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Results 31-40 of 62.
Year of PublicationTitleAuthor(s)
1999Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to US Consumption and IncomePaap, Richard; van Dijk, Herman K.
2013Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with Non-filtered DataBasturk, Nalan; Cakmakli, Cem; Ceyhan, Pinar; van Dijk, Herman K.
2012A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive SimulationHoogerheide, Lennart; Opschoor, Anne; van Dijk, Herman K.
2001On the Variation of Hedging Decisions in Daily Currency Risk ManagementBos, Charles S.; Mahieu, Ronald J.; 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
2011Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange IndexBillio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K.
2016Parallelization Experience with Four Canonical Econometric Models using ParMitISEMBasturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; van Dijk, Herman K.
2021Bayes estimates of multimodal density features using DNA and Economic DataBasturk, Nalan; Hoogerheide, Lennart; 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.
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.