Herman Koene van Dijk

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Lennart HoogerheideAssociate Professor of Econometrics, Vrije Universiteit AmsterdamVerified email at vu.nl
Francesco RavazzoloBI Norwegian Business School and Free University of Bozen-BolzanoVerified email at unibz.it
Nalan BasturkMaastricht UniversityVerified email at maastrichtuniversity.nl
Roberto CASARINCa' Foscari University of VeniceVerified email at unive.it
Frank KleibergenUniversity of AmsterdamVerified email at uva.nl
Rodney StrachanUniversity of QueenslandVerified email at uq.edu.au
Monica BILLIOCa' Foscari University of VeniceVerified email at unive.it
Luc BauwensProfessor of Economics, Université catholique de LouvainVerified email at uclouvain.be
Charles S. BosDept. of Finance, Vrije Universiteit AmsterdamVerified email at vu.nl
David ArdiaHEC Montréal & GERADVerified email at hec.ca
Gary KoopProfessor of Economics, University of StrathclydeVerified email at strath.ac.uk
Knut Are AastveitNorges BankVerified email at norges-bank.no
Cem CakmakliDurham UniversityVerified email at durham.ac.uk
Anne OpschoorUniversitair docent, Vrije Universiteit AmsterdamVerified email at vu.nl
Rutger van OestBI Norwegian Business SchoolVerified email at bi.no
Nobuhiko TeruiTokyo University of ScienceVerified email at rs.tus.ac.jp
Michiel De PooterAmazon Web ServicesVerified email at amazon.com
Tomohiro AndoUniversity of Melbourne, Faculty of Business and EconomicsVerified email at unimelb.edu.au
Marno VerbeekProfessor of Finance, Rotterdam School of Management, Erasmus UniversityVerified email at rsm.nl
Agnieszka BorowskaUniversity of GlasgowVerified email at glasgow.ac.uk

Herman Koene van Dijk

Erasmus University, Tinbergen Institute

Verified email at ese.eur.nl - Homepage

Bayesian econometrics time series Monte Carlo Simulation


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Early combined immunosuppression or conventional management in patients with newly diagnosed Crohn's disease: an open randomised trial G D'Haens, F Baert, G van Assche, P Caenepeel, P Vergauwe, ... The Lancet 371 (9613), 660-667, 2008	1601*	2008
Econometric methods with applications in business and economics C Heij Oxford University Press, USA, 2004	969	2004
Bayesian estimates of equation system parameters: an application of integration by Monte Carlo T Kloek, HK Van Dijk Econometrica: Journal of the Econometric Society, 1-19, 1978	915	1978
Genome-wide association study identifies five new breast cancer susceptibility loci C Turnbull, S Ahmed, J Morrison, D Pernet, A Renwick, M Maranian, ... Nature genetics 42 (6), 504-507, 2010	846	2010
Combined forecasts from linear and nonlinear time series models N Terui, HK Van Dijk International Journal of Forecasting 18 (3), 421-438, 2002	281	2002
On Bayesian routes to unit roots PC Schotman, HK Van Dijk Journal of Applied Econometrics 6 (4), 387-401, 1991	217	1991
A Bayesian analysis of the unit root in real exchange rates P Schotman, HK Van Dijk Journal of Econometrics 49 (1-2), 195-238, 1991	204	1991
Distribution and mobility of wealth of nations R Paapaa, HK Van Dijk European Economic Review 42 (7), 1269-1293, 1998	203	1998
Bayesian simultaneous equations analysis using reduced rank structures F Kleibergen, HK Van Dijk Econometric theory 14 (6), 701-743, 1998	178	1998
On the shape of the likelihood/posterior in cointegration models F Kleibergen, HK Van Dijk Econometric theory 10 (3-4), 514-551, 1994	171	1994
Trends and cycles in economic time series: A Bayesian approach AC Harvey, TM Trimbur, HK Van Dijk Journal of Econometrics 140 (2), 618-649, 2007	170	2007
Time-varying combinations of predictive densities using nonlinear filtering M Billio, R Casarin, F Ravazzolo, HK Van Dijk Journal of Econometrics 177 (2), 213-232, 2013	166	2013
Further experience in Bayesian analysis using Monte Carlo integration HK Van Dijk, T Kloek Journal of Econometrics 14 (3), 307-328, 1980	144	1980
On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural … LF Hoogerheide, JF Kaashoek, HK Van Dijk Journal of Econometrics 139 (1), 154-180, 2007	126	2007
Non‐stationarity in garch models: A bayesian analysis F Kleibergen, HK Van Dijk Journal of Applied Econometrics 8 (S1), S41-S61, 1993	110	1993
Bayesian forecasting of value at risk and expected shortfall using adaptive importance sampling L Hoogerheide, HK van Dijk International Journal of Forecasting 26 (2), 231-247, 2010	103	2010
Efficient estimation of income distribution parameters T Kloek, HK Van Dijk Journal of Econometrics 8 (1), 61-74, 1978	99	1978
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods A Zellner, L Bauwens, HK Van Dijk Journal of Econometrics 38 (1-2), 39-72, 1988	95	1988
Interconnections between eurozone and US booms and busts using a Bayesian panel Markov‐switching VAR model M Billio, R Casarin, F Ravazzolo, HK Van Dijk Journal of Applied Econometrics 31 (7), 1352-1370, 2016	90	2016
The Oxford handbook of Bayesian econometrics J Geweke, G Koop, HK van Dijk Oxford University Press, USA, 2011	80	2011

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