Dijk, Herman K. van
Herman van Dijk
Dijk, Herman K. van (Herman Koene)
van Dijk, Herman
Dijk, Herman Koene van
Herman van Dijk Nederlands universitair docent (1947-)
VIAF ID: 39513341 ( Personal )
Permalink: http://viaf.org/viaf/39513341
Preferred Forms
- 200 _ | ‡a Dijk ‡b Herman Koene van
- 100 1 _ ‡a Dijk, Herman K. van
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- 100 1 _ ‡a Dijk, Herman K. van
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- 100 1 _ ‡a Dijk, Herman K. van
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- 100 1 _ ‡a Dijk, Herman K. van
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- 100 0 _ ‡a Herman van Dijk
- 100 0 _ ‡a Herman van Dijk ‡c Nederlands universitair docent (1947-)
- 100 1 _ ‡a Van Dijk, Herman
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4xx's: Alternate Name Forms (30)
5xx's: Related Names (7)
- 510 2 _ ‡a Econometrisch Instituut
- 510 2 _ ‡a Econometrisch Instituut ‡g Rotterdam ‡4 affi ‡4 http://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Erasmus Universiteit Rotterdam
- 510 2 _ ‡a Erasmus Universiteit Rotterdam / Faculteit der Economische Wetenschappen / Econometrisch Instituut
- 510 2 _ ‡a Tinbergen Institute ‡4 affi ‡4 http://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Tinbergen Instituut
- 510 2 _ ‡a Vrije Universiteit Amsterdam ‡4 affi ‡4 http://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
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Adaptive mixture of student-t distributions as a flexible candidate distribution for efficient simulation : the R package AdMit | |
Adaptive polar sampling: a new MC technique for the analysis of ill-behaved surfaces | |
Adaptive polar sampling with an pplication to a Bayes measure of value-a-risk | |
An algorithm for the computation of posterior moments and densities using simple importance sampling | |
Bayes estimates of Markov trends in possibly cointegrated series : an application to US consumption and income | |
Bayes estimates of multi-criteria decision alternatives using Monte Carlo integration | |
Bay[e]sian analysis of stochastic trends in structural time series models | |
A Bayesian analysis of the PPP puzzle using an unobserved components model | |
Bayesian averaging over many dynamic model structures with evidence on the great ratios and liquidity trap risk | |
Bayesian estimates of equation system parameters : an unorthodox application of Monte Carlo | |
Bayesian forecasting of value at risk and expected shortfall using adaptive importance sampling | |
Bayesian simultaneous equations analysis using reduced rank structures | |
Classical and Bayesian aspects of robust unit root inference | |
Combined forecasts from linear and nonlinear time series models | |
Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration | |
Cyclical components in economic time series : a Bayesian approach | |
Daily exchange rate behaviour and hedging of currency risk | |
Direct cointegration testing in error correction models | |
Distribution and mobility of wealth of nations | |
Divergent priors and well behaved Bayes factors | |
Dynamiek in de econometrie | |
Econometric inference using simulation techniques | |
Econometric methods with applications in business and economics | |
Efficient computer generation of matric-variate t drawings with an application to Bay[e]sian estimation of simple market models | |
Empirical evidence on pareto-levy and log stable income distributions | |
Estimating pushing trends and pulling equilibria | |
Evidence on a real business cycle model with neutral and investment-specific technology shocks using Bayesian model averaging | |
Experiments with some alternatives for simple importance sampling in Monte Carlo integration | |
Functional approximations to posterior densities: a neural network approach to efficient sampling | |
Further results on efficient estimation of income distributions parameters | |
Inferential procedures in stable distributions for class frequency data on incomes | |
Kritisch en constructief | |
Liber amicorum voor prof. dr. T. Kloek | |
Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services | |
n95014520 | |
Neural network analysis of varying trends in real exchange rates | |
A neural network applied to the calculation of Lyapunov exponents 1 | |
Nonstationarity in GGARCH models : a Bayesian analysis | |
A note on simple algebraic relations between structural and reduced form parameters | |
Oil price shocks and long rung price and import demand behavior | |
On Bayesian routes to unit roots | |
On the practice of Bayesian inference in basic economic time series models using Gibbs sampling | |
On the shape of the likelihood/posterior in cointegration models | |
On the variation of hedging decisions in daily currency risk management | |
The Oxford handbook of Bayesian econometrics | |
Possibly ill-behaved posteriors in econometric models | |
Posterior analysis of econometric models using Monte Carlo integration | |
Posterior moments computed by mixed integration | |
Predictive moments of simultaneous econometric models : a bayesian approach | |
Robust optimization of the equity momentum strategy | |
A simple strategy to prune neural networks with an application to economic time series | |
Testing for integration using evolving trend and seasonals models : a Bayesian approach | |
To bridge, to warp or to wrap? | |
Users guide for the computer programs SISAM and MIXIN |