E-LIB Suche - Ergebnisse für: Hoogerheide, Lennart

1

Bayesian mode inference for discrete distributions in econo..:

Cross, Jamie L. ; Hoogerheide, Lennart ; Labonne, Paul.
Economics Letters. 235 (2024) - p. 111579 , 2024

Link: https://doi.org/10.1016/..

2

Correction: Ardia, D., et al. Return and Risk of Pairs Trad..:

Ardia, David ; Gatarek, Lukasz T. ; Hoogerheide, Lennart.
Econometrics. 8 (2020) 1 - p. 4 , 2020

Link: https://doi.org/10.3390/..

3

Partially censored posterior for robust and efficient risk ..:

Borowska, Agnieszka ; Hoogerheide, Lennart ; Koopman, Siem Jan.
Journal of Econometrics. 217 (2020) 2 - p. 335-355 , 2020

Link: https://doi.org/10.1016/..

4

JOINT BAYESIAN ANALYSIS OF PARAMETERS AND STATES IN NONLINE..:

BARRA, ISTVÁN ; HOOGERHEIDE, LENNART ; KOOPMAN, SIEM JAN.
Journal of Applied Econometrics. 32 (2017) 5 - p. 1003-1026 , 2017

Link: https://www.jstor.org/st..

5

Joint Bayesian Analysis of Parameters and States in Nonline..:

Barra, István ; Hoogerheide, Lennart ; Koopman, Siem Jan.
Journal of Applied Econometrics. 32 (2016) 5 - p. 1003-1026 , 2016

Link: https://doi.org/10.1002/..

6

Return and Risk of Pairs Trading Using a Simulation-Based B..:

Ardia, David ; Gatarek, Lukasz ; Hoogerheide, Lennart.
Econometrics. 4 (2016) 1 - p. 14 , 2016

Link: https://doi.org/10.3390/..

7

Parallelization Experience with Four Canonical Econometric ..:

Baştürk, Nalan ; Grassi, Stefano ; Hoogerheide, Lennart.
Econometrics. 4 (2016) 1 - p. 11 , 2016

Link: https://doi.org/10.3390/..

8

Analysis of historical time series with messy features

, In: A history of market performance / ed. by R. J. Van der Spek, Bas van Leeuwen and Jan Luiten van Zanden

the case of commodity prices in Babylonia

Koopman, Siem Jan ; Hoogerheide, Lennart. (2015) - p. 45-67

Copies: BB WiWi: 11a vwl 161/766

9

Bayesian Analysis of Instrumental Variable Models: Acceptan..:

Zellner, Arnold ; Ando, Tomohiro ; Baştürk, Nalan..
Econometric Reviews. 33 (2013) 1-4 - p. 3-35 , 2013

Link: https://doi.org/10.1080/..

10

Comment:

Hoogerheide, Lennart ; Ravazzolo, Francesco ; van Dijk, Herman K.
Journal of Business & Economic Statistics. 30 (2012) 1 - p. 30-33 , 2012

Link: https://doi.org/10.1080/..

11

Family background variables as instruments for education in..:

Hoogerheide, Lennart ; Block, Joern H. ; Thurik, Roy
Economics of Education Review. 31 (2012) 5 - p. 515-523 , 2012

Link: https://doi.org/10.1016/..

12

A comparative study of Monte Carlo methods for efficient ev..:

Ardia, David ; Baştürk, Nalan ; Hoogerheide, Lennart.
Computational Statistics & Data Analysis. 56 (2012) 11 - p. 3398-3414 , 2012

Link: https://doi.org/10.1016/..

13

Forecast Rationality Tests Based on Multi-Horizon Bounds [w..:

Patton, Andrew J. ; Timmermann, Allan ; Croushore, Dean...
Journal of Business & Economic Statistics. 30 (2012) 1 - p. 1-40 , 2012

Link: https://www.jstor.org/st..

14

A class of adaptive importance sampling weighted EM algorit..:

Hoogerheide, Lennart ; Opschoor, Anne ; van Dijk, Herman K.
Journal of Econometrics. 171 (2012) 2 - p. 101-120 , 2012

Link: https://doi.org/10.1016/..

15

Are Education and Entrepreneurial Income Endogenous? A Baye..:

Block, Joern H. ; Hoogerheide, Lennart ; Thurik, Roy
Entrepreneurship Research Journal. 2 (2012) 3 - p. , 2012

Link: https://doi.org/10.1515/..