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.
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2013-04-15
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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
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2012-12-01
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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
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2012-09-20
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Are education and entrepreneurial income endogenous? A Bayesian analysis.
(Article)
Block, J.H. Hoogerheide, L.F. Thurik, A.R.
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2012-07-01
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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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Education and entrepreneurial choice: An instrumental variables analysis
(Article)
Block, J.H. Hoogerheide, L.F. Thurik, A.R.
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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
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2011-01-01
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