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

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Year of Publication	Title	Author(s)
1997	A Simple Strategy to prune Neural Networks with an Application to Economic Time Series	Kaashoek, Johan F.; van Dijk, Herman K.
1997	Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach	Koop, Gary; van Dijk, Herman K.; Hoek, Henk
1998	Bayesian Simultaneous Equations Analysis using Reduced Rank Structures	Kleibergen, Frank; van Dijk, Herman K.
1998	Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces	Bauwens, Luc; Bos, Charles S.; van Dijk, Herman K.
1999	Daily Exchange Rate Behaviour and Hedging of Currency Risk	Bos, Charles S.; Mahieu, Ronald J.; van Dijk, Herman K.
1999	Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach	Koop, Gary; van Dijk, Herman K.
1999	Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk	Bauwens, Luc; Bos, Charles S.; van Dijk, Herman K.
1999	Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to US Consumption and Income	Paap, Richard; van Dijk, Herman K.
2000	Combined Forecasts from Linear and Nonlinear Time Series Models	Terui, N.; van Dijk, Herman K.
2001	A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model	Kleijn, Richard; van Dijk, Herman K.
2001	On the Variation of Hedging Decisions in Daily Currency Risk Management	Bos, Charles S.; Mahieu, Ronald J.; van Dijk, Herman K.
2001	Daily Exchange Rate Behaviour and Hedging of Currency Risk	Bos, Charles S.; Mahieu, Ronald J.; van Dijk, Herman K.
2006	On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling	de Pooter, Michiel D.; Segers, René; van Dijk, Herman K.
2008	Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling	Hoogerheide, Lennart; van Dijk, Herman K.
2008	Possibly Ill-behaved Posteriors in Econometric Models	Hoogerheide, Lennart; van Dijk, Herman K.
2008	Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation	Ardia, David; Hoogerheide, Lennart F.; van Dijk, Herman K.
2008	Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk	Strachan, Rodney W.; van Dijk, Herman K.
2009	Forecast Accuracy and Economic Gains from Bayesian Model Averaging Using Time Varying Weight	Hoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco; van Dijk, Herman K.; Verbeek, Marno
2009	Robust Optimization of the Equity Momentum Strategy	van Oord, Arco; Martens, Martin; van Dijk, Herman K.
2009	Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights	Hoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco; van Dijk, Herman K.; Verbeek, Marno

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