H. V. Dijk

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Bayesian estimates of equation system parameters, An application of integration by Monte Carlo

T. Kloek, H. V. Dijk, 1976 .

A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation

Lennart F. Hoogerheide, H. V. Dijk, A. Opschoor, 2012 .

Monte Carlo Analysis of Skew Posterior Distributions: an Illustrative Econometric Examplet

T. Kloek, H. V. Dijk, 1983 .

Neural network pruning applied to real exchange rate analysis

H. V. Dijk, J. Kaashoek, 2002 .

Econometric Methods with Applications in Business and Economics

T. Kloek, H. V. Dijk, P. Franses, 2004 .

"Rotterdam econometrics": publications of the econometric institute 1956-2005

H. V. Dijk, A. Wagelmans, J. Kaashoek, 2006 .

A Bayesian Analysis Of The Unit Root Hypothesis

H. V. Dijk, P. Schotman, 1989 .

Combined forecasts from linear and nonlinear time series models

H. V. Dijk, Nobuhiko Terui, 1999 .

Combining Predictive Densities Using Bayesian Filtering with Applications to US Economics Data

Herman K. van Dijk, Roberto Casarin, Francesco Ravazzolo, 2010, SSRN Electronic Journal.

Forecast Accuracy and Economic Gains from Bayesian Model Averaging Using Time Varying Weights

Marno Verbeek, Lennart F. Hoogerheide, Herman K. van Dijk, 2009 .

Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan

Herman K. van Dijk, Rodney W. Strachan, H. V. Dijk, 2007 .

Model uncertainty and Bayesian model averaging in vector autoregressive processes

Rodney W. Strachan, H. V. Dijk, 2006 .

On Bayesian routes to unit roots

Herman K. van Dijk, Peter C. Schotman, H. V. Dijk, 1991 .

SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration

Herman K. van Dijk, H. V. Dijk, J. Hop, 1992 .

Some remarks on the simulation revolution in bayesian econometric inference

H. V. Dijk, 1999 .

Ineligibles and eligible non-participants as a double comparison group in regression-discontinuity designs

Nicholas G. Polson, Rosa L. Matzkin, J. MacKinnon, 2018 .

Improper priors with well defined Bayes Factors

Rodney W. Strachan, H. V. Dijk, 2004 .

On the Shape of the Likelihood/Posterior in Cointegration Models

Herman K. van Dijk, Frank Kleibergen, H. V. Dijk, 1994, Econometric Theory.

Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models

Lennart F. Hoogerheide, H. V. Dijk, J. Kaashoek, 2004 .

Bayesian Model Selection with an Uninformative Prior

Herman K. van Dijk, Rodney W. Strachan, H. V. Dijk, 2003 .

EXPLORATION VERSUS EXPLOITATION TRADEOFF IN THE PARTIAL FEEDBACK PARADIGM IN DECISION MAKING FROM EXPERIENCE.

H. V. Dijk, 2015 .

BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES

Frank Kleibergen, H. K. van Dijk, H. V. Dijk, 1998, Econometric Theory.

On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14

H. V. Dijk, H. van Dijk, Pinar Ceyhan, 2014 .

Testing for integration using evolving trend and seasonal models: A Bayesian approach

Herman K. van Dijk, Gary Koop, H. V. Dijk, 1999 .

Bayesian Near-Boundary Analysis in Basic Macroeconomic Time-Series Models

H. V. Dijk, F. Ravazzolo, R. Segers, 2008 .

Gibbs sampling in econometric practice

H. V. Dijk, R. Segers, M. D. Pooter, 2006 .

Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods

Herman K. van Dijk, Charles S. Bos, Luc Bauwens, 2002 .

Weakly informative priors and well behaved Bayes factors

Rodney W. Strachan, H. V. Dijk, 2005 .

Bayes model averaging of cyclical decompositions in economic time series

H. K. van Dijk, H. V. Dijk, R. Kleijn, 2003 .

On the Variation of Hedging Decisions in Daily Currency Risk Management

Herman K. van Dijk, Charles S. Bos, Ronald Mahieu, 2000 .

Classical and Bayesian aspects of robust unit root inference

Herman K. van Dijk, Andre Lucas, Henk Hoek, 1995 .

Trends and cycles in economic time series: A Bayesian approach

Herman K. van Dijk, Andrew Harvey, Thomas M. Trimbur, 2005 .

Interconnections between Eurozone and US Booms and Busts Using a Bayesian Panel Markov-Switching VAR Mode

H. V. Dijk, Monica Billio, F. Ravazzolo, 2015 .

Combination schemes for turning point predictions Working Paper

H. V. Dijk, Monica Billio, F. Ravazzolo, 2012 .

Bayes estimates of muIti‐criteria decision alternatives using Monte Carlo integration

H. V. Dijk, C. Boender, 1993 .

Twentieth century shocks, trends and cycles in industrialized nations

H. V. Dijk, 2004 .

Neural network approximations to posterior densities: an analytical approach

Lennart F. Hoogerheide, H. V. Dijk, J. Kaashoek, 2003 .

Interconnections Between Eurozone and US Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model

H. V. Dijk, Monica Billio, F. Ravazzolo, 2016 .

Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo

Lennart F. Hoogerheide, H. V. Dijk, A. Zellner, 2011 .

The Fifth Special Issue on Computational Econometrics

George Kapetanios, Herman K. van Dijk, Erricos John Kontoghiorghes, 2010, Comput. Stat. Data Anal..

Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics

H. V. Dijk, D. Hendry, N. Haldrup, 2003 .

Posterior Analysis Of Klein'S Model

T. Kloek, H. V. Dijk, 1978 .

Time-Varying Combinations of Predictive Densities Using Nonlinear Filtering

Faculteit der Economische Wetenschappen en Bedrijfskunde, H. V. Dijk, Monica Billio, 2012 .

Adaptive consistent unit root tests based on autoregressive threshold model

Nicholas G. Polson, Rosa L. Matzkin, J. MacKinnon, 2019 .

A Bayesian analysis of the unit root in real exchange rates

H. V. Dijk, P. Schotman, 1991 .

Comment on Forecast Rationality Tests Based on Multi-Horizon Bounds

Lennart F. Hoogerheide, Francesco Ravazzolo, H. K. van Dijk, 2012 .

Shocks, trends and cycles in the twentieth century

Herman K. van Dijk, Coen N. Teulings, Jan Willem Gunning, 2003 .

Endogeneity, instruments and identification

H. V. Dijk, A. Chesher, G. Dhaene, 2007 .

Cyclical Components in Economic Time Series: a Bayesian Approach

A. Harvey, H. V. Dijk, T. Trimbur, 2004 .

CFEnetwork: The annals of computational and financial econometrics, 3rd issue

Robert Taylor, Jean-Marie Dufour, Helmut Lütkepohl, 2014, Computational Statistics & Data Analysis.

A reconsideration of the Angrist-Krueger analysis on returns to education

Lennart F. Hoogerheide, H. V. Dijk, 2006 .

Natural conjugate priors for the instrumental variables regression model applied to the Angrist–Krueger data

Lennart F. Hoogerheide, Herman K. van Dijk, Frank Kleibergen, 2006 .

Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration

Lennart F. Hoogerheide, H. V. Dijk, 2001 .

Efficient estimation of income distribution parameters

Herman K. van Dijk, Teun Kloek, T. Kloek, 1978 .

Bayesian Approaches to Cointegration

Herman K. van Dijk, Gary Koop, Mattias Villani, 2006 .

Bayesian approaches to cointegratrion

Herman K. van Dijk, Gary Koop, Mattias Villani, 2005 .

On Bayesian Structural Inference in a Simultaneous Equation Model

Herman K. van Dijk, H. V. Dijk, 2002 .

Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods

Arnold Zellner, Herman K. van Dijk, Luc Bauwens, 1988 .

Distribution and Mobility of Wealth of Nations

H. V. Dijk, Richard Paapaa, 1998 .

The Oxford Handbook of Bayesian Econometrics

Herman K. van Dijk, Gary Koop, John Geweke, 2011 .

Bayes estimates of multimodal density features using DNA and Economic Data

Lennart F. Hoogerheide, H. V. Dijk, N. Basturk, 2021 .

Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-Switching VAR Model

Roberto Casarin, Francesco Ravazzolo, Monica Billio, 2013 .

Neural networks as econometric tool

Johan F. Kaashoek, Herman K. van Dijk, H. V. Dijk, 2000 .

A Simple Strategy to Prune Neural Networks with an Application to Economic Time Series

Johan F. Kaashoek, Herman K. van Dijk, H. V. Dijk, 1998 .

A neural network applied to economic time series

H. V. Dijk, G. Draisma, J. Kaashoek, 1995 .

Further experience in Bayesian analysis using Monte Carlo integration

H. K. Van Dijk, Teun Kloek, T. Kloek, 1980 .

The Evolution of Forecast Density Combinations in Economics

Francesco Ravazzolo, Knut Are Aastveit, James Mitchell, 2018, Oxford Research Encyclopedia of Economics and Finance.

Time-Varying Combinations of Predictive Densities Using Nonlinear Filtering

Vu, Roberto Casarin, Francesco Ravazzolo, 2012 .

A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance

H. V. Dijk, S. Grassi, F. Ravazzolo, 2020, SSRN Electronic Journal.

Combination Schemes for Turning Point Predictions

Herman K. van Dijk, Roberto Casarin, Francesco Ravazzolo, 2011, The Quarterly Review of Economics and Finance.

Inferential Procedures in Stable Distributions for Class Frequency Data on Incomes

T. Kloek, H. V. Dijk, 1980 .

Efficient Computer Generation of Matric-Variate t Drawings with an Application to Bayesian Estimation of Simple Market Models

Herman K. van Dijk, Frank Kleibergen, H. V. Dijk, 1993 .

A Bayesian analysis of the PPP puzzle using an unobserved components model

H. V. Dijk, R. Kleijn, 2001 .

POSTERIOR ANALYSIS OF POSSIBLY INTEGRATED TIME SERIES WITH AN APPLICATION TO REAL GNP

H. V. Dijk, P. Schotman, 1993 .

Posterior moments computed by mixed integration

Herman K. van Dijk, Teun Kloek, T. Kloek, 1985 .

Comment on “ estimating systems of trending variables”: estimating pushing trends and pulling equilibria

H. V. Dijk, Marius Ooms, M. Ooms, 1994 .

Computational techniques for applied econometric analysis of macroeconomic and financial processes

Herman K. van Dijk, Richard Paap, Patrick J. F. Groenen, 2007, Comput. Stat. Data Anal..

Comment on G. E. Mizon, "Modelling Relative Price Variability and Aggregate Inflation in the United Kingdom"

H. V. Dijk, 1991 .

Direct cointegration testing in error correction models

Herman K. van Dijk, Frank Kleibergen, H. V. Dijk, 1994 .

Evidence on Features and Sources of EMU Business Cycles using Bayesian Panel Markov-switching VAR

H. V. Dijk, Monica Billio, F. Ravazzolo, 2012 .

Daily Exchange Rate Behaviour and Daily Exchange Rate Behaviour and Hedging of Currency Risk Hedging of Currency Risk

Charles S. Bos, H. V. Dijk, R. Mahieu, 2001 .

On the Variation of Hedging On the Variation of Hedging Decisions in Daily Currency Risk Decisions in Daily Currency Risk

Charles S. Bos, H. V. Dijk, R. Mahieu, 2001 .

Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA , UK and Japan . Econometric Institute Report EI 2007-11

Rodney W. Strachan, H. V. Dijk, 2007 .

Turning point detection with bayesian panel Markov-Switching VAR

H. V. Dijk, Monica Billio, R. Casarin, 2016 .

Tinbergen, Jan (1903-1994)

H. V. Dijk, P. Cornelisse, 2008 .

Learning to Average Predictively Over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive Distributions

Lennart F. Hoogerheide, Lennart F. Hoogerheide, H. K. van Dijk, 2018 .

Posterior-Predictive Evidence on US Inflation Using Extended New Keynesian Phillips Curve Models with Non-Filtered Data

Herman K. van Dijk, Nalan Basturk, Cem Cakmakli, 2013 .

Posterior-Predictive Evidence on US Inflation Using Phillips Curve Models with Non-Filtered Time Series

H. V. Dijk, H. van Dijk, Pinar Ceyhan, 2012 .

Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data

Nalan Basturk, H. K. van Dijk, Pinar Ceyhan, 2014 .

A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood

Lennart F. Hoogerheide, Herman K. van Dijk, David Ardia, 2012, Comput. Stat. Data Anal..

CHAPTER 5 Distribution and Mobility of Wealth of Nations

H. V. Dijk, R. Paap, 1998 .

BayesMultiMode: Bayesian Mode Inference in R

Lennart F. Hoogerheide, H. V. Dijk, P. Knijff, 2022 .

ON THE DYNAMICS OF BUSINESS CYCLE ANALYSIS: EDITORS' INTRODUCTION

H. V. Dijk, P. Franses, D. Dijk, 2005 .

On the Shape of Posterior Densities and Credible Sets in Instrumental Variable Regression Models with Reduced Rank: An Application of Flexible Sampling Methods Using Neural Networks

Lennart F. Hoogerheide, Johan F. Kaashoek, Herman K. van Dijk, 2005 .

Functional approximations to posterior densities: a neural network approach to efficient sampling

Lennart F. Hoogerheide, H. V. Dijk, J. Kaashoek, 2002 .

Possibly Ill-behaved Posteriors in Econometric Models: On the Connection between Model Structures, Non-elliptical Credible Sets and Neural Network Simulation Techniques

Lennart F. Hoogerheide, H. V. Dijk, 2008 .

Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk

Rodney W. Strachan, H. V. Dijk, H. van Dijk, 2008 .

Valuing structure, model uncertainty and model averaging in vector autoregressive processes

Herman K. van Dijk, Rodney W. Strachan, H. V. Dijk, 2004 .

Bayesian limited information analysis revisited

Herman K. van Dijk, Luc Bauwens, H. V. Dijk, 1990 .

‘Rotterdam econometrics’: an analysis of publications of the Econometric Institute 1956–2004

H. V. Dijk, J. Kaashoek, Albert Wagelmans, 2006 .

An algorithm for the computation of posterior moments and densities using simple importance sampling

Herman K. van Dijk, A. S. Louter, J. P. Hop, 1986 .

Bayes Estimates of Markov Trends in PossiblyCointegrated Series : An Application

H. V. Dijk, R. Paap, 2002 .

Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank

Lennart F. Hoogerheide, H. V. Dijk, H. van Dijk, 2017 .

Simulation Based Bayesian Econometric Inference: Principles and Some Recent Computational Advances

Lennart F. Hoogerheide, Lennart F. Hoogerheide, H. K. van Dijk, 2007 .

The Value of Structural Information in the VAR Model

Rodney W. Strachan, H. V. Dijk, 2003 .

Bayesian model selection for a sharp null and a diffuse alternative with econometric applications

Rodney W. Strachan, H. V. Dijk, 2003 .

A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters

H. V. Dijk, 1987 .

BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Unorthodox Application of Monte Carlo

H. K. van Dijk, Teun Kloek, T. Kloek, 1975 .

Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services

Herman K. van Dijk, Peter Kooiman, H. V. Dijk, 1985 .

Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks Using Bayesian Model Averaging

Rodney W. Strachan, H. V. Dijk, H. van Dijk, 2010 .

Censored Posterior and Predictive Likelihood in Bayesian Left-Tail Prediction for Accurate Value at Risk Estimation

Lennart F. Hoogerheide, Lennart F. Hoogerheide, H. K. van Dijk, 2013 .

Bayesian Forecasting of Value at Risk and Expected Shortfall Using Adaptive Importance Sampling

Lennart F. Hoogerheide, H. V. Dijk, H. van Dijk, 2008 .

Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-Switching VAR Model

Roberto Casarin, Francesco Ravazzolo, Monica Billio, 2013 .

Editorial introduction on complexity and big data in economics and finance: Recent developments from a Bayesian perspective

H. V. Dijk, S. Frühwirth-Schnatter, S. Kaufmann, 2019, Journal of Econometrics.

Econometric inference using simulation techniques

Herman K. van Dijk, Alain Monfort, Bryan W. Brown, 1995 .

Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox

H. V. Dijk, S. Grassi, F. Ravazzolo, 2013 .

Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging

Rodney W. Strachan, H. V. Dijk, 2010 .

Evidence on a DSGE Business Cycle Model Subject to Neutral and Investment-Specific Technology Shocks Using Bayesian Model Averaging

Rodney W. Strachan, H. V. Dijk, 2010 .

Forecast Density Combinations with Dynamic Learning for Large Data Sets in Economics and Finance

Roberto Casarin, Stefano Grassi, H. K. van Dijk, 2019, SSRN Electronic Journal.

Computational Complexity and Parallelization in Bayesian Econometric Analysis

Herman K. van Dijk, Nalan Basturk, Roberto Casarin, 2016 .

Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM

Lennart F. Hoogerheide, Nalan Basturk, Stefano Grassi, 2016 .

Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance

Roberto Casarin, Francesco Ravazzolo, Stefano Grassi, 2015 .

Network Rimini Centre for Economic Analysis

H. V. Dijk, F. Ravazzolo, R. Casarin, 2020 .