Herman K. van Dijk : Citation Profile

Deceased: 2025-01-24

24

H index

42

i10 index

1985

Citations

RESEARCH PRODUCTION:

77

Articles

190

Papers

1

Books

3

Chapters

EDITOR:

2

Books edited

1

Series edited

RESEARCH ACTIVITY:

   50 years (1975 - 2025). See details.
   Cites by year: 39
   Journals where Herman K. van Dijk has often published
   Relations with other researchers
   Recent citing documents: 68.    Total self citations: 135 (6.37 %)

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   Permalink: http://citec.repec.org/pva325
   Updated: 2026-01-03    RAS profile:    
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Relations with other researchers

Works with:

Cross, Jamie (15)

Casarin, Roberto (5)

Aastveit, Knut Are (4)

Cross, Jamie (3)

Furlanetto, Francesco (3)

Ravazzolo, Francesco (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:

Casarin, Roberto (67)

Koop, Gary (64)

Ravazzolo, Francesco (41)

Huber, Florian (35)

Kleibergen, Frank (33)

Ardia, David (31)

Maheu, John (31)

Rossi, Barbara (24)

Steel, Mark (23)

Bauwens, Luc (22)

Phillips, Peter (22)

Cites to:

Geweke, John (97)

Ravazzolo, Francesco (87)

Kleibergen, Frank (66)

Geweke, John (59)

Kloek, Teun (52)

Casarin, Roberto (51)

Koop, Gary (45)

Watson, Mark (44)

Schorfheide, Frank (40)

Sims, Christopher (38)

Baştürk, Nalan (38)

Main data

Where Herman K. van Dijk has published?

Journals with more than one article published# docs
Journal of Econometrics23
Journal of Applied Econometrics6
Journal of Applied Econometrics5
Econometrics4
Journal of Business & Economic Statistics4
Computational Statistics & Data Analysis4
Econometric Theory3
Econometric Reviews3
Journal of Statistical Software3
Statistica Neerlandica2
International Journal of Forecasting2
Oxford Bulletin of Economics and Statistics2
Journal of Forecasting2
Econometrica2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute67
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute48
Econometric Institute Archives / Erasmus University Rotterdam16
Working Papers / Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School7
Working Papers / Department of Economics, University of Venice "Ca' Foscari"4
Post-Print / HAL2
DQE Working Papers / Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland2
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL2
Research Memorandum / Maastricht University, Graduate School of Business and Economics (GSBE)2
Computing in Economics and Finance 2002 / Society for Computational Economics2

Recent works citing Herman K. van Dijk (2025 and 2024)

YearTitle of citing document
2024Dynamically Optimal Treatment Allocation. (2024). Adusumilli, Karun ; Geiecke, Friedrich ; Schilter, Claudio. In: Papers. RePEc:arx:papers:1904.01047.

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2025A Dynamic Stochastic Block Model for Multi-Layer Networks. (2022). Casarin, Roberto ; L'Opez, Ovielt Baltodano. In: Papers. RePEc:arx:papers:2209.09354.

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2025Bayesian analysis of mixtures of lognormal distribution with an unknown number of components from grouped data. (2023). Kakamu, Kazuhiko. In: Papers. RePEc:arx:papers:2210.05115.

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2025Efficient mid-term forecasting of hourly electricity load using generalized additive models. (2025). Zimmermann, Monika ; Ziel, Florian. In: Papers. RePEc:arx:papers:2405.17070.

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2025Decision synthesis in monetary policy. (2025). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Papers. RePEc:arx:papers:2406.03321.

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2025Bayesian Outlier Detection for Matrix-variate Models. (2025). Billio, Monica ; Casarin, Roberto ; Peruzzi, Antonio ; Corradin, Fausto. In: Papers. RePEc:arx:papers:2503.19515.

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2025Hybrid Models for Financial Forecasting: Combining Econometric, Machine Learning, and Deep Learning Models. (2025). Ślepaczuk, Robert ; Stempie, Dominik. In: Papers. RePEc:arx:papers:2505.19617.

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2025A New Perspective of the Meese-Rogoff Puzzle: Application of Sparse Dynamic Shrinkage. (2025). Song, Yong ; Maneesoonthorn, Worapree ; Fan, Zheng. In: Papers. RePEc:arx:papers:2507.14408.

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2025Bayesian Portfolio Optimization by Predictive Synthesis. (2025). Baba, Kentaro ; Kaibuchi, Hibiki ; Kato, Masahiro ; Inokuchi, Ryo. In: Papers. RePEc:arx:papers:2510.07180.

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2025Trading with the Devil: Risk and Return in Foundation Model Strategies. (2025). Zhang, Jinrui. In: Papers. RePEc:arx:papers:2510.17165.

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2025Semiparametric Estimation of Fractional Integration: An Evaluation of Local Whittle Methods. (2025). Blevins, Jason R. In: Papers. RePEc:arx:papers:2511.15689.

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2024Decision Synthesis in Monetary Policy. (2024). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Staff Working Papers. RePEc:bca:bocawp:24-30.

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2024Predictive model averaging with parameter instability and heteroskedasticity. (2024). Yin, Anwen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:418-442.

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2024Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

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2024Solving the Forecast Combination Puzzle Using Double Shrinkages. (2024). Wang, Yudong ; Hao, Xianfeng ; Liu, LI. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:714-741.

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2024Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility. (2024). Aastveit, Knut Are ; Cross, Jamie L ; van Dijk, Herman K ; Furlanetto, Francesco. In: Working Papers. RePEc:bny:wpaper:0130.

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2024Taylor Rules with Endogenous Regimes. (2024). Furlanetto, Francesco ; Cross, Jamie ; Aastveit, Knut Are ; van Dijk, Herman K. In: Working Papers. RePEc:bny:wpaper:0131.

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2024Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics. (2024). Cross, Jamie ; Labonne, Paul ; Hoogerheide, Lennart ; van Djik, Herman K. In: Working Papers. RePEc:bny:wpaper:0135.

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2024Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View. (2024). Herman, Van Dijk. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:155-176:n:12.

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2024A Dynamic Latent-Space Model for Asset Clustering. (2024). Casarin, Roberto ; Antonio, Peruzzi ; Roberto, Casarin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:379-402:n:9.

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2025Adaptive Importance Sampling Estimation of an Open Economy Model with Fiscal Policy. (2025). Ravazzolo, Francesco ; Lorusso, Marco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps111.

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2025Efficient mid-term forecasting of hourly electricity load using generalized additive models. (2025). Zimmermann, Monika ; Ziel, Florian. In: Applied Energy. RePEc:eee:appene:v:388:y:2025:i:c:s0306261925001746.

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2025Trend-cycle decomposition in the presence of large shocks. (2025). Wong, Benjamin ; Morley, James ; Kamber, Gne. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000326.

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2025Efficient approximation of post-processing posterior predictive p value with economic applications. (2025). Zhang, Yonghui ; Zeng, Tao ; Yu, Muyao ; Wu, Zhou. In: Economic Modelling. RePEc:eee:ecmode:v:146:y:2025:i:c:s0264999325000185.

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2024Industrial Connectedness and Business Cycle Comovements. (2024). Owyang, Michael ; Guisinger, Amy ; Soques, Daniel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:132-149.

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2025Bayesian analysis of seasonally cointegrated VAR models. (2025). Wrblewska, Justyna. In: Econometrics and Statistics. RePEc:eee:ecosta:v:35:y:2025:i:c:p:55-70.

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2024Forecasting oil prices: Can large BVARs help?. (2024). Sun, Chuanwang ; Zhang, BO ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005139.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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2024Generalized Poisson difference autoregressive processes. (2024). Casarin, Roberto ; Carallo, Giulia ; Robert, Christian P. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1359-1390.

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2024A loss discounting framework for model averaging and selection in time series models. (2024). Griffin, Jim E ; Bernaciak, Dawid. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1721-1733.

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2025Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2025). Rossini, Luca ; Pfarrhofer, Michael ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:361-376.

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2025Multivariate dynamic mixed-frequency density pooling for financial forecasting. (2025). Zaharieva, Martina Danielova ; Lopes, Hedibert F ; Virbickait, Audron. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1184-1198.

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2024Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative. (2024). Palandri, Alessandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000335.

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2024Averaging impulse responses using prediction pools. (2024). Matthes, Christian ; Ho, Paul ; Lubik, Thomas A. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000242.

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2025Bayesian structural reliability updating using a population track record. (2025). Steenbergen, R. D. J. M., ; Vrouwenvelder, A. C. W. M., ; de Vries, R. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:255:y:2025:i:c:s0951832024007154.

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2024Climate policy uncertainty and the U.S. economic cycle. (2024). Yang, Jinyu ; Dong, Dayong ; Liang, Chao. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001409.

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2025Different approaches to Spanish e-government: From use to impact. (2025). Ruz-Ra, Aurora ; Gijn, Covadonga ; Fernndez-Bonilla, Fernando. In: Telecommunications Policy. RePEc:eee:telpol:v:49:y:2025:i:3:s0308596125000151.

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2024Testing for Endogeneity: A Moment-Based Bayesian Approach. (2024). Simoni, Anna ; Shin, Minchul ; Chib, Siddhartha. In: Working Papers. RePEc:fip:fedpwp:99168.

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2024The Nexus between Wholesale Electricity Prices and the Share of Electricity Production from Renewables: An Analysis with and without the Impact of Time of Distress. (2024). Pinter, Eva ; Herczeg, Balazs. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:4:p:857-:d:1337733.

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2024Enhancing Model Selection by Obtaining Optimal Tuning Parameters in Elastic-Net Quantile Regression, Application to Crude Oil Prices. (2024). Sek, Siok Kun ; Ismail, Mohd Tahir ; Ari, Kivan Halil ; Ayyoub, Heba N ; Manzi, Giancarlo ; Al-Jawarneh, Abdullah S. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:8:p:323-:d:1443634.

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2025Markov Observation Models and Deepfakes. (2025). Kouritzin, Michael A. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:13:p:2128-:d:1690359.

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2025Unraveling Meteorological Dynamics: A Two-Level Clustering Algorithm for Time Series Pattern Recognition with Missing Data Handling. (2025). Skamnia, Ekaterini ; Bekri, Eleni S ; Economou, Polychronis. In: Stats. RePEc:gam:jstats:v:8:y:2025:i:2:p:36-:d:1652391.

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2024Are Higher-Educated Employees More Responsible? A Study about Employee Quality and Corporate Environmental Sustainability. (2024). Li, Kun ; Fang, Fang. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:11:p:4624-:d:1404819.

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2025Stochastic Online Instrumental Variable Regression: Regrets for Endogeneity and Bandit Feedback. (2025). Basu, Debabrota ; della Vecchia, Riccardo. In: Post-Print. RePEc:hal:journl:hal-03831210.

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2025Education and Earnings in Arkansas. (2025). Patrinos, Harry ; Rivera-Olvera, Angelica. In: IZA Discussion Papers. RePEc:iza:izadps:dp17963.

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2024A Review of Generalized Hyperbolic Distributions. (2024). Jiang, Xiao ; Hitchen, Thomas ; Nadarajah, Saralees. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10457-5.

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2024Forecasting House Prices through Credit Conditions: A Bayesian Approach. (2024). Drift, Rosa ; Boelhouwer, Peter ; Haan, Jan. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-023-10542-9.

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2025Inflation forecasting in turbulent times. (2025). Kunst, Robert ; Sgner, Leopold ; Koch, Sebastian P ; Hlouskova, Jaroslava ; Fortin, Ines ; Ertl, Martin. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09633-z.

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2024Post-processing for Bayesian analysis of reduced rank regression models with orthonormality restrictions. (2024). Boysen-Hogrefe, Jens ; Pape, Markus ; Assmann, Christian. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:108:y:2024:i:3:d:10.1007_s10182-023-00489-5.

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2025Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market. (2025). Ahelegbey, Daniel Felix ; Casarin, Roberto ; Fianu, Emmanuel Senyo ; Grossi, Luigi. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-024-05893-x.

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2025The methodological problem of unit roots: stationarity and its consequences in the context of the Tinbergen debate. (2025). Morgan, Jamie ; Nasir, Muhammad Ali. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05172-1.

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2024A Bayes Analysis of Random Walk Model Under Different Error Assumptions. (2024). Agarwal, Manika ; Tripathi, Praveen Kumar. In: Annals of Data Science. RePEc:spr:aodasc:v:11:y:2024:i:5:d:10.1007_s40745-023-00465-5.

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2024Flat rent price prediction in Berlin with web scraping. (2024). Rendtel, Ulrich ; Leerhoff, Holger ; Meyberg, Camilo. In: AStA Wirtschafts- und Sozialstatistisches Archiv. RePEc:spr:astaws:v:18:y:2024:i:2:d:10.1007_s11943-024-00340-6.

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2024Quantum Algorithms. (2024). Hull, Isaiah ; Sattath, OR ; Diamanti, Eleni ; Wendin, Gran. In: Contributions to Economics. RePEc:spr:conchp:978-3-031-50780-9_3.

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2025Panel cointegration tests in finite sample analyzing banking stability. (2025). Ghassan, Hassan. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:52:y:2025:i:3:d:10.1007_s40622-024-00417-9.

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2024Nelson and Plosser revisited: macroeconomic and financial stability of Turkey. (2024). Kilic, Emre ; Nazlioglu, Saban ; Tarakci, Dogukan. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02536-1.

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2024A new fractional integration approach based on neural network nonlinearity with an application to testing unemployment hysteresis. (2024). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Gil-Alana, Luis ; Furuoka, Fumitaka ; Aruchunan, Elayaraja. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02540-5.

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2025Nowcasting and short-term forecasting of G-20 countries GDP with endogenous regime-switching MIDAS models. (2025). Stankevich, Ivan. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:3:d:10.1007_s00181-025-02771-8.

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2024Uncertainty about interest rates and crude oil prices. (2024). Cohen, Gil ; Qadan, Mahmoud. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00551-w.

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2024Spanish GDP short-term point and density forecasting using a mixed-frequency dynamic factor model. (2024). Fresoli, Diego. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:15:y:2024:i:2:d:10.1007_s13209-024-00297-3.

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2024Taylor Rules with Endogenous Regimes. (2024). Furlanetto, Francesco ; Cross, Jamie ; Aastveit, Knut Are ; van Dijk, Herman K. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240030.

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2024Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics. (2024). Cross, Jamie ; Labonne, Paul ; Hoogerheide, Lennart ; van Dijk, Herman K. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240056.

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2024Time-Varying Factor Model Components for Effective Momentum Strategy. (2024). Cross, Jamie ; van Dijk, Herman ; Hoogerheide, Lennart. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240068.

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2024Asymmetric Gradualism in US Monetary Policy. (2024). Furlanetto, Francesco ; Cross, Jamie ; van Dijk, Herman K ; Aastveit, Knut Are. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240074.

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2024Predicting carbon and oil price returns using hybrid models based on machine and deep learning. (2024). Perote, Javier ; Molinamuoz, Jesus ; Moravalencia, Andres. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:31:y:2024:i:2:n:e1563.

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2024Nowcasting Norwegian household consumption with debit card transaction data. (2024). Aastveit, Knut Are ; Fastb, Tuva Marie ; Granziera, Eleonora ; Paulsen, Kenneth Sterhagen ; Torstensen, Kjersti Nss. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1220-1244.

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2025A new probability forecasting model for cotton yarn futures price volatility with explainable AI and big data. (2025). Abedin, Mohammad Zoynul ; Zhang, Justin Zuopeng ; Hou, Xiaoyu ; Xia, Huosong. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:112-135.

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2025Education and Earnings in Arkansas. (2025). Patrinos, Harry ; Rivera, Angelica. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1621.

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Herman K. van Dijk is editor of

Journal
Econometrics and Statistics

Herman K. van Dijk has edited the books:

YearTitleTypeCited

Works by Herman K. van Dijk:

YearTitleTypeCited
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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This paper has nother version. Agregated cites: 15		article
2015Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox.(2015) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 15		paper
2013Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 15		paper
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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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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This paper has nother version. Agregated cites: 4		paper
1985Posterior moments computed by mixed integration.(1985) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 4		article
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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