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Results 11-20 of 62.
Year of PublicationTitleAuthor(s)
2011Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics DataBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2013Censored Posterior and Predictive Likelihood in Bayesian Left-Tail Prediction for Accurate Value at Risk EstimationGatarek, Lukasz; Hoogerheide, Lennart; Hooning, Koen; van Dijk, Herman K.
2011Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte CarloZellner, Arnold; Ando, Tomohiro; Basturk, Nalan; Hoogerheide, Lennart; van Dijk, Herman K.
2012Evidence on Features of a DSGE Business Cycle Model from Bayesian Model AveragingStrachan, Rodney; van Dijk, Herman K.
1998Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved SurfacesBauwens, Luc; Bos, Charles S.; van Dijk, Herman K.
2022A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis PeriodsCasarin, Roberto; Grassi, Stefano; Ravazzolo, 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.
2019Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and FinanceCasarin, Roberto; Grassi, Stefano; Ravazzollo, Francesco; 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.
2013Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR ModelBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.