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scopus: 16052929000

Hoogerheide, L.F.

(Lennart Hoogerheide)


density model distribution network sampling candidate function method mixture education parameter value approach bayesian result instrument student-t importance kernel target algorithm estimate effect figure approximation variable weight sample likelihood candidate density importance sampling regression journal number estimator student-t distributions quarter i m þ target density example region component income probability matrix error estimation analysis chain hoogerheide 0.2 table state à1 ð b adaptive point student jeffrey section birth density kernel vector shape return target distribution procedure school iv model simulation forecast carlo monte order equation endogeneity layer 0.1 paper econometrics gibbs sampling




10 Most Recent Publications

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
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
Stock Index Returns' Density Prediction using GARCH Models: Frequentist or Bayesian Estimation? (Research Paper)
Hoogerheide, L.F. Ardia, D. Corre, N.
2011-01-01
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
2010-10-18
Family Background Variables as Instruments for Education in Income Regressions: A Bayesian Analysis (Research Paper)
Hoogerheide, L.F. Block, J.H. Thurik, A.R.
2010-07-01
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
2010-06-01
Efficient Bayesian Estimation and Combination of GARCH-Type Models (Research Paper)
Ardia, D. Hoogerheide, L.F.
2010-04-27