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Results 1-10 of 61.
Year of PublicationTitleAuthor(s)
2014Combined Density Nowcasting in an Uncertain Economic EnvironmentAastveit, Knut Are; Ravazzolo, Francesco; van Dijk, Herman K.
2017Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced RankBasturk, Nalan; Hoogerheide, Lennart; van Dijk, Herman K.
2019Partially Censored Posterior for Robust and Efficient Risk EvaluationBorowska, Agnieszka; Hoogerheide, Lennart; Koopman, Siem Jan; van Dijk, Herman K.
2019Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and FinanceCasarin, Roberto; Grassi, Stefano; Ravazzollo, Francesco; van Dijk, Herman K.
2016Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum StrategiesBasturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman K.
2014Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations DataBasturk, Nalan; Ceyhan, Pinar; van Dijk, Herman K.
2021Quantifying time-varying forecast uncertainty and risk for the real price of oilAastveit, Knut Are; Cross, Jamie; van Dijk, Herman K.
2021Bayes estimates of multimodal density features using DNA and Economic DataBasturk, Nalan; Hoogerheide, Lennart; van Dijk, Herman K.
2021A Bayesian Dynamic Compositional Model for Large Density Combinations in FinanceCasarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2016Parallelization Experience with Four Canonical Econometric Models using ParMitISEMBasturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman K.