Browsing All of EconStor by Author Hoogerheide, Lennart F.
Showing results 1 to 6 of 6
| Year of Publication | Title | Author(s) |
| 2008 | Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation | Ardia, David; Hoogerheide, Lennart F.; van Dijk, Herman K. |
| 2010 | Efficient Bayesian Estimation and Combination of GARCH-Type Models | Ardia, David; Hoogerheide, Lennart F. |
| 2010 | Are Education and Entrepreneurial Income Endogenous and Do Family Background Variables Make Sense as Instruments? A Bayesian Analysis | Block, Jörn H.; Hoogerheide, Lennart F.; Thurik, A. Roy |
| 2010 | Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations | Ardia, David; Hoogerheide, Lennart F. |
| 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. |
| 2014 | A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis | Ardia, David; Gatarek, Lukasz; Hoogerheide, Lennart F. |
