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scopus: 16052929000

Hoogerheide, L.F.

(Lennart Hoogerheide)


density model distribution candidate sampling network method education mixture function parameter value approach bayesian result student-t algorithm importance instrument target kernel likelihood effect estimate variable sample approximation weight candidate density journal figure importance sampling mitisem component number regression student-t distributions income target density example probability hoogerheide matrix estimator quarter i m þ table error region estimation analysis adaptive chain section 0.2 return student target distribution state à1 ð b density kernel simulation point shape jeffrey iv model vector endogeneity procedure birth school forecast garch carlo monte order candidate distribution econometrics equation observation




10 Most Recent Publications

Censored Posterior and Predictive Likelihood in Bayesian Left-Tail Prediction for Accurate Value at Risk Estimation (Research Paper)
Gatarek, L.T. Hoogerheide, L.F. Honing, K.
2013-04-15
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation (Article)
Hoogerheide, L.F. Opschoor, A. Dijk, H.K. van
2012-12-01
The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation (Research Paper)
Basturk, N. Hoogerheide, L.F. Opschoor, A. Dijk, H.K. van
2012-09-20
Are education and entrepreneurial income endogenous? A Bayesian analysis. (Article)
Block, J.H. Hoogerheide, L.F. Thurik, A.R.
2012-07-01
Family background variables as instruments for education in income regressions: A Bayesian analysis (Article)
Hoogerheide, L.F. Block, J.H. Thurik, A.R.
2012-03-16
Forecast rationality tests based on multi-horizon bounds: Comment (Article)
Hoogerheide, L.F. Ravazzolo, F. Dijk, H.K. van
2012-01-01
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
2011-09-27
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
2011-09-01
Education and entrepreneurial choice: An instrumental variables analysis (Article)
Block, J.H. Hoogerheide, L.F. Thurik, A.R.
2011-06-01
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
2011-01-01