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

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Year of PublicationTitleAuthor(s)
1997 A Simple Strategy to prune Neural Networks with an Application to Economic Time SeriesKaashoek, Johan F.; van Dijk, Herman K.
1997 Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian ApproachKoop, Gary; van Dijk, Herman K.; Hoek, Henk
1998 Bayesian Simultaneous Equations Analysis using Reduced Rank StructuresKleibergen, Frank; van Dijk, Herman K.
1998 Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved SurfacesBauwens, Luc; Bos, Charles S.; van Dijk, Herman K.
1999 Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-RiskBauwens, Luc; Bos, Charles S.; van Dijk, Herman K.
1999 Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian ApproachKoop, Gary; van Dijk, Herman K.
1999 Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to US Consumption and IncomePaap, Richard; van Dijk, Herman K.
1999 Daily Exchange Rate Behaviour and Hedging of Currency RiskBos, Charles S.; Mahieu, Ronald J.; van Dijk, Herman K.
2000 Combined Forecasts from Linear and Nonlinear Time Series ModelsTerui, N.; van Dijk, Herman K.
2001 On the Variation of Hedging Decisions in Daily Currency Risk ManagementBos, Charles S.; Mahieu, Ronald J.; van Dijk, Herman K.
2001 A Bayesian Analysis of the PPP Puzzle using an Unobserved Components ModelKleijn, Richard; van Dijk, Herman K.
2001 Daily Exchange Rate Behaviour and Hedging of Currency RiskBos, Charles S.; Mahieu, Ronald J.; van Dijk, Herman K.
2006 On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Samplingde Pooter, Michiel D.; Segers, René; van Dijk, Herman K.
2008 Possibly Ill-behaved Posteriors in Econometric ModelsHoogerheide, Lennart; van Dijk, Herman K.
2008 Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient SimulationArdia, 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 RiskStrachan, Rodney W.; van Dijk, Herman K.
2008 Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance SamplingHoogerheide, Lennart; van Dijk, Herman K.
2009 To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal LikelihoodsArdia, David; Hoogerheide, Lennart; van Dijk, Herman K.
2009 Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying WeightsHoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco; van Dijk, Herman K.; Verbeek, Marno
2009 Robust Optimization of the Equity Momentum Strategyvan Oord, Arco; Martens, Martin; van Dijk, Herman K.