Family background variables as instruments for education in income regressions: A Bayesian analysis
(Article)
Hoogerheide, L.F. Block, J.H. Thurik, A.R.
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2012-03-16
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Forecast rationality tests based on multi-horizon bounds: Comment
(Article)
Hoogerheide, L.F. Ravazzolo, F. Dijk, H.K. van
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2012-01-01
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Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo
(Research Paper)
Zellner, A. Ando, T. Basturk, N. Hoogerheide, L.F. Dijk, H.K. van
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2011-09-27
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Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann
(Research Paper)
Hoogerheide, L.F. Ravazzolo, F. Dijk, H.K. van
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2011-09-01
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A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation
(Research Paper)
Hoogerheide, L.F. Opschoor, A. Dijk, H.K. van
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2011-01-01
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Stock Index Returns' Density Prediction using GARCH Models: Frequentist or Bayesian Estimation?
(Research Paper)
Hoogerheide, L.F. Ardia, D. Corre, N.
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2011-01-01
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A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
(Article)
Ardia, D. Bastürk, N. Hoogerheide, L.F. Dijk, H.K. van
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2010-10-18
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Family Background Variables as Instruments for Education in Income Regressions: A Bayesian Analysis
(Research Paper)
Hoogerheide, L.F. Block, J.H. Thurik, A.R.
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2010-07-01
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A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods
(Research Paper)
Ardia, D. Basturk, N. Hoogerheide, L.F. Dijk, H.K. van
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2010-06-01
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Efficient Bayesian Estimation and Combination of GARCH-Type Models
(Research Paper)
Ardia, D. Hoogerheide, L.F.
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2010-04-27
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