# Herman K. van Dijk

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## Personal Details

First Name: | Herman |

Middle Name: | K. |

Last Name: | van Dijk |

Suffix: | |

RePEc Short-ID: | pva325 |

[This author has chosen not to make the email address public] | |

http://people.few.eur.nl/hkvandijk/ | |

Amsterdam, Netherlands

http://www.tinbergen.nl/

: +31 (0)20 598 4580

Gustav Mahlerplein 117, 1082 MS Amsterdam

RePEc:edi:tinbenl (more details at EDIRC)

http://www.tinbergen.nl/

: +31 (0)20 598 4580

Gustav Mahlerplein 117, 1082 MS Amsterdam

RePEc:edi:tinbenl (more details at EDIRC)

- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2016.
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**Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance**," Tinbergen Institute Discussion Papers 15-084/III, Tinbergen Institute, revised 10 Mar 2016.- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2015.
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**Dynamic predictive density combinations for large data sets in economics and finance**," Working Paper 2015/12, Norges Bank.

- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2015.
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- Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016.
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**Parallelization Experience with Four Canonical Econometric Models using ParMitISEM**," Tinbergen Institute Discussion Papers 16-005/III, Tinbergen Institute.- Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016.
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**Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM**," Econometrics, MDPI, Open Access Journal, vol. 4(1), pages 11, March.

- Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016.
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- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2015.
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**Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode**," Tinbergen Institute Discussion Papers 15-111/III, Tinbergen Institute. - Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2015.
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**The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference**," Tinbergen Institute Discussion Papers 15-042/III, Tinbergen Institute.- Baştürk N. & Grassi S. & Hoogerheide L. & Opschoor A. & Dijk H.K. van, 2015.
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**The R package MitISEM : efficient and robust simulation procedures for Bayesian inference**," Research Memorandum 011, Maastricht University, Graduate School of Business and Economics (GSBE).

- Baştürk N. & Grassi S. & Hoogerheide L. & Opschoor A. & Dijk H.K. van, 2015.
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- Lukasz Gatarek & Lennart Hoogerheide & Herman K. van Dijk, 2014.
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**Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices**," Tinbergen Institute Discussion Papers 14-039/III, Tinbergen Institute.- David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. van Dijk, 2016.
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**Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices**," Econometrics, MDPI, Open Access Journal, vol. 4(1), pages 14, March.

- David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. van Dijk, 2016.
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- Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014.
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**Combined Density Nowcasting in an uncertain economic environment**," Working Paper 2014/17, Norges Bank.- Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014.
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**Combined Density Nowcasting in an Uncertain Economic Environment**," Tinbergen Institute Discussion Papers 14-152/III, Tinbergen Institute.

- Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk, 2014.
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- Nalan Basturk & Pinar Ceyhan & Herman K. van Dijk, 2014.
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**Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data**," Tinbergen Institute Discussion Papers 14-119/III, Tinbergen Institute, revised 14 Sep 2014. - Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2014.
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**On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14**," Tinbergen Institute Discussion Papers 14-085/III, Tinbergen Institute, revised 04 Sep 2014. - Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013.
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**Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series**," Tinbergen Institute Discussion Papers 13-011/III, Tinbergen Institute. - Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013.
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**Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data**," Koç University-TUSIAD Economic Research Forum Working Papers 1321, Koc University-TUSIAD Economic Research Forum. - Lukasz Gatarek & Lennart Hoogerheide & Koen Hooning & Herman K. van Dijk, 2013.
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**Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation**," Tinbergen Institute Discussion Papers 13-060/III, Tinbergen Institute, revised 06 Mar 2014. - Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013.
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**Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model**," Working Papers 2013:17, Department of Economics, University of Venice "Ca' Foscari", revised 2014.- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013.
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**Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model**," Working Paper 2013/20, Norges Bank. - Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013.
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**Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model**," Tinbergen Institute Discussion Papers 13-142/III, Tinbergen Institute, revised 01 Nov 2014. - Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2014.
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**Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model**," Working Papers 0026, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.

- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013.
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- Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013.
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**Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data**," Tinbergen Institute Discussion Papers 13-090/III, Tinbergen Institute.- Nalan Baştürk & Cem Çakmakli & S. Pinar Ceyhan & Herman K. Van Dijk, 2014.
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**Posterior‐Predictive Evidence On Us Inflation Using Extended New Keynesian Phillips Curve Models With Non‐Filtered Data**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1164-1182, November.

- Nalan Baştürk & Cem Çakmakli & S. Pinar Ceyhan & Herman K. Van Dijk, 2014.
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- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013.
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**Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox**," Working Papers 2013:08, Department of Economics, University of Venice "Ca' Foscari".- Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2015.
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**Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox**," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 68(i03).

- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013.
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**Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox**," CREATES Research Papers 2013-09, Department of Economics and Business Economics, Aarhus University. - Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Harman K. van Dijk, 2014.
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**Parallel sequential Monte Carlo for efficient density combination: The DeCo MATLAB toolbox**," Working Paper 2014/11, Norges Bank. - Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013.
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**Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox**," Tinbergen Institute Discussion Papers 13-055/III, Tinbergen Institute, revised 16 Jan 2015.

- Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2015.
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- Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2013.
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**Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14**," Tinbergen Institute Discussion Papers 13-191/III, Tinbergen Institute. - Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012.
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**Combination schemes for turning point predictions**," Working Paper 2012/04, Norges Bank.- Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2012.
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**Combination schemes for turning point predictions**," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 402-412.

- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012.
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**Combination schemes for turning point predictions**," Working Papers 2012_15, Department of Economics, University of Venice "Ca' Foscari". - Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011.
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**Combination Schemes for Turning Point Predictions**," Tinbergen Institute Discussion Papers 11-123/4, Tinbergen Institute.

- Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2012.
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- Rodney W. Strachan & Herman K. van Dijk, 2012.
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**Evidence on a DSGE Business Cycle model subject to Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging**," CAMA Working Papers 2012-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University. - Rodney Strachan & Herman K. van Dijk, 2012.
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**Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging**," Tinbergen Institute Discussion Papers 12-025/4, Tinbergen Institute.- Rodney W. Strachan & Herman K. Van Dijk, 2013.
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**Evidence On Features Of A Dsge Business Cycle Model From Bayesian Model Averaging**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 385-402, 02.

- Rodney W. Strachan & Herman K. Van Dijk, 2013.
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- Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2012.
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**A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation**," Tinbergen Institute Discussion Papers 12-026/4, Tinbergen Institute.- Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K., 2012.
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**A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation**," Journal of Econometrics, Elsevier, vol. 171(2), pages 101-120.

- Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K., 2012.
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- Arnold Zellner (posthumously) & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2012.
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**Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo**," Tinbergen Institute Discussion Papers 12-098/III, Tinbergen Institute.- Arnold Zellner & Tomohiro Ando & Nalan Baştük & Lennart Hoogerheide & Herman K. van Dijk, 2014.
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**Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo**," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 3-35, June.

- Arnold Zellner & Tomohiro Ando & Nalan Baştük & Lennart Hoogerheide & Herman K. van Dijk, 2014.
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- Nalan Basturk & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2012.
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**The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation**," Tinbergen Institute Discussion Papers 12-096/III, Tinbergen Institute. - Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012.
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**Time-varying Combinations of Predictive Densities using Nonlinear Filtering**," Tinbergen Institute Discussion Papers 12-118/III, Tinbergen Institute.- Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2013.
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**Time-varying combinations of predictive densities using nonlinear filtering**," Journal of Econometrics, Elsevier, vol. 177(2), pages 213-232.

- Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2013.
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- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011.
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**Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data**," Tinbergen Institute Discussion Papers 11-172/4, Tinbergen Institute. - Lennart F. Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk, 2011.
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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**," Tinbergen Institute Discussion Papers 11-131/4, Tinbergen Institute. - Rodney W. Strachan & Herman K. van Dijk, 2011.
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**Divergent Priors and well Behaved Bayes Factors**," Tinbergen Institute Discussion Papers 11-006/4, Tinbergen Institute.- Rodney W. Strachan & Herman K. van Dijk, 2014.
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**Divergent Priors and Well Behaved Bayes Factors**," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 6(1), pages 1-31, March.

- Rodney W. Strachan & Herman K. van Dijk, 2014.
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- Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2011.
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**A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation**," Tinbergen Institute Discussion Papers 11-004/4, Tinbergen Institute. - Arnold Zellner & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2011.
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**Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo**," Tinbergen Institute Discussion Papers 11-137/4, Tinbergen Institute. - Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011.
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**Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index**," Tinbergen Institute Discussion Papers 11-082/4, Tinbergen Institute. - Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2010.
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**Combining predictive densities using Bayesian filtering with applications to US economics data**," Working Paper 2010/29, Norges Bank.- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012.
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**Combining predictive densities using Bayesian filtering with applications to US economic data**," Working Papers 2012_16, Department of Economics, University of Venice "Ca' Foscari". - Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011.
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**Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data**," Tinbergen Institute Discussion Papers 11-003/4, Tinbergen Institute.

- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012.
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- David Ardia & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2010.
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**A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood**," Tinbergen Institute Discussion Papers 10-059/4, Tinbergen Institute.- Ardia, David & Baştürk, Nalan & Hoogerheide, Lennart & van Dijk, Herman K., 2012.
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**A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood**," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3398-3414.

- Ardia, David & Baştürk, Nalan & Hoogerheide, Lennart & van Dijk, Herman K., 2012.
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- Rodney W. Strachan & Herman K. van Dijk, 2010.
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**Evidence on a Real Business Cycle model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging**," ANU Working Papers in Economics and Econometrics 2010-522, Australian National University, College of Business and Economics, School of Economics.- Rodney W. Strachan & Herman K. van Dijk, 2010.
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**Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging**," Tinbergen Institute Discussion Papers 10-050/4, Tinbergen Institute.

- Rodney W. Strachan & Herman K. van Dijk, 2010.
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- David Ardia & Lennart Hoogerheide & Herman K. van Dijk, 2009.
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**To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods**," Tinbergen Institute Discussion Papers 09-017/4, Tinbergen Institute. - Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009.
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**Forecast accuracy and economic gains from Bayesian model averaging using time varying weight**," Working Paper 2009/10, Norges Bank.- Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010.
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**Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights**," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 251-269.

- Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009.
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**Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights**," Tinbergen Institute Discussion Papers 09-061/4, Tinbergen Institute.

- Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010.
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- Arco van Oord & Martin Martens & Herman K. van Dijk, 2009.
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**Robust Optimization of the Equity Momentum Strategy**," Tinbergen Institute Discussion Papers 09-011/4, Tinbergen Institute. - de Pooter, M.D. & Ravazzolo, F. & Segers, R. & van Dijk, H.K., 2008.
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**Bayesian near-boundary analysis in basic macroeconomic time series models**," Econometric Institute Research Papers EI 2008-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Lennart Hoogerheide & Herman K. van Dijk, 2008.
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**Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling**," Tinbergen Institute Discussion Papers 08-092/4, Tinbergen Institute.- Hoogerheide, Lennart & van Dijk, Herman K., 2010.
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**Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling**," International Journal of Forecasting, Elsevier, vol. 26(2), pages 231-247, April.

- Hoogerheide, Lennart & van Dijk, Herman K., 2010.
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- Lennart Hoogerheide & Herman K. van Dijk, 2008.
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**Possibly Ill-behaved Posteriors in Econometric Models**," Tinbergen Institute Discussion Papers 08-036/4, Tinbergen Institute, revised 18 Apr 2008. - David, D. & Hoogerheide, L.F. & van Dijk, H.K., 2008.
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**The AdMit Package**," Econometric Institute Research Papers EI 2008-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K., 2008.
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**Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: the R package AdMit**," DQE Working Papers 9, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised 07 Jan 2009.- Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K., 2009.
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**Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit**," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 29(i03).

- David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk, 2008.
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**Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation: the R Package AdMit**," Tinbergen Institute Discussion Papers 08-062/4, Tinbergen Institute, revised 15 Dec 2008.

- Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K., 2009.
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- Rodney W. Strachan & Herman K. van Dijk, 2008.
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**Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk**," Tinbergen Institute Discussion Papers 08-096/4, Tinbergen Institute. - Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K., 2008.
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**AdMit: Adaptive Mixtures of Student-t Distributions**," DQE Working Papers 10, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised 07 Jan 2009. - Mohamad Khaled & Herman Van Dijk, 2008.
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**Distributional Dynamics using Quartic-based State-Space models**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00318144, HAL.- Mohamad Khaled & Herman Van Dijk, 2008.
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**Distributional Dynamics using Quartic-based State-Space models**," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00318155, HAL.

- Mohamad Khaled & Herman Van Dijk, 2008.
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- HOOGERHEIDE, Lennart F. & VAN DIJK, Herman K. & VAN OEST, Rutger D., 2007.
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**Simulation based Bayesian econometric inference: principles and some recent computational advances**," CORE Discussion Papers 2007015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).- Hoogerheide, L.F. & van Dijk, H.K. & van Oest, R.D., 2007.
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**Simulation based bayesian econometric inference: principles and some recent computational advances**," Econometric Institute Research Papers EI 2007-03, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- Hoogerheide, L.F. & van Dijk, H.K. & van Oest, R.D., 2007.
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- Hoogerheide, L.F. & van Dijk, H.K., 2007.
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**Note on neural network sampling for Bayesian inference of mixture processes**," Econometric Institute Research Papers EI 2007-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Ravazzolo, F. & van Dijk, H.K. & Verbeek, M.J.C.M., 2007.
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**Predictive gains from forecast combinations using time-varying model weights**," Econometric Institute Research Papers EI 2007-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - van Dijk, H.K. & Kaashoek, J.F. & Wagelmans, A.P.M., 2006.
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**"Rotterdam econometrics": publications of the econometric institute 1956-2005**," Econometric Institute Research Papers EI 2006-00, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - de Pooter, M.D. & Segers, R. & van Dijk, H.K., 2006.
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**Gibbs sampling in econometric practice**," Econometric Institute Research Papers EI 2006-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Hoogerheide, L.F. & Kleibergen, F.R. & van Dijk, H.K., 2006.
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**Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data**," Econometric Institute Research Papers EI 2006-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.- Hoogerheide, Lennart & Kleibergen, Frank & van Dijk, Herman K., 2007.
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**Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data**," Journal of Econometrics, Elsevier, vol. 138(1), pages 63-103, May.

- Hoogerheide, Lennart & Kleibergen, Frank & van Dijk, Herman K., 2007.
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- Rodney W. Strachan & Herman K. van Dijk, 2006.
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**Model Uncertainty and Bayesian Model Averaging in Vector Autoregressive Processes**," Discussion Papers in Economics 06/5, Department of Economics, University of Leicester.- Strachan, R.W. & van Dijk, H.K., 2006.
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**Model uncertainty and Bayesian model averaging in vector autoregressive processes**," Econometric Institute Research Papers EI 2006-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- Strachan, R.W. & van Dijk, H.K., 2006.
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- Cornelisse, P.A. & van Dijk, H.K., 2006.
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**Jan Tinbergen (1903-1994)**," Econometric Institute Research Papers EI 2006-09, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Michiel D. de Pooter & René Segers & Herman K. van Dijk, 2006.
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**On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling**," Tinbergen Institute Discussion Papers 06-076/4, Tinbergen Institute. - Hoogerheide, L.F. & van Dijk, H.K., 2006.
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**A reconsideration of the Angrist-Krueger analysis on returns to education**," Econometric Institute Research Papers EI 2006-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - van Dijk, H.K. & Kaashoek, J.F. & Wagelmans, A.P.M., 2006.
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**"Rotterdam Econometrics": an analysis of publications of the econometric institute 1956-2004**," Econometric Institute Research Papers EI 2006-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.- H. K. van Dijk & J. F. Kaashoek & A. P. M. Wagelmans, 2006.
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**'Rotterdam econometrics': an analysis of publications of the Econometric Institute 1956-2004**," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 60(2), pages 85-111.

- H. K. van Dijk & J. F. Kaashoek & A. P. M. Wagelmans, 2006.
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- L.F. Hoogerheide & H.K. van Dijk, 2006.
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**Modelling option prices using neural networks**," Computing in Economics and Finance 2006 78, Society for Computational Economics. - Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K., 2005.
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**Trends and cycles in economic time series: A Bayesian approach**," Econometric Institute Research Papers EI 2005-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.- Harvey, Andrew C. & Trimbur, Thomas M. & Van Dijk, Herman K., 2007.
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**Trends and cycles in economic time series: A Bayesian approach**," Journal of Econometrics, Elsevier, vol. 140(2), pages 618-649, October.

- Harvey, Andrew C. & Trimbur, Thomas M. & Van Dijk, Herman K., 2007.
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- Rodney W. Strachan & Herman K. van Dijk, 2005.
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**Improper priors with well defined Bayes Factors**," Discussion Papers in Economics 05/4, Department of Economics, University of Leicester.- Strachan, R.W. & van Dijk, H.K., 2004.
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**Improper priors with well defined Bayes Factors**," Econometric Institute Research Papers EI 2004-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- Strachan, R.W. & van Dijk, H.K., 2004.
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- Strachan, R.W. & van Dijk, H.K., 2005.
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**Weakly informative priors and well behaved Bayes factors**," Econometric Institute Research Papers EI 2005-40, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & VAN DIJK, Herman K., 2005.
"
**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 networks**," CORE Discussion Papers 2005029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).- Hoogerheide, Lennart F. & Kaashoek, Johan F. & van Dijk, Herman K., 2007.
"
**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 networks**," Journal of Econometrics, Elsevier, vol. 139(1), pages 154-180, July.

- Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2005.
"
**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 networks**," Econometric Institute Research Papers EI 2005-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & van DIJK, Herman K., .
"
**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 networks**," CORE Discussion Papers RP 1922, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Hoogerheide, Lennart F. & Kaashoek, Johan F. & van Dijk, Herman K., 2007.
"
- Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2004.
"
**Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models**," Econometric Institute Research Papers EI 2004-19, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Rodney W. Strachan & Herman K. van Dijk, 2004.
"
**Bayesian Model Selection with an Uninformative Prior**," Keele Economics Research Papers KERP 2004/01, Centre for Economic Research, Keele University.- Rodney W. Strachan & Herman K. Dijk, 2003.
"
**Bayesian Model Selection with an Uninformative Prior**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 863-876, December.

- Rodney W. Strachan & Herman K. Dijk, 2003.
"
- Rodney W. Strachan & Herman K. van Dijk, 2004.
"
**Exceptions to Bartlett’s Paradox**," Keele Economics Research Papers KERP 2004/03, Centre for Economic Research, Keele University. - Rodney W. Strachan & Herman K. van Dijk, 2004.
"
**The Value of Structural Information in the VAR Model**," Keele Economics Research Papers KERP 2004/02, Centre for Economic Research, Keele University.- Strachan, R.W. & van Dijk, H.K., 2003.
"
**The value of structural information in the VAR model**," Econometric Institute Research Papers EI 2003-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Rodney W. Strachan & Herman K. van Dijk, 2004.
"
**The Value of Structural Information in the VAR Model**," Econometric Society 2004 North American Summer Meetings 45, Econometric Society.

- Strachan, R.W. & van Dijk, H.K., 2003.
"
- Herman K. van Dijk & Andrew Harvey & Thomas Trimbur, 2004.
"
**Cyclical components in economic time series: A Bayesian approach**," Econometric Society 2004 Australasian Meetings 105, Econometric Society.- Harvey, A. & TTrimbur, T. & van Dijk, H., 2003.
"
**Cyclical Components in Economic Time Series: a Bayesian Approach**," Cambridge Working Papers in Economics 0302, Faculty of Economics, University of Cambridge.

- Harvey, A. & TTrimbur, T. & van Dijk, H., 2003.
"
- Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K., 2004.
"
**Bayes estimates of the cyclical component in twentieth centruy US gross domestic product**," Econometric Institute Research Papers EI 2004-45, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - van Dijk, H.K., 2004.
"
**Twentieth century shocks, trends and cycles in industrialized nations**," Econometric Institute Research Papers EI 2004-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.- H.K. van Dijk, 2004.
"
**Twentieth Century Shocks, Trends and Cycles in Industrialized Nations**," De Economist, Springer, vol. 152(2), pages 211-232, 06.

- H.K. van Dijk, 2004.
"
- Gary Koop & Rodney Strachan & Herman van Dijk & Mattias Villani, 2004.
"
**Bayesian Approaches to Cointegration**," Discussion Papers in Economics 04/27, Department of Economics, University of Leicester.- Koop, G. & Strachan, R.W. & van Dijk, H.K. & Villani, M., 2005.
"
**Bayesian approaches to cointegratrion**," Econometric Institute Research Papers EI 2005-13, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- Koop, G. & Strachan, R.W. & van Dijk, H.K. & Villani, M., 2005.
"
- Strachan, R.W. & van Dijk, H.K., 2004.
"
**Valuing structure, model uncertainty and model averaging in vector autoregressive processes**," Econometric Institute Research Papers EI 2004-23, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.- Rodney W Strachan & Herman K van Dijik, 2005.
"
**Valuing Structure, Model Uncertainty and Model Averaging in Vector Autoregressive Process**," Money Macro and Finance (MMF) Research Group Conference 2005 30, Money Macro and Finance Research Group.

- Rodney W Strachan & Herman K van Dijik, 2005.
"
- Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D., 2003.
"
**Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods**," Econometric Institute Research Papers EI 2003-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.- Bauwens, Luc & Bos, Charles S. & van Dijk, Herman K. & van Oest, Rutger D., 2004.
"
**Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods**," Journal of Econometrics, Elsevier, vol. 123(2), pages 201-225, December.

- BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K. & VAN OEST, Rutger D., .
"
**Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods**," CORE Discussion Papers RP 1731, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Bauwens, Luc & Bos, Charles S. & van Dijk, Herman K. & van Oest, Rutger D., 2004.
"
- Strachan, R.W. & van Dijk, H.K., 2003.
"
**Bayesian model selection for a sharp null and a diffuse alternative with econometric applications**," Econometric Institute Research Papers EI 2003-12, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D., 2003.
"
**Explaining Adaptive Radial-Based Direction Sampling**," Econometric Institute Research Papers EI 2003-37, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2003.
"
**Neural network approximations to posterior densities: an analytical approach**," Econometric Institute Research Papers EI 2003-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Kleijn, R.H. & van Dijk, H.K., 2003.
"
**Bayes model averaging of cyclical decompositions in economic time series**," Econometric Institute Research Papers EI 2003-48, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.- Richard Kleijn & Herman K. van Dijk, 2006.
"
**Bayes model averaging of cyclical decompositions in economic time series**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(2), pages 191-212.

- Richard Kleijn & Herman K. van Dijk, 2006.
"
- Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2002.
"
**Functional approximations to posterior densities: a neural network approach to efficient sampling**," Econometric Institute Research Papers EI 2002-48, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - van Dijk, H.K., 2002.
"
**On Bayesian structural inference in a simultaneous equation model**," Econometric Institute Research Papers EI 2002-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Paap, R. & van Dijk, H.K., 2002.
"
**Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income**," Econometric Institute Research Papers EI 2002-42, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.- Paap, Richard & van Dijk, Herman K, 2003.
"
**Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income**," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 547-63, October.

- Richard Paap & Herman K. van Dijk, 1999.
"
**Bayes Estimates of Markov Trends in possibly Cointegrated Series: An Application to US Consumption and Income**," Tinbergen Institute Discussion Papers 99-024/4, Tinbergen Institute.

- Paap, Richard & van Dijk, Herman K, 2003.
"
- Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K., 2002.
"
**Cyclical components in economic time series**," Econometric Institute Research Papers EI 2002-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest, 2002.
"
**Adaptive Polar Sampling**," Computing in Economics and Finance 2002 307, Society for Computational Economics. - Lennart F. Hoogerheide & Johan F. Kaashoek & Herman K. van Dijk, 2002.
"
**Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations**," Computing in Economics and Finance 2002 248, Society for Computational Economics. - Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D., 2002.
"
**Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods**," Econometric Institute Research Papers EI 2002-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Kleijn, R.H. & van Dijk, H.K., 2001.
"
**A Bayesian analysis of the PPP puzzle using an unobserved components model**," Econometric Institute Research Papers EI 2001-35, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.- Richard Kleijn & Herman K. van Dijk, 2001.
"
**A Bayesian Analysis of the PPP Puzzle using an Unobserved Components Model**," Tinbergen Institute Discussion Papers 01-105/4, Tinbergen Institute.

- Richard Kleijn & Herman K. van Dijk, 2001.
"
- Hoogerheide, L.F. & van Dijk, H.K., 2001.
"
**Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration**," Econometric Institute Research Papers EI 2001-04, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2000.
"
**Daily Exchange Rate Behaviour and Hedging of Currency Risk**," Econometric Society World Congress 2000 Contributed Papers 0504, Econometric Society.- Charles S. Bos & Ronald J. Mahieu & Herman K. Van Dijk, 2000.
"
**Daily exchange rate behaviour and hedging of currency risk**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 671-696.

- Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 2000.
"
**Daily exchange rate behaviour and hedging of currency risk**," Econometric Institute Research Papers EI 2000-25/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2001.
"
**Daily Exchange Rate Behaviour and Hedging of Currency Risk**," Tinbergen Institute Discussion Papers 01-017/4, Tinbergen Institute. - Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 1999.
"
**Daily exchange rate behaviour and hedging of currency risk**," Econometric Institute Research Papers EI 9936/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 1999.
"
**Daily Exchange Rate Behaviour and Hedging of Currency Risk**," Tinbergen Institute Discussion Papers 99-078/4, Tinbergen Institute.

- Charles S. Bos & Ronald J. Mahieu & Herman K. Van Dijk, 2000.
"
- Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 2000.
"
**On the variation of hedging decisions in daily currency risk management**," Econometric Institute Research Papers EI 2000-20/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.- Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2001.
"
**On the Variation of Hedging Decisions in Daily Currency Risk Management**," Tinbergen Institute Discussion Papers 01-018/4, Tinbergen Institute.

- Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2001.
"
- Kaashoek, J.F. & van Dijk, H.K., 2000.
"
**Neural networks as econometric tool**," Econometric Institute Research Papers EI 2000-31/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.- Kaashoek, J.F. & van Dijk, H.K., 2001.
"
**Neural networks as econometric tool**," Econometric Institute Research Papers EI 2001-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- Kaashoek, J.F. & van Dijk, H.K., 2001.
"
- K. Van Dijk & Luc Bauwens & Charles Bos, 2000.
"
**Adaptive Polar Sampling With An Application To A Bayes Measure Of Value-At-Risk**," Computing in Economics and Finance 2000 145, Society for Computational Economics.- Bauwens, L. & Bos, C.S. & van Dijk, H.K., 1999.
"
**Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk**," Econometric Institute Research Papers TI 99-082/4, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K., 1999.
"
**Adaptive polar sampling with an application to a Bayes measure of value-at-risk**," CORE Discussion Papers 1999057, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Luc Bauwens & Charles S. Bos & Herman K. van Dijk, 1999.
"
**Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk**," Tinbergen Institute Discussion Papers 99-082/4, Tinbergen Institute.

- Bauwens, L. & Bos, C.S. & van Dijk, H.K., 1999.
"
- Terui, N. & van Dijk, H.K., 1999.
"
**Combined forecasts from linear and nonlinear time series models**," Econometric Institute Research Papers EI 9949-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.- Terui, Nobuhiko & van Dijk, Herman K., 2002.
"
**Combined forecasts from linear and nonlinear time series models**," International Journal of Forecasting, Elsevier, vol. 18(3), pages 421-438.

- N. Terui & Herman K. van Dijk, 2000.
"
**Combined Forecasts from Linear and Nonlinear Time Series Models**," Tinbergen Institute Discussion Papers 00-003/4, Tinbergen Institute.

- Terui, Nobuhiko & van Dijk, Herman K., 2002.
"
- Koop, G. & van Dijk, H.K., 1999.
"
**Testing for integration using evolving trend and seasonal models: A Bayesian approach**," Econometric Institute Research Papers EI 9934/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.- Koop, Gary & Dijk, Herman K. Van, 2000.
"
**Testing for integration using evolving trend and seasonals models: A Bayesian approach**," Journal of Econometrics, Elsevier, vol. 97(2), pages 261-291, August.

- Gary Koop & Herman K. van Dijk & Henk Hoek, 1997.
"
**Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach**," Tinbergen Institute Discussion Papers 97-078/4, Tinbergen Institute. - Gary Koop & Herman K. van Dijk, 1999.
"
**Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach**," Tinbergen Institute Discussion Papers 99-072/4, Tinbergen Institute.

- Koop, Gary & Dijk, Herman K. Van, 2000.
"
- Kaashoek, J.F. & van Dijk, H.K., 1999.
"
**Neural network analysis of varying trends in real exchange rates**," Econometric Institute Research Papers EI 9915-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Bauwens, L. & Bos, C.S. & van Dijk, H.K., 1998.
"
**Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces**," Econometric Institute Research Papers EI 9822, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.- Luc Bauwens & Charles S. Bos & Herman K. van Dijk, 1998.
"
**Adaptive Polar Sampling: A New MC Technique for the Analysis of Ill-behaved Surfaces**," Tinbergen Institute Discussion Papers 98-071/4, Tinbergen Institute.

- Luc Bauwens & Charles S. Bos & Herman K. van Dijk, 1998.
"
- Kaashoek, J.F. & van Dijk, H.K., 1998.
"
**A simple strategy to prune neural networks with an application to economic time series**," Econometric Institute Research Papers EI 9854, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.- Johan F. Kaashoek & Herman K. van Dijk, 1997.
"
**A Simple Strategy to prune Neural Networks with an Application to Economic Time Series**," Tinbergen Institute Discussion Papers 97-123/4, Tinbergen Institute.

- Johan F. Kaashoek & Herman K. van Dijk, 1997.
"
- Kleibergen, F.R. & van Dijk, H.K., 1997.
"
**Bayesian Simultaneous Equations Analysis using Reduced Rank Structures**," Econometric Institute Research Papers EI 9714/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.- Kleibergen, Frank & van Dijk, Herman K., 1998.
"
**Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures**," Econometric Theory, Cambridge University Press, vol. 14(06), pages 701-743, December.

- Frank Kleibergen & Herman K. van Dijk, 1998.
"
**Bayesian Simultaneous Equations Analysis using Reduced Rank Structures**," Tinbergen Institute Discussion Papers 98-025/4, Tinbergen Institute.

- Kleibergen, Frank & van Dijk, Herman K., 1998.
"
- Kleibergen, F.R. & Urbain, J-P. & van Dijk, H.K., 1997.
"
**Oil Price Shocks and Long Run Price and Import Demand Behavior**," Econometric Institute Research Papers EI 9709-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.- Frank Kleibergen & Herman van Dijk & Jean-Pierre Urbain, 1999.
"
**Oil Price Shocks and Long Run Price and Import Demand Behavior**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(3), pages 399-417, September.

- Frank Kleibergen & Herman van Dijk & Jean-Pierre Urbain, 1999.
"
- Peter C. Schotman & Herman K. van Dijk, 1991.
"
**On Bayesian routes to unit roots**," Discussion Paper / Institute for Empirical Macroeconomics 43, Federal Reserve Bank of Minneapolis.- Schotman, Peter C & van Dijk, Herman K, 1991.
"
**On Bayesian Routes to Unit Roots**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 387-401, Oct.-Dec..

- Schotman, Peter C & van Dijk, Herman K, 1991.
"
- Zellner, A. & Bauwnes, L. & Van Dijk, H.K., 1988.
"
**Bayesian Specification Analysis And Estimation Of Simultaneous Equation Models Using Monte Carlo Methods**," Papers m8804, Southern California - Department of Economics.- Zellner, Arnold & Bauwens, Luc & Van Dijk, Herman K., 1988.
"
**Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods**," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 39-72.

- ZELLNER, A. & BAUWENS, Luc & VAN DIJK, H., 1987.
"
**Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods**," CORE Discussion Papers 1987056, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - ZELLNER, Arnold & BAUWENS, Luc & VAN DIJK, Herman K., .
"
**Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods**," CORE Discussion Papers RP 796, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Zellner, Arnold & Bauwens, Luc & Van Dijk, Herman K., 1988.
"
- van DIJK, H.K., 1986.
"
**A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters**," CORE Discussion Papers 1986050, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).- VAN DIJK, Herman K., .
"
**A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters**," CORE Discussion Papers RP 769, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- VAN DIJK, Herman K., .
"
- Rodney Strachan & Herman K. van Dijk, .
"
**Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA, UK and Japan**," MRG Discussion Paper Series 1407, School of Economics, University of Queensland, Australia.- Strachan, R.W. & van Dijk, H.K., 2007.
"
**Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan**," Econometric Institute Research Papers EI 2007-11, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- Strachan, R.W. & van Dijk, H.K., 2007.
"
- VAN DIJK, Herman K., .
"
**Some advances in Bayesian estimations methods using Monte Carlo Integration**," CORE Discussion Papers RP 783, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - BAUWENS, L. & POLASEK, W. & van DIJK, H. K., .
"
**Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics**," CORE Discussion Papers RP 1232, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

- Nalan Baştürk & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2016.
"
**Computational Complexity and Parallelization in Bayesian Econometric Analysis**," Econometrics, MDPI, Open Access Journal, vol. 4(1), pages 9, February. - Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016.
"
**Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM**," Econometrics, MDPI, Open Access Journal, vol. 4(1), pages 11, March.- Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016.
"
**Parallelization Experience with Four Canonical Econometric Models using ParMitISEM**," Tinbergen Institute Discussion Papers 16-005/III, Tinbergen Institute.

- Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016.
"
- David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. van Dijk, 2016.
"
**Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices**," Econometrics, MDPI, Open Access Journal, vol. 4(1), pages 14, March.- Lukasz Gatarek & Lennart Hoogerheide & Herman K. van Dijk, 2014.
"
**Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices**," Tinbergen Institute Discussion Papers 14-039/III, Tinbergen Institute.

- Lukasz Gatarek & Lennart Hoogerheide & Herman K. van Dijk, 2014.
"
- Casarin, Roberto & Grassi, Stefano & Ravazzolo, Francesco & van Dijk, Herman K., 2015.
"
**Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox**," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 68(i03).- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013.
"
**Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo Matlab Toolbox**," Working Papers 2013:08, Department of Economics, University of Venice "Ca' Foscari". - Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013.
"
**Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox**," Tinbergen Institute Discussion Papers 13-055/III, Tinbergen Institute, revised 16 Jan 2015. - Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013.
"
**Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox**," CREATES Research Papers 2013-09, Department of Economics and Business Economics, Aarhus University.

- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013.
"
- Rodney W. Strachan & Herman K. van Dijk, 2014.
"
**Divergent Priors and Well Behaved Bayes Factors**," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 6(1), pages 1-31, March.- Rodney W. Strachan & Herman K. van Dijk, 2011.
"
**Divergent Priors and well Behaved Bayes Factors**," Tinbergen Institute Discussion Papers 11-006/4, Tinbergen Institute.

- Rodney W. Strachan & Herman K. van Dijk, 2011.
"
- Arnold Zellner & Tomohiro Ando & Nalan Baştük & Lennart Hoogerheide & Herman K. van Dijk, 2014.
"
**Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo**," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 3-35, June.- Arnold Zellner (posthumously) & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2012.
"
**Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo**," Tinbergen Institute Discussion Papers 12-098/III, Tinbergen Institute.

- Arnold Zellner (posthumously) & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2012.
"
- Nalan Baştürk & Cem Çakmakli & S. Pinar Ceyhan & Herman K. Van Dijk, 2014.
"
**Posterior‐Predictive Evidence On Us Inflation Using Extended New Keynesian Phillips Curve Models With Non‐Filtered Data**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1164-1182, November.- Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013.
"
**Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data**," Tinbergen Institute Discussion Papers 13-090/III, Tinbergen Institute.

- Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013.
"
- Rodney W. Strachan & Herman K. Van Dijk, 2013.
"
**Evidence On Features Of A Dsge Business Cycle Model From Bayesian Model Averaging**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 385-402, 02.- Rodney Strachan & Herman K. van Dijk, 2012.
"
**Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging**," Tinbergen Institute Discussion Papers 12-025/4, Tinbergen Institute.

- Rodney Strachan & Herman K. van Dijk, 2012.
"
- Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2013.
"
**Time-varying combinations of predictive densities using nonlinear filtering**," Journal of Econometrics, Elsevier, vol. 177(2), pages 213-232.- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012.
"
**Time-varying Combinations of Predictive Densities using Nonlinear Filtering**," Tinbergen Institute Discussion Papers 12-118/III, Tinbergen Institute.

- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012.
"
- Hoogerheide, Lennart & Opschoor, Anne & van Dijk, Herman K., 2012.
"
**A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation**," Journal of Econometrics, Elsevier, vol. 171(2), pages 101-120.- Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2012.
"
**A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation**," Tinbergen Institute Discussion Papers 12-026/4, Tinbergen Institute.

- Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk, 2012.
"
- Ardia, David & Baştürk, Nalan & Hoogerheide, Lennart & van Dijk, Herman K., 2012.
"
**A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood**," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3398-3414.- David Ardia & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2010.
"
**A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood**," Tinbergen Institute Discussion Papers 10-059/4, Tinbergen Institute.

- David Ardia & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2010.
"
- Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2012.
"
**Combination schemes for turning point predictions**," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 402-412.- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012.
"
**Combination schemes for turning point predictions**," Working Paper 2012/04, Norges Bank. - Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011.
"
**Combination Schemes for Turning Point Predictions**," Tinbergen Institute Discussion Papers 11-123/4, Tinbergen Institute. - Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012.
"
**Combination schemes for turning point predictions**," Working Papers 2012_15, Department of Economics, University of Venice "Ca' Foscari".

- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012.
"
- Lennart Hoogerheide & Francesco Ravazzolo & Herman K. van Dijk, 2011.
"
**Comment**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 30-33, September. - Belsley, David A. & Duchesne, Pierre & Kapetanios, George & John Kontoghiorghes, Erricos & Paolella, Marc & van Dijk, Herman K., 2010.
"
**The Fifth Special Issue on Computational Econometrics**," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2359-2359, November. - Hoogerheide, Lennart & van Dijk, Herman K., 2010.
"
**Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling**," International Journal of Forecasting, Elsevier, vol. 26(2), pages 231-247, April.- Lennart Hoogerheide & Herman K. van Dijk, 2008.
"
**Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling**," Tinbergen Institute Discussion Papers 08-092/4, Tinbergen Institute.

- Lennart Hoogerheide & Herman K. van Dijk, 2008.
"
- Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010.
"
**Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights**," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 251-269.- Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009.
"
**Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights**," Tinbergen Institute Discussion Papers 09-061/4, Tinbergen Institute. - Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009.
"
**Forecast accuracy and economic gains from Bayesian model averaging using time varying weight**," Working Paper 2009/10, Norges Bank.

- Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009.
"
- Belsley, David A. & Davidson, Russell & Kontoghiorghes, Erricos John & MacKinnon, James G. & van Dijk, Herman K., 2009.
"
**The fourth special issue on Computational Econometrics**," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1923-1924, April. - Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K., 2009.
"
**Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit**," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 29(i03).- Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K., 2008.
"
**Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: the R package AdMit**," DQE Working Papers 9, Department of Quantitative Economics, University of Freiburg/Fribourg Switzerland, revised 07 Jan 2009. - David Ardia & Lennart F. Hoogerheide & Herman K. van Dijk, 2008.
"
**Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation: the R Package AdMit**," Tinbergen Institute Discussion Papers 08-062/4, Tinbergen Institute, revised 15 Dec 2008.

- Ardia, David & Hoogerheide, Lennart F. & van Dijk, Herman K., 2008.
"
- Franses, Philip Hans & van Dijk, Herman K., 2007.
"
**Progress and challenges in econometrics**," Journal of Econometrics, Elsevier, vol. 138(1), pages 1-2, May. - Gary Koop & Herman K. van Dijk, 2007.
"
**Editors' Introduction to the Special Issue of Econometric Reviews on Bayesian Dynamic Econometrics**," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 107-112. - Chesher, Andrew & Dhaene, Geert & van Dijk, Herman, 2007.
"
**Endogeneity, instruments and identification**," Journal of Econometrics, Elsevier, vol. 139(1), pages 1-3, July. - Harvey, Andrew C. & Trimbur, Thomas M. & Van Dijk, Herman K., 2007.
"
**Trends and cycles in economic time series: A Bayesian approach**," Journal of Econometrics, Elsevier, vol. 140(2), pages 618-649, October.- Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K., 2005.
"
**Trends and cycles in economic time series: A Bayesian approach**," Econometric Institute Research Papers EI 2005-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- Harvey, A.C. & Trimbur, T.M. & van Dijk, H.K., 2005.
"
- Hoogerheide, Lennart & Kleibergen, Frank & van Dijk, Herman K., 2007.
"
**Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data**," Journal of Econometrics, Elsevier, vol. 138(1), pages 63-103, May.- Hoogerheide, L.F. & Kleibergen, F.R. & van Dijk, H.K., 2006.
"

- Hoogerheide, L.F. & Kleibergen, F.R. & van Dijk, H.K., 2006.
"
- Hoogerheide, Lennart F. & Kaashoek, Johan F. & van Dijk, Herman K., 2007.
"
**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 networks**," Journal of Econometrics, Elsevier, vol. 139(1), pages 154-180, July.- HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & van DIJK, Herman K., .
"
**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 networks**," CORE Discussion Papers RP 1922, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Hoogerheide, L.F. & Kaashoek, J.F. & van Dijk, H.K., 2005.
"
- HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & VAN DIJK, Herman K., 2005.
"

- HOOGERHEIDE, Lennart F. & KAASHOEK, Johan F. & van DIJK, Herman K., .
"
- Geweke, John & Groenen, Patrick J.F. & Paap, Richard & van Dijk, Herman K., 2007.
"
**Computational techniques for applied econometric analysis of macroeconomic and financial processes**," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3506-3508, April. - H. K. van Dijk & J. F. Kaashoek & A. P. M. Wagelmans, 2006.
"
**'Rotterdam econometrics': an analysis of publications of the Econometric Institute 1956-2004**," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 60(2), pages 85-111.- van Dijk, H.K. & Kaashoek, J.F. & Wagelmans, A.P.M., 2006.
"
**"Rotterdam Econometrics": an analysis of publications of the econometric institute 1956-2004**," Econometric Institute Research Papers EI 2006-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- van Dijk, H.K. & Kaashoek, J.F. & Wagelmans, A.P.M., 2006.
"
- Richard Kleijn & Herman K. van Dijk, 2006.
"
**Bayes model averaging of cyclical decompositions in economic time series**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(2), pages 191-212.- Kleijn, R.H. & van Dijk, H.K., 2003.
"
**Bayes model averaging of cyclical decompositions in economic time series**," Econometric Institute Research Papers EI 2003-48, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- Kleijn, R.H. & van Dijk, H.K., 2003.
"
- Philip Hans Franses & Herman K. van Dijk & Dick van Dijk, 2005.
"
**On the dynamics of business cycle analysis: editors' introduction**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 147-150. - H.K. van Dijk, 2004.
"
**Twentieth Century Shocks, Trends and Cycles in Industrialized Nations**," De Economist, Springer, vol. 152(2), pages 211-232, 06.- van Dijk, H.K., 2004.
"
**Twentieth century shocks, trends and cycles in industrialized nations**," Econometric Institute Research Papers EI 2004-01, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- van Dijk, H.K., 2004.
"
- Bauwens, Luc & Bos, Charles S. & van Dijk, Herman K. & van Oest, Rutger D., 2004.
"
**Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods**," Journal of Econometrics, Elsevier, vol. 123(2), pages 201-225, December.- BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K. & VAN OEST, Rutger D., .
"
**Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods**," CORE Discussion Papers RP 1731, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). - Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D., 2003.
"
**Adaptive radial-based direction sampling; Some flexible and robust Monte Carlo integration methods**," Econometric Institute Research Papers EI 2003-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K. & VAN OEST, Rutger D., .
"
- Bauwens, Luc & Lubrano, Michel & van Dijk, Herman K., 2004.
"
**Recent advances in Bayesian econometrics**," Journal of Econometrics, Elsevier, vol. 123(2), pages 197-199, December. - Paap, Richard & van Dijk, Herman K, 2003.
"
**Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income**," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 547-63, October.- Paap, R. & van Dijk, H.K., 2002.
"
**Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income**," Econometric Institute Research Papers EI 2002-42, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Richard Paap & Herman K. van Dijk, 1999.
"
**Bayes Estimates of Markov Trends in possibly Cointegrated Series: An Application to US Consumption and Income**," Tinbergen Institute Discussion Papers 99-024/4, Tinbergen Institute.

- Paap, R. & van Dijk, H.K., 2002.
"
- Kaashoek, Johan F & van Dijk, Herman K, 2002.
"
**Neural Network Pruning Applied to Real Exchange Rate Analysis**," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(8), pages 559-77, December. - Terui, Nobuhiko & van Dijk, Herman K., 2002.
"
**Combined forecasts from linear and nonlinear time series models**," International Journal of Forecasting, Elsevier, vol. 18(3), pages 421-438.- Terui, N. & van Dijk, H.K., 1999.
"
**Combined forecasts from linear and nonlinear time series models**," Econometric Institute Research Papers EI 9949-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - N. Terui & Herman K. van Dijk, 2000.
"
**Combined Forecasts from Linear and Nonlinear Time Series Models**," Tinbergen Institute Discussion Papers 00-003/4, Tinbergen Institute.

- Terui, N. & van Dijk, H.K., 1999.
"
- Charles S. Bos & Ronald J. Mahieu & Herman K. Van Dijk, 2000.
"
**Daily exchange rate behaviour and hedging of currency risk**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 671-696.- Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 2000.
"
**Daily exchange rate behaviour and hedging of currency risk**," Econometric Institute Research Papers EI 2000-25/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2000.
"
**Daily Exchange Rate Behaviour and Hedging of Currency Risk**," Econometric Society World Congress 2000 Contributed Papers 0504, Econometric Society. - Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2001.
"
**Daily Exchange Rate Behaviour and Hedging of Currency Risk**," Tinbergen Institute Discussion Papers 01-017/4, Tinbergen Institute. - Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 1999.
"
**Daily Exchange Rate Behaviour and Hedging of Currency Risk**," Tinbergen Institute Discussion Papers 99-078/4, Tinbergen Institute. - Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 1999.
"
**Daily exchange rate behaviour and hedging of currency risk**," Econometric Institute Research Papers EI 9936/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 2000.
"
- John Geweke & John Rust & Herman K. Van Dijk, 2000.
"
**Introduction: inference and decision making**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 545-546. - H. K. Van Dijk, 1999.
"
**Some remarks on the simulation revolution in bayesian econometric inference**," Econometric Reviews, Taylor & Francis Journals, vol. 18(1), pages 105-112. - Frank Kleibergen & Herman van Dijk & Jean-Pierre Urbain, 1999.
"
**Oil Price Shocks and Long Run Price and Import Demand Behavior**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(3), pages 399-417, September.- Kleibergen, F.R. & Urbain, J-P. & van Dijk, H.K., 1997.
"
**Oil Price Shocks and Long Run Price and Import Demand Behavior**," Econometric Institute Research Papers EI 9709-/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- Kleibergen, F.R. & Urbain, J-P. & van Dijk, H.K., 1997.
"
- Paapaa, Richard & van Dijk, Herman K., 1998.
"
**Distribution and mobility of wealth of nations**," European Economic Review, Elsevier, vol. 42(7), pages 1269-1293, July. - Kleibergen, Frank & van Dijk, Herman K., 1998.
"
**Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures**," Econometric Theory, Cambridge University Press, vol. 14(06), pages 701-743, December.- Frank Kleibergen & Herman K. van Dijk, 1998.
"
**Bayesian Simultaneous Equations Analysis using Reduced Rank Structures**," Tinbergen Institute Discussion Papers 98-025/4, Tinbergen Institute. - Kleibergen, F.R. & van Dijk, H.K., 1997.
"
**Bayesian Simultaneous Equations Analysis using Reduced Rank Structures**," Econometric Institute Research Papers EI 9714/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- Frank Kleibergen & Herman K. van Dijk, 1998.
"
- Bauwens, Luc & Polasek, Wolfgang & van Dijk, Herman K., 1996.
"
**Editor's introduction**," Journal of Econometrics, Elsevier, vol. 75(1), pages 1-5, November. - Hoek, Henk & Lucas, Andre & van Dijk, Herman K., 1995.
"
**Classical and Bayesian aspects of robust unit root inference**," Journal of Econometrics, Elsevier, vol. 69(1), pages 27-59, September. - Phillips, Peter C.B. & Van Dijk, Herman K., 1994.
"
**Bayes Methods and Unit Roots**," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 453-460, August. - Kleibergen, Frank & van Dijk, Herman K., 1994.
"
**Direct cointegration testing in error correction models**," Journal of Econometrics, Elsevier, vol. 63(1), pages 61-103, July. - Kleibergen, Frank & van Dijk, Herman K., 1994.
"
**On the Shape of the Likelihood/Posterior in Cointegration Models**," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 514-551, August. - Kleibergen, F & Van Dijk, H K, 1993.
"
**Non-stationarity in GARCH Models: A Bayesian Analysis**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(S), pages S41-61, Suppl. De. - Van Dijk, Herman K., 1992.
"
**International conference on econometric inference using simulation techniques**," Journal of Econometrics, Elsevier, vol. 51(1-2), pages 287-287. - Hop, J Peter & Van Dijk, Herman K, 1992.
"
**SISAM and MIXIN: Two Algorithms for the Computation of Posterior Moments and Densities Using Monte Carlo Integration**," Computer Science in Economics & Management, Society for Computational Economics, vol. 5(3), pages 183-220, August. - Schotman, Peter & van Dijk, Herman K., 1991.
"
**A Bayesian analysis of the unit root in real exchange rates**," Journal of Econometrics, Elsevier, vol. 49(1-2), pages 195-238. - Schotman, Peter C & van Dijk, Herman K, 1991.
"
**On Bayesian Routes to Unit Roots**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(4), pages 387-401, Oct.-Dec..- Peter C. Schotman & Herman K. van Dijk, 1991.
"
**On Bayesian routes to unit roots**," Discussion Paper / Institute for Empirical Macroeconomics 43, Federal Reserve Bank of Minneapolis.

- Peter C. Schotman & Herman K. van Dijk, 1991.
"
- van Dijk, Herman K, 1991.
"
**Modelling Relative Price Variability and Aggregate Inflation in the United Kingdom: Comment**," Scandinavian Journal of Economics, Wiley Blackwell, vol. 93(2), pages 213-17. - Zellner, Arnold & Bauwens, Luc & Van Dijk, Herman K., 1988.
"
- ZELLNER, A. & BAUWENS, Luc & VAN DIJK, H., 1987.
"
- ZELLNER, Arnold & BAUWENS, Luc & VAN DIJK, Herman K., .
"
- Zellner, A. & Bauwnes, L. & Van Dijk, H.K., 1988.
"
**Bayesian Specification Analysis And Estimation Of Simultaneous Equation Models Using Monte Carlo Methods**," Papers m8804, Southern California - Department of Economics.

- ZELLNER, A. & BAUWENS, Luc & VAN DIJK, H., 1987.
"
- Van Dijk, Herman K. & Kloek, Teun & Boender, C. Guus E., 1985.
"
**Posterior moments computed by mixed integration**," Journal of Econometrics, Elsevier, vol. 29(1-2), pages 3-18. - Kooiman, Peter & Van Dijk, Herman K. & Thurik, A. Roy, 1985.
"
**Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services**," Journal of Econometrics, Elsevier, vol. 29(1-2), pages 121-148. - Van Dijk, Herman K., 1985.
"
**Editor's introduction**," Journal of Econometrics, Elsevier, vol. 29(1-2), pages 1-2. - van Dijk, H. K. & Kloek, T., 1980.
"
**Further experience in Bayesian analysis using Monte Carlo integration**," Journal of Econometrics, Elsevier, vol. 14(3), pages 307-328, December. - van Dijk, Herman K & Kloek, Teun, 1980.
"
**Inferential Procedures in Stable Distributions for Class Frequency Data on Incomes**," Econometrica, Econometric Society, vol. 48(5), pages 1139-48, July. - Kloek, Teun & van Dijk, Herman K., 1978.
"
**Efficient estimation of income distribution parameters**," Journal of Econometrics, Elsevier, vol. 8(1), pages 61-74, August. - Kloek, Tuen & van Dijk, Herman K, 1978.
"
**Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo**," Econometrica, Econometric Society, vol. 46(1), pages 1-19, January.

RePEc:gam:jecnmx:v:4:y:2016:i:1:p:14:d:65426 is not listed on IDEAS

RePEc:gam:jecnmx:v:4:y:2016:i:1:p:11:d:65219 is not listed on IDEAS

RePEc:gam:jecnmx:v:4:y:2016:i:1:p:9:d:64209 is not listed on IDEAS

- Geweke, John & Koop, Gary & van Dijk, Herman (ed.), 2013.
"
**The Oxford Handbook of Bayesian Econometrics**," OUP Catalogue, Oxford University Press, number 9780199681334, December. - Geweke, John & Koop, Gary & van Dijk, Herman (ed.), 2011.
"
**The Oxford Handbook of Bayesian Econometrics**," OUP Catalogue, Oxford University Press, number 9780199559084, December. - Heij, Christiaan & de Boer, Paul & Franses, Philip Hans & Kloek, Teun & van Dijk, Herman K., 2004.
"
**Econometric Methods with Applications in Business and Economics**," OUP Catalogue, Oxford University Press, number 9780199268016, December.

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 49 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

- NEP-ECM:
**Econometrics**(34) 1999-10-04 1999-12-01 2002-02-14 2004-09-30 2005-03-13 2006-03-05 2006-09-16 2008-04-29 2008-07-05 2009-03-22 2009-07-03 2010-05-29 2011-01-16 2011-02-26 2011-02-26 2011-02-26 2011-09-05 2011-10-01 2011-10-09 2012-02-20 2012-04-03 2012-05-02 2012-12-06 2013-01-26 2013-04-27 2013-09-06 2013-11-16 2014-11-12 2015-01-26 2015-04-25 2015-04-25 2015-04-25 2015-08-01 2016-02-12. Author is listed - NEP-ETS:
**Econometric Time Series**(20) 1999-05-10 1999-10-04 2000-01-31 2003-01-12 2004-08-16 2004-09-30 2006-03-05 2006-09-16 2008-04-29 2009-03-28 2009-07-03 2011-01-16 2011-02-26 2012-04-17 2012-05-02 2012-10-13 2012-12-06 2015-04-25 2015-04-25 2015-09-26. Author is listed - NEP-FOR:
**Forecasting**(18) 2006-03-05 2009-07-03 2009-08-16 2011-01-16 2011-02-26 2012-04-17 2012-10-06 2012-10-13 2012-12-06 2013-01-26 2013-04-20 2013-04-27 2013-04-27 2013-11-16 2015-01-26 2015-04-25 2015-08-01 2015-08-13. Author is listed - NEP-ORE:
**Operations Research**(17) 2008-12-14 2009-03-22 2009-07-03 2009-08-16 2011-01-16 2012-04-03 2012-10-13 2012-12-06 2013-04-20 2013-04-27 2013-04-27 2013-09-06 2014-12-29 2015-01-26 2015-08-01 2015-08-13 2015-09-26. Author is listed - NEP-MAC:
**Macroeconomics**(14) 2009-03-28 2009-07-03 2009-08-16 2013-08-31 2013-11-16 2014-12-29 2015-01-26 2015-04-25 2015-04-25 2015-04-25 2015-04-25 2015-08-01 2015-08-13 2015-09-26. Author is listed - NEP-CMP:
**Computational Economics**(8) 2002-02-10 2011-02-26 2011-10-09 2012-05-02 2013-04-13 2013-04-20 2013-04-27 2016-02-12. Author is listed - NEP-EEC:
**European Economics**(5) 2011-09-05 2013-08-31 2013-09-06 2014-12-29 2015-09-26. Author is listed - NEP-RMG:
**Risk Management**(5) 2008-12-14 2011-02-26 2011-10-01 2013-04-27 2015-04-25. Author is listed - NEP-BEC: Business Economics (3) 2010-05-29 2012-02-20 2012-04-17
- NEP-CBA: Central Banking (3) 2011-09-05 2012-04-03 2015-04-25
- NEP-IFN: International Finance (3) 1999-12-01 2001-05-02 2002-02-10
- NEP-SOG: Sociology of Economics (3) 2014-11-12 2015-04-25 2015-04-25
- NEP-DGE: Dynamic General Equilibrium (2) 2010-05-29 2012-04-03
- NEP-HIS: Business, Economic & Financial History (2) 2014-11-12 2015-04-25
- NEP-CWA: Central & Western Asia (1) 2013-04-20
- NEP-FIN: Finance (1) 1999-12-01
- NEP-FMK: Financial Markets (1) 2001-05-02
- NEP-HPE: History & Philosophy of Economics (1) 2015-04-25
- NEP-KNM: Knowledge Management & Knowledge Economy (1) 2006-09-16
- NEP-UPT: Utility Models & Prospect Theory (1) 2015-01-26

This author is among the top 5% authors according to these criteria:

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- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
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- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
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- Number of Journal Pages, Weighted by Number of Authors
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
- Number of Abstract Views in RePEc Services over the past 12 months
- Closeness measure in co-authorship network
- Betweenness measure in co-authorship network
- Breadth of citations across fields
- Wu-Index
- Record of graduates

#### Most cited item

- Kloek, Tuen & van Dijk, Herman K, 1978.
"
**Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo**," Econometrica, Econometric Society, vol. 46(1), pages 1-19, January.

#### Most downloaded item (past 12 months)

- Rodney W. Strachan & Herman K. van Dijk, 2004.
"
**Exceptions to Bartlett’s Paradox**," Keele Economics Research Papers KERP 2004/03, Centre for Economic Research, Keele University.

#### Access and download statistics for all items

#### Co-authorship network on CollEc

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