Herman K. van Dijk : Citation Profile


Are you Herman K. van Dijk?

Tinbergen Instituut (95% share)
Rimini Centre for Economic Analysis (RCEA) (05% share)

19

H index

32

i10 index

1373

Citations

RESEARCH PRODUCTION:

67

Articles

168

Papers

1

Books

EDITOR:

2

Books edited

1

Series edited

RESEARCH ACTIVITY:

   44 years (1975 - 2019). See details.
   Cites by year: 31
   Journals where Herman K. van Dijk has often published
   Relations with other researchers
   Recent citing documents: 90.    Total self citations: 120 (8.04 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva325
   Updated: 2020-10-24    RAS profile: 2019-10-12    
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Relations with other researchers


Works with:

Grassi, Stefano (13)

Baştürk, Nalan (12)

Ravazzolo, Francesco (9)

Casarin, Roberto (8)

Aastveit, Knut Are (2)

Billio, Monica (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Herman K. van Dijk.

Is cited by:

Koop, Gary (33)

Casarin, Roberto (30)

Ravazzolo, Francesco (29)

Ardia, David (26)

Kleibergen, Frank (24)

Phillips, Peter (22)

Bauwens, Luc (19)

Villani, Mattias (18)

McAleer, Michael (18)

Steel, Mark (17)

Marcellino, Massimiliano (16)

Cites to:

Geweke, John (64)

Ravazzolo, Francesco (61)

Kleibergen, Frank (48)

Kloek, Teun (46)

Geweke, John (41)

Sims, Christopher (35)

Casarin, Roberto (31)

Schorfheide, Frank (28)

Watson, Mark (28)

Stock, James (24)

Wouters, Raf (23)

Main data


Where Herman K. van Dijk has published?


Journals with more than one article published# docs
Journal of Econometrics21
Journal of Applied Econometrics6
Computational Statistics & Data Analysis4
Econometrics3
Econometric Theory3
Econometric Reviews3
Journal of Statistical Software3
Oxford Bulletin of Economics and Statistics2
Journal of Applied Econometrics2
Journal of Forecasting2
International Journal of Forecasting2
Statistica Neerlandica2
Journal of Business & Economic Statistics2
Econometrica2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute56
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute48
Econometric Institute Archives / Erasmus University Rotterdam16
Working Papers / Department of Economics, University of Venice "Ca' Foscari"4
Computing in Economics and Finance 2002 / Society for Computational Economics2
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL2
DQE Working Papers / Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland2

Recent works citing Herman K. van Dijk (2020 and 2019)


YearTitle of citing document
2020Measurement Error in a First-order Autoregression. (2020). Franses, Philip Hans. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:1-14.

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2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Corradin, Fausto ; Casarin, Roberto ; Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103.

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2020Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719.

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2020Measurement Error in a First-order Autoregression. (2020). Franses, Philip Hans. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:1-14.

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2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:66-103.

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2019Stochastic model specification in Markov switching vector error correction models. (2019). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O. In: Papers. RePEc:arx:papers:1807.00529.

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2020Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

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2019Mean-shift least squares model averaging. (2019). Takanashi, Kosaku ; McAlinn, Kenichiro. In: Papers. RePEc:arx:papers:1912.01194.

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2019Triple the gamma -- A unifying shrinkage prior for variance and variable selection in sparse state space and TVP models. (2019). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia ; Cadonna, Annalisa. In: Papers. RePEc:arx:papers:1912.03100.

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2020Computation of Expected Shortfall by fast detection of worst scenarios. (2020). Virrion, Benjamin ; Reghai, Adil ; Bouchard, Bruno. In: Papers. RePEc:arx:papers:2005.12593.

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2020A Model of the Feds View on Inflation. (2020). Pellegrino, Filippo ; Hasenzagl, Thomas ; Ricco, Giovanni ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2006.14110.

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2019Identifying and Estimating the Effects of Unconventional Monetary Policy in the Data: How to Do It and What Have We Learned?. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1081.

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2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

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2019Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting. (2019). Aastveit, Knut Are ; West, Mike ; Nakajima, Jouchi ; McAlinn, Kenichiro. In: Working Papers. RePEc:bny:wpaper:0073.

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2019Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach. (2019). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide. In: Working Papers. RePEc:bny:wpaper:0083.

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2019Density Forecasting. (2019). Ravazzolo, Francesco ; Casarin, Roberto ; Bassetti, Federico. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps59.

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2020Estimation of the Financial Cycle with a Rank-Reduced Multivariate State-Space Model. (2020). Luginbuhl, Rob. In: CPB Discussion Paper. RePEc:cpb:discus:409.rdf.

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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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2019An Improved Bayesian Unit Root Test in Stochastic Volatility Models. (2019). Yu, Jun ; JunYu, ; Li, Yong. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:1:liyu.

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2019Detecting turning points in global economic activity. (2019). Seitz, Franz ; Salvador, Ramon Gomez ; Baumann, Ursel. In: Working Paper Series. RePEc:ecb:ecbwps:20192310.

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2020Density forecast combinations: the real-time dimension. (2020). Warne, Anders ; McAdam, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202378.

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2020Crude Oil Price and Exchange Rate: An Analysis of the Asymmetric Effect and Volatility Using the Non Linear Autoregressive Distributed Lag and General Autoregressive Conditional Heterochedasticity in . (2020). Arsad, La Ode ; Adam, Pasrun ; Rosnawintang, Rosnawintang ; Saranani, Fajar ; Aedy, Hasan ; Saidi, La Ode. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-15.

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2020The Relationship between Electricity Consumption and Economic Growth: Evidence from Azerbaijan. (2020). Hajiyev, Natig Gadim-Ogli ; Seyfullayev, Lgar Zulfigar ; Ahmadov, Fariz Saleh ; Humbatova, Sugra Ingilab. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-55.

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2019The combination of interval forecasts in tourism. (2019). Liu, Anyu ; Zhou, Menglin ; Wu, Doris Chenguang. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:363-378.

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2019Does a financial accelerator improve forecasts during financial crises? Evidence from Japan with prediction-pooling methods. (2019). Iiboshi, Hirokuni ; Nakamura, Daisuke ; Matsumae, Tatsuyoshi ; Hasumi, Ryo. In: Journal of Asian Economics. RePEc:eee:asieco:v:60:y:2019:i:c:p:45-68.

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2020Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method. (2020). Spezia, Luigi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:143:y:2020:i:c:s0167947319301951.

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2020Sequential Bayesian inference for vector autoregressions with stochastic volatility. (2020). Zito, John ; Bognanni, Mark. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s016518892030021x.

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2019The January effect in the foreign exchange market: Evidence for seasonal equity carry trades. (2019). Salimi Namin, Fatemeh ; girardin, eric. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:422-439.

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2020Modelling income distribution using the log Student’s t distribution: New evidence for European Union countries. (2020). Prieto-Alaiz, Mercedes ; Garcia-Perez, Carmelo ; Callealta, Francisco Javier. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:512-522.

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2019Alternative tests for correct specification of conditional predictive densities. (2019). Sekhposyan, Tatevik ; Rossi, Barbara. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:638-657.

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2019Bayesian compressed vector autoregressions. (2019). Pettenuzzo, Davide ; Korobilis, Dimitris ; Koop, Gary. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:135-154.

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2019Dynamic Bayesian predictive synthesis in time series forecasting. (2019). West, Mike ; McAlinn, Kenichiro. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:155-169.

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2019Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors. (2019). Jensen, Mark ; Fisher, Mark. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:187-202.

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2019Sequentially adaptive Bayesian learning algorithms for inference and optimization. (2019). Durham, Garland ; Geweke, John. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:4-25.

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2019Importance sampling from posterior distributions using copula-like approximations. (2019). Tsionas, Mike ; Dellaportas, Petros. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:45-57.

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2019Sparse Bayesian time-varying covariance estimation in many dimensions. (2019). Kastner, Gregor. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:98-115.

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2019Large-scale portfolio allocation under transaction costs and model uncertainty. (2019). Hautsch, Nikolaus ; Voigt, Stefan. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:221-240.

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2020Partially censored posterior for robust and efficient risk evaluation. (2020). van Dijk, Herman K ; Koopman, Siem Jan ; Hoogerheide, Lennart ; Borowska, Agnieszka. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:335-355.

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2019A Bayesian analysis of linear regression models with highly collinear regressors. (2019). Smith, Ronald ; Pesaran, M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:1-21.

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2019Socioeconomic differences in the associations between diabetes and hospital admission and mortality among older adults in Europe. (2019). Cantarero, David ; Cantarero-Prieto, David ; Rodriguez-Sanchez, Beatriz. In: Economics & Human Biology. RePEc:eee:ehbiol:v:33:y:2019:i:c:p:89-100.

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2019Multi-objective optimization using statistical models. (2019). Tsionas, Mike. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:1:p:364-378.

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2020Management estimation in banking. (2020). Delis, Manthos ; Tsionas, Mike ; Iosifidi, Maria. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:1:p:355-372.

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2020A new hybrid model for forecasting Brent crude oil price. (2020). Ebrahimi, Seyed Babak ; Abdollahi, Hooman. In: Energy. RePEc:eee:energy:v:200:y:2020:i:c:s0360544220306277.

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2020Profitability of momentum strategies in Latin America. (2020). Lizarzaburu, Edmundo ; Cardona, Emilio ; Berggrun, Luis. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301460.

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2019Threshold cointegration in international exchange rates:A Bayesian approach. (2019). Zoerner, Thomas ; Huber, Florian ; Zorner, Thomas O. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:458-473.

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2019Financial nowcasts and their usefulness in macroeconomic forecasting. (2019). Zaman, Saeed ; Knotek, Edward S. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1708-1724.

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2019Residential investment and recession predictability. (2019). Herstad, Eyo I ; Anundsen, Andre K ; Aastveit, Knut Are. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1790-1799.

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2019Inflation dynamics and adaptive expectations in an estimated DSGE model. (2019). Lansing, Kevin ; Iskrev, Nikolay ; Gelain, Paolo ; Mendicino, Caterina. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:59:y:2019:i:c:p:258-277.

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2020Newspapers Content Policy and the Effect of Paywalls on Pageviews. (2020). Song, Reo ; Kim, Youngsoo. In: Journal of Interactive Marketing. RePEc:eee:joinma:v:49:y:2020:i:c:p:54-69.

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2019Econometric model of non-performing loans determinants. (2019). Pavlovic, Dejana ; Sekulic, Dejan ; Cvijanovi, Drago ; Radivojevi, Nikola ; Maksimovi, Goran ; Jovic, Srdjan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:481-488.

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2019Demand stimulation in finished-goods inventory management: Empirical evidence from General Motors dealerships. (2019). Zhao, Yabing ; Chuang, Chia-Hung. In: International Journal of Production Economics. RePEc:eee:proeco:v:208:y:2019:i:c:p:208-220.

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2019Choosing expected shortfall over VaR in Basel III using stochastic dominance. (2019). McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Perez-Amaral, Teodosio ; Maasoumi, Esfandiar . In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:95-113.

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2019The role of prices and network effects in the growth of the iPhone platform. (2019). Saenz, Diana ; Muhamedagi, Mensur ; Garcia-Swartz, Daniel D. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:147:y:2019:i:c:p:110-122.

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2019An automated prior robustness analysis in Bayesian model comparison. (2019). Chan, Joshua ; Zhu, Dan ; Jacobi, Liana. In: CAMA Working Papers. RePEc:een:camaaa:2019-45.

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2019Penalized Estimation of Panel Vector Autoregressive Models. (2019). Schnucker, A M. In: Econometric Institute Research Papers. RePEc:ems:eureir:122072.

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2019Estimating the Output, Inflation and Unemployment Gaps in Ireland using Bayesian Model Averaging. (2019). Ogrady, Michael. In: The Economic and Social Review. RePEc:eso:journl:v:50:y:2019:i:1:p:35-76.

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2019Business Cycles Across Space and Time. (2019). Soques, Daniel ; Owyang, Michael ; Francis, Neville. In: Working Papers. RePEc:fip:fedlwp:2019-010.

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2019Structural Panel Bayesian VAR Model to Deal with Model Misspecification and Unobserved Heterogeneity Problems. (2019). Pacifico, Antonio. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:1:p:8-:d:212762.

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2019Interval-Based Hypothesis Testing and Its Applications to Economics and Finance. (2019). Robinson, Andrew P ; Kim, Jae H. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:2:p:21-:d:231401.

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2019A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments. (2019). Lahiri, Kajal ; Gao, Chuanming . In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:3:p:33-:d:252767.

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2019Compulsory Schooling and Returns to Education: A Re-Examination. (2019). van Huellen, Sophie ; Qin, Duo. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:3:p:36-:d:263407.

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2019Oil Factor in Economic Development. (2019). Hajiyev, Natig Qadim-Oglu ; Humbatova, Sugra Ingilab. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:8:p:1573-:d:225910.

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2019Testing Market Efficiency with Nonlinear Methods: Evidence from Borsa Istanbul. (2019). Aliyev, Fuzuli. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:2:p:27-:d:237146.

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2020Parsimonious Heterogeneous ARCH Models for High Frequency Modeling. (2020). Morettin, Pedro Alberto ; Ruilova, Juan Carlos. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:38-:d:322796.

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2019The January effect in the foreign exchange market: Evidence for seasonal equity carry trades. (2019). girardin, eric ; Namin, Fatemeh Salimi. In: Post-Print. RePEc:hal:journl:hal-02314156.

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2020Computation of Expected Shortfall by fast detection of worst scenarios. (2020). Virrion, Benjamin ; Reghai, Adil ; Bouchard, Bruno. In: Working Papers. RePEc:hal:wpaper:hal-02619589.

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2019IMPROVING ANALYST TARGET PRICE PERFORMANCE THROUGH ENHANCED VALUATION TECHNIQUES. (2019). Li, Yanfu . In: Global Journal of Business Research. RePEc:ibf:gjbres:v:13:y:2019:i:2:p:1-12.

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2020A Changing Weights Spatial Forecast Combination Approach with an Application to Housing Price Prediction. (2020). Zheng, Nana ; Du, Chenping ; Wei, Chuanhua. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:12:y:2020:i:4:p:11.

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2020Parametric Representation of the Top of Income Distributions: Options, Historical Evidence and Model Selection. (2020). Hlasny, Vladimir. In: Working Papers. RePEc:inq:inqwps:ecineq2020-547.

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2019Finite Gaussian Mixture Approximations to Analytically Intractable Density Kernels. (2019). Richard, Jean-Francois ; Khorunzhina, Natalia. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:3:d:10.1007_s10614-017-9777-2.

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2019Bayesian Estimation of Beta-type Distribution Parameters Based on Grouped Data. (2019). Nishino, Haruhisa ; Kakamu, Kazuhiko. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9843-4.

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2020Computing Bayes: Bayesian Computation from 1763 to the 21st Century. (2020). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-14.

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2019Asset allocation with multiple analysts’ views: a robust approach. (2019). Li, Baibing ; Tee, Kai-Hong ; Lu, I-Chen. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:3:d:10.1057_s41260-019-00115-7.

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2019The impact of vector migration on the effectiveness of strategies to control gambiense human African trypanosomiasis. (2019). Galvani, Alison P ; Aksoy, Serap ; Atkins, Katherine E ; Pandey, Abhishek ; Ndeffo-Mbah, Martial L. In: PLOS Neglected Tropical Diseases. RePEc:plo:pntd00:0007903.

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2019Panel Modeling of Z-score: Evidence from Islamic and Conventional Saudi Banks. (2019). Ghassan, Hassan ; Guendouz, Abdelkarim . In: MPRA Paper. RePEc:pra:mprapa:95239.

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2019Panel Modeling of Z-score: Evidence from Islamic and Conventional Saudi Banks. (2019). Ghassan, Hassan ; Guendouz, Abdelkarim. In: MPRA Paper. RePEc:pra:mprapa:95900.

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2019Costs of people with diabetes in relation to average glucose control: an empirical approach controlling for year of onset cohorts. (2019). Feenstra, Talitha L ; Rodriguez-Sanchez, Beatriz ; Henk, . In: The European Journal of Health Economics. RePEc:spr:eujhec:v:20:y:2019:i:7:d:10.1007_s10198-019-01072-z.

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2020Scaling and discontinuities in the global economy. (2020). Angeler, David G ; Allen, Craig R ; Sundstrom, Shana M. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:30:y:2020:i:2:d:10.1007_s00191-019-00650-x.

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2019Higher Moment Constraints for Predictive Density Combinations. (2019). Vasnev, Andrey ; Pauwels, Laurent ; Radchenko, Peter. In: Working Papers. RePEc:syb:wpbsba:2123/20175.

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2020Higher Moment Constraints for Predictive Density Combinations. (2020). Vasnev, Andrey ; Radchenko, Peter ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:2123/22140.

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2019Forecasting energy commodity prices: a large global dataset sparse approach. (2019). Vespignani, Joaquin ; Ravazzolo, Francesco ; Ferrari, Davide. In: Working Papers. RePEc:tas:wpaper:32152.

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2020Parametric Representation of the Top of Income Distributions: Options, Historical Evidence and Model Selection. (2020). Hlasny, Vladimir. In: Commitment to Equity (CEQ) Working Paper Series. RePEc:tul:ceqwps:90.

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2019Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1711.

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2019The Multivariate Simultaneous Unobserved Compenents Model and Identification via Heteroskedasticity. (2019). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Munoz, Ivan. In: Working Paper Series, Department of Economics, University of Utah. RePEc:uta:papers:2019_06.

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2019The multivariate simultaneous unobserved components model and identification via heteroskedasticity. (2019). Mendieta-Muñoz, Ivan ; Li, Mengheng ; Mendieta-Munoz, Ivan. In: Working Paper Series. RePEc:uts:ecowps:2019/08.

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2019Volatility filtering in estimation of kurtosis (and variance). (2019). Anatolyev, Stanislav. In: Dependence Modeling. RePEc:vrs:demode:v:7:y:2019:i:1:p:1-23:n:1.

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2019The effect of bariatric surgery on health care costs: A synthetic control approach using Bayesian structural time series. (2019). Holle, Rolf ; Schwarzkopf, Larissa ; Laxy, Michael ; Teuner, Christina ; Rehm, Martin ; Kurz, Christoph F. In: Health Economics. RePEc:wly:hlthec:v:28:y:2019:i:11:p:1293-1307.

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2020Entry and price competition in the over‐the‐counter drug market after deregulation: Evidence from Portugal. (2020). Moura, Ana ; Barros, Pedro Pita ; PitaBarros, Pedro . In: Health Economics. RePEc:wly:hlthec:v:29:y:2020:i:8:p:865-877.

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2020Recession probabilities falling from the STARs. (2020). Noller, Marvin ; Eraslan, Sercan. In: Discussion Papers. RePEc:zbw:bubdps:082020.

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2013Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox In: CREATES Research Papers.
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2015Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox.(2015) In: Journal of Statistical Software.
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2015Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox.(2015) In: Tinbergen Institute Discussion Papers.
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2013Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox.(2013) In: Working Papers.
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2010Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging. In: ANU Working Papers in Economics and Econometrics.
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2010Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging.(2010) In: Tinbergen Institute Discussion Papers.
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1975BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Unorthodox Application of Monte Carlo In: Econometric Institute Archives.
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1976PREDICTIVE MOMENTS OF SIMULTANEOUS ECONOMETRIC MODELS A Bayesian Approach In: Econometric Institute Archives.
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1976BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Application of Integration by Monte Carlo In: Econometric Institute Archives.
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paper137
1978Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo..(1978) In: Econometrica.
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1978POSTERIOR ANALYSIS OF KLEINS MODEL In: Econometric Institute Archives.
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1980FURTHER EXPERIENCE IN BAYESIAN ANALYSIS USING MONTE CARLO INTEGRATION In: Econometric Institute Archives.
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1980Further experience in Bayesian analysis using Monte Carlo integration.(1980) In: Journal of Econometrics.
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1982MONTE CARLO ANALYSIS OF SKEW POSTERIOR DISTRIBUTIONS: AN ILLUSTRATIVE ECONOMETRIC EXAMPLE In: Econometric Institute Archives.
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1982POSTERIOR MOMENTS OF THE KLEIN-GOLDBERGER MODEL In: Econometric Institute Archives.
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1983POSTERIOR MOMENTS COMPUTED BY MIXED INTEGRATION In: Econometric Institute Archives.
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1985POSTERIOR MOMENTS COMPUTED BY MIXED INTEGRATION.(1985) In: Econometric Institute Archives.
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1985Posterior moments computed by mixed integration.(1985) In: Journal of Econometrics.
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1983EXPERIMENTS WITH SOME ALTERNATIVES FOR SIMPLE IMPORTANCE SAMPLING IN MONTE CARLO INTEGRATION In: Econometric Institute Archives.
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1985LIKELIHOOD DIAGNOSTICS AND BAYESIAN ANALYSIS OF A MICRO-ECONOMIC DISEQUILIBRIUM MODEL FOR RETAIL SERVICES In: Econometric Institute Archives.
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1985Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services.(1985) In: Journal of Econometrics.
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1986AN ALGORITHM FOR THE COMPUTATION OF POSTERIOR MOMENTS AND DENSITIES USING SIMPLE IMPORTANCE SAMPLING In: Econometric Institute Archives.
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1987SOME ADVANCES IN BAYESIAN ESTIMATION METHODS USING MONTE CARLO INTEGRATION In: Econometric Institute Archives.
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1987Some advances in Bayesian estimations methods using Monte Carlo Integration.(1987) In: CORE Discussion Papers RP.
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1989A BAYESIAN ANALYSIS OF THE UNIT ROOT HYPOTHESIS In: Econometric Institute Archives.
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1989A BAYESIAN ANALYSIS OF THE UNIT ROOT IN REAL EXCHANGE RATES In: Econometric Institute Archives.
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1991A Bayesian analysis of the unit root in real exchange rates.(1991) In: Journal of Econometrics.
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1990POSTERIOR ANALYSIS OF POSSIBLY INTEGRATED TIME SERIES WITH AN APPLICATION TO REAL GNP In: Econometric Institute Archives.
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2003Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income. In: Journal of Business & Economic Statistics.
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2002Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income.(2002) In: Econometric Institute Research Papers.
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1999Bayes Estimates of Markov Trends in possibly Cointegrated Series: An Application to US Consumption and Income.(1999) In: Tinbergen Institute Discussion Papers.
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2003Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics In: Oxford Bulletin of Economics and Statistics.
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2003Bayesian Model Selection with an Uninformative Prior* In: Oxford Bulletin of Economics and Statistics.
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1993Bayes estimates of muIti‐criteria decision alternatives using Monte Carlo integration In: Statistica Neerlandica.
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2006‘Rotterdam econometrics’: an analysis of publications of the Econometric Institute 1956–2004 In: Statistica Neerlandica.
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2006Rotterdam Econometrics: an analysis of publications of the econometric institute 1956-2004.(2006) In: Econometric Institute Research Papers.
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2009Forecast accuracy and economic gains from Bayesian model averaging using time varying weight In: Working Paper.
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2010Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights.(2010) In: Journal of Forecasting.
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2009Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights.(2009) In: Tinbergen Institute Discussion Papers.
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2010Combining predictive densities using Bayesian filtering with applications to US economics data In: Working Paper.
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2011Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data.(2011) In: Tinbergen Institute Discussion Papers.
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2012Combining predictive densities using Bayesian filtering with applications to US economic data.(2012) In: Working Papers.
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2012Combination schemes for turning point predictions In: Working Paper.
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2012Combination schemes for turning point predictions.(2012) In: The Quarterly Review of Economics and Finance.
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2011Combination Schemes for Turning Point Predictions.(2011) In: Tinbergen Institute Discussion Papers.
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2012Combination schemes for turning point predictions.(2012) In: Working Papers.
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2013Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model In: Working Paper.
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2014Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model.(2014) In: Working Papers.
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2014Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model.(2014) In: Tinbergen Institute Discussion Papers.
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2014Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model.(2014) In: Working Papers.
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2014Combined Density Nowcasting in an uncertain economic environment In: Working Paper.
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2018Combined Density Nowcasting in an Uncertain Economic Environment.(2018) In: Journal of Business & Economic Statistics.
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2014Combined Density Nowcasting in an Uncertain Economic Environment.(2014) In: Tinbergen Institute Discussion Papers.
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2015Dynamic predictive density combinations for large data sets in economics and finance In: Working Paper.
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2017Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance.(2017) In: Tinbergen Institute Discussion Papers.
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2017The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference In: Working Paper.
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2017The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference.(2017) In: Journal of Statistical Software.
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2017The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference.(2017) In: Tinbergen Institute Discussion Papers.
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2017Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank In: Working Paper.
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2017Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank.(2017) In: Tinbergen Institute Discussion Papers.
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2018Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies In: Working Paper.
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2019Forecast density combinations of dynamic models and data driven portfolio strategies.(2019) In: Journal of Econometrics.
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2018Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies.(2018) In: Tinbergen Institute Discussion Papers.
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2003Cyclical Components in Economic Time Series: a Bayesian Approach In: Cambridge Working Papers in Economics.
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2004Cyclical components in economic time series: A Bayesian approach.(2004) In: Econometric Society 2004 Australasian Meetings.
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1986A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters In: CORE Discussion Papers.
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1987A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters.(1987) In: CORE Discussion Papers RP.
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1987Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods. In: CORE Discussion Papers.
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1988Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods.(1988) In: CORE Discussion Papers RP.
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1988Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods.(1988) In: Journal of Econometrics.
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1988BAYESIAN SPECIFICATION ANALYSIS AND ESTIMATION OF SIMULTANEOUS EQUATION MODELS USING MONTE CARLO METHODS.(1988) In: Southern California - Department of Economics.
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1999Adaptive polar sampling with an application to a Bayes measure of value-at-risk In: CORE Discussion Papers.
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1999Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk.(1999) In: Econometric Institute Research Papers.
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2000ADAPTIVE POLAR SAMPLING WITH AN APPLICATION TO A BAYES MEASURE OF VALUE-AT-RISK.(2000) In: Computing in Economics and Finance 2000.
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1999Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk.(1999) In: Tinbergen Institute Discussion Papers.
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2005On 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 In: CORE Discussion Papers.
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2007On 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.(2007) In: CORE Discussion Papers RP.
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2007On 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.(2007) In: Journal of Econometrics.
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2005On 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.(2005) In: Econometric Institute Research Papers.
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2007Simulation based Bayesian econometric inference: principles and some recent computational advances In: CORE Discussion Papers.
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2007Simulation based bayesian econometric inference: principles and some recent computational advances..(2007) In: Econometric Institute Research Papers.
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1996Editors introduction. First Riverboat conference on Bayesian econometrics and statistics In: CORE Discussion Papers RP.
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2004Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods In: CORE Discussion Papers RP.
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2004Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods.(2004) In: Journal of Econometrics.
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2003Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods.(2003) In: Econometric Institute Research Papers.
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1994Bayes Methods and Unit Roots In: Econometric Theory.
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1994On the Shape of the Likelihood/Posterior in Cointegration Models In: Econometric Theory.
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article50
1998BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES In: Econometric Theory.
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1997Bayesian Simultaneous Equations Analysis using Reduced Rank Structures.(1997) In: Econometric Institute Research Papers.
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1998Bayesian Simultaneous Equations Analysis using Reduced Rank Structures.(1998) In: Tinbergen Institute Discussion Papers.
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1980Inferential Procedures in Stable Distributions for Class Frequency Data on Incomes. In: Econometrica.
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2004The Value of Structural Information in the VAR Model In: Econometric Society 2004 North American Summer Meetings.
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2003The value of structural information in the VAR model.(2003) In: Econometric Institute Research Papers.
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2000Daily Exchange Rate Behaviour and Hedging of Currency Risk In: Econometric Society World Congress 2000 Contributed Papers.
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1999Daily exchange rate behaviour and hedging of currency risk.(1999) In: Econometric Institute Research Papers.
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2000Daily exchange rate behaviour and hedging of currency risk.(2000) In: Econometric Institute Research Papers.
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2000Daily exchange rate behaviour and hedging of currency risk.(2000) In: Journal of Applied Econometrics.
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1999Daily Exchange Rate Behaviour and Hedging of Currency Risk.(1999) In: Tinbergen Institute Discussion Papers.
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2001Daily Exchange Rate Behaviour and Hedging of Currency Risk.(2001) In: Tinbergen Institute Discussion Papers.
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2007Computational techniques for applied econometric analysis of macroeconomic and financial processes In: Computational Statistics & Data Analysis.
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2009The fourth special issue on Computational Econometrics In: Computational Statistics & Data Analysis.
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2010The Fifth Special Issue on Computational Econometrics In: Computational Statistics & Data Analysis.
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2012A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood In: Computational Statistics & Data Analysis.
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2010A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood.(2010) In: Tinbergen Institute Discussion Papers.
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2004Recent advances in Bayesian econometrics In: Journal of Econometrics.
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2007Progress and challenges in econometrics In: Journal of Econometrics.
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2007Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data In: Journal of Econometrics.
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2006Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data.(2006) In: Econometric Institute Research Papers.
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2007Endogeneity, instruments and identification In: Journal of Econometrics.
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2007Trends and cycles in economic time series: A Bayesian approach In: Journal of Econometrics.
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article66
2005Trends and cycles in economic time series: A Bayesian approach.(2005) In: Econometric Institute Research Papers.
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2012A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation In: Journal of Econometrics.
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2012A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation.(2012) In: Tinbergen Institute Discussion Papers.
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2013Time-varying combinations of predictive densities using nonlinear filtering In: Journal of Econometrics.
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2012Time-varying Combinations of Predictive Densities using Nonlinear Filtering.(2012) In: Tinbergen Institute Discussion Papers.
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1985Editors introduction In: Journal of Econometrics.
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1992International conference on econometric inference using simulation techniques In: Journal of Econometrics.
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1994Direct cointegration testing in error correction models In: Journal of Econometrics.
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1995Classical and Bayesian aspects of robust unit root inference In: Journal of Econometrics.
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1996Editors introduction In: Journal of Econometrics.
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1978Efficient estimation of income distribution parameters In: Journal of Econometrics.
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2017Econometrics and Statistics In: Econometrics and Statistics.
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1998Distribution and mobility of wealth of nations In: European Economic Review.
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2002Combined forecasts from linear and nonlinear time series models In: International Journal of Forecasting.
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1999Combined forecasts from linear and nonlinear time series models.(1999) In: Econometric Institute Research Papers.
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2000Combined Forecasts from Linear and Nonlinear Time Series Models.(2000) In: Tinbergen Institute Discussion Papers.
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2010Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling In: International Journal of Forecasting.
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2008Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling.(2008) In: Tinbergen Institute Discussion Papers.
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2012Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging In: CAMA Working Papers.
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2007Note on neural network sampling for Bayesian inference of mixture processes In: Econometric Institute Research Papers.
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2003Explaining Adaptive Radial-Based Direction Sampling In: Econometric Institute Research Papers.
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2007Predictive gains from forecast combinations using time-varying model weights In: Econometric Institute Research Papers.
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2003Neural network approximations to posterior densities: an analytical approach In: Econometric Institute Research Papers.
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2003Bayes model averaging of cyclical decompositions in economic time series In: Econometric Institute Research Papers.
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2006Bayes model averaging of cyclical decompositions in economic time series.(2006) In: Journal of Applied Econometrics.
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2004Twentieth century shocks, trends and cycles in industrialized nations In: Econometric Institute Research Papers.
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2004Twentieth Century Shocks, Trends and Cycles in Industrialized Nations.(2004) In: De Economist.
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2004Improper priors with well defined Bayes Factors In: Econometric Institute Research Papers.
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2005Improper priors with well defined Bayes Factors.(2005) In: Discussion Papers in Economics.
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2004Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models In: Econometric Institute Research Papers.
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2004Valuing structure, model uncertainty and model averaging in vector autoregressive processes In: Econometric Institute Research Papers.
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2008The AdMit Package In: Econometric Institute Research Papers.
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2008Bayesian near-boundary analysis in basic macroeconomic time series models In: Econometric Institute Research Papers.
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1997Oil Price Shocks and Long Run Price and Import Demand Behavior In: Econometric Institute Research Papers.
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1999Oil Price Shocks and Long Run Price and Import Demand Behavior.(1999) In: Annals of the Institute of Statistical Mathematics.
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1998A simple strategy to prune neural networks with an application to economic time series In: Econometric Institute Research Papers.
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1997A Simple Strategy to prune Neural Networks with an Application to Economic Time Series.(1997) In: Tinbergen Institute Discussion Papers.
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1998Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces In: Econometric Institute Research Papers.
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1998Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces.(1998) In: Tinbergen Institute Discussion Papers.
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1999Neural network analysis of varying trends in real exchange rates In: Econometric Institute Research Papers.
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1999Testing for integration using evolving trend and seasonal models: A Bayesian approach In: Econometric Institute Research Papers.
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1997Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach.(1997) In: Tinbergen Institute Discussion Papers.
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1999Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach.(1999) In: Tinbergen Institute Discussion Papers.
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2000On the variation of hedging decisions in daily currency risk management In: Econometric Institute Research Papers.
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2001On the Variation of Hedging Decisions in Daily Currency Risk Management.(2001) In: Tinbergen Institute Discussion Papers.
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2000Neural networks as econometric tool In: Econometric Institute Research Papers.
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2001Neural networks as econometric tool.(2001) In: Econometric Institute Research Papers.
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2001Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration In: Econometric Institute Research Papers.
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2001A Bayesian analysis of the PPP puzzle using an unobserved components model In: Econometric Institute Research Papers.
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2001A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model.(2001) In: Tinbergen Institute Discussion Papers.
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2003Bayesian model selection for a sharp null and a diffuse alternative with econometric applications In: Econometric Institute Research Papers.
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2002Functional approximations to posterior densities: a neural network approach to efficient sampling In: Econometric Institute Research Papers.
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2004Bayes estimates of the cyclical component in twentieth centruy US gross domestic product In: Econometric Institute Research Papers.
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2005Bayesian approaches to cointegratrion In: Econometric Institute Research Papers.
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2004Bayesian Approaches to Cointegration.(2004) In: Discussion Papers in Economics.
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2002Cyclical components in economic time series In: Econometric Institute Research Papers.
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paper2
2002Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods In: Econometric Institute Research Papers.
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paper2
2002On Bayesian structural inference in a simultaneous equation model In: Econometric Institute Research Papers.
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2005Weakly informative priors and well behaved Bayes factors In: Econometric Institute Research Papers.
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2006Model uncertainty and Bayesian model averaging in vector autoregressive processes In: Econometric Institute Research Papers.
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2006Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes.(2006) In: Discussion Papers in Economics.
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2006Rotterdam econometrics: publications of the econometric institute 1956-2005 In: Econometric Institute Research Papers.
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2006Jan Tinbergen (1903-1994) In: Econometric Institute Research Papers.
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2006Gibbs sampling in econometric practice In: Econometric Institute Research Papers.
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