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Results 1-10 of 33.
Year of PublicationTitleAuthor(s)
2015Dynamic Predictive Density Combinations for Large Data Sets in Economics and FinanceCasarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
2014On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14Basturk, Nalan; Cakmakli, Cem; Ceyhan, S. Pinar; 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.
2013Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab ToolboxCasarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K.
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.
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.