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
;
van Dijk, Herman K.
2012
A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation
Hoogerheide, Lennart
;
Opschoor, Anne
;
van Dijk, Herman K.
2012
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo
Zellner, Arnold (posthumously)
;
Ando, Tomohiro
;
Basturk, Nalan
;
Hoogerheide, Lennart
;
van Dijk, Herman K.
2012
The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation
Basturk, Nalan
;
Hoogerheide, Lennart
;
Opschoor, Anne
;
van Dijk, Herman K.
2012
Time-varying Combinations of Predictive Densities using Nonlinear Filtering
Billio, Monica
;
Casarin, Roberto
;
Ravazzolo, Francesco
;
van Dijk, Herman K.
2013
Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
;
van Dijk, Herman K.