E-LIB Suche - Ergebnisse für: Van Dijk, Herman K.

1

Challenges and Opportunities for Twenty First Century Bayes..:

van Dijk, Herman K.
Studies in Nonlinear Dynamics & Econometrics. 28 (2024) 2 - p. 155-176 , 2024

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

2

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/..

3

A flexible predictive density combination for large financi..:

Casarin, Roberto ; Grassi, Stefano ; Ravazzolo, Francesco.
Journal of Econometrics. 237 (2023) 2 - p. 105370 , 2023

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

4

Quantifying Time-Varying Forecast Uncertainty and Risk for ..:

Aastveit, Knut Are ; Cross, Jamie L. ; van Dijk, Herman K.
Journal of Business & Economic Statistics. 41 (2022) 2 - p. 523-537 , 2022

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

5

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/..

6

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/..

7

Editorial introduction on complexity and big data in econom..:

Kaufmann, Sylvia ; Frühwirth-Schnatter, Sylvia ; van Dijk, Herman K.
Journal of Econometrics. 210 (2019) 1 - p. 1-3 , 2019

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

8

Combined Density Nowcasting in an Uncertain Economic Enviro..:

Aastveit, Knut Are ; Ravazzolo, Francesco ; van Dijk, Herman K.
Journal of Business & Economic Statistics. 36 (2018) 1 - p. 131-145 , 2018

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

9

Combined Density Nowcasting in an Uncertain Economic Enviro..:

Aastveit, Knut Are ; Ravazzolo, Francesco ; van Dijk, Herman K.
Journal of Business & Economic Statistics. 36 (2017) 1 - p. 131-145 , 2017

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

10

Econometrics and Statistics:

Kontoghiorghes, Erricos ; Van Dijk, Herman K. ; Colubi, Ana
Econometrics and Statistics. 1 (2017) - p. 1 , 2017

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

11

CFEnetwork: The annals of computational and financial econo..:

Kontoghiorghes, Erricos J. ; Van Dijk, Herman K.
Computational Statistics & Data Analysis. 100 (2016) - p. 1-3 , 2016

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

12

Interconnections Between Eurozone and US Booms and Busts Us..:

Billio, Monica ; Casarin, Roberto ; Ravazzolo, Francesco.
Journal of Applied Econometrics. 31 (2016) 7 - p. 1352-1370 , 2016

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

13

Turning point detection with Bayesian panel Markov-switchin..

Statistical working papers : theme 2

Casarin, Roberto ; Dijk, Herman K. van ; Billio, Monica.. - 2016 edition . , 2016

Link: https://data.europa.eu/d..

14

L'essor de l'économétrie bayésienne après les monographies ..:

BaŞtürk, Nalan ; Çakmaklı, Cem ; Ceyhan, S. Pınar.
OEconomia. , 2014

Link: https://doi.org/10.4000/..

15

POSTERIOR‐PREDICTIVE EVIDENCE ON US INFLATION USING EXTENDE..:

Baştürk, Nalan ; Çakmakli, Cem ; Ceyhan, S. Pinar.
Journal of Applied Econometrics. 29 (2014) 7 - p. 1164-1182 , 2014

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