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Results 1-10 of 53.
Year of PublicationTitleAuthor(s)
2017Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced RankBasturk, Nalan; Hoogerheide, Lennart; 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.
2001On the Variation of Hedging Decisions in Daily Currency Risk ManagementBos, Charles S.; Mahieu, Ronald J.; van Dijk, Herman K.
2009To 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.
2011Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange IndexBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2011A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive SimulationHoogerheide, Lennart; Opschoor, Anne; van Dijk, Herman K.
2011Combining Predictive Densities using Bayesian Filtering with Applications to US Economics DataBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2009Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying WeightsHoogerheide, Lennart; Kleijn, Richard; Ravazzolo, Francesco; van Dijk, Herman K.; Verbeek, Marno
2008Possibly Ill-behaved Posteriors in Econometric ModelsHoogerheide, Lennart; van Dijk, Herman K.