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Lennart Hoogerheide
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Education and entrepreneurial choice: An instrumental variables analysis
JH Block, L Hoogerheide, R Thurik
International Small Business Journal 31 (1), 23-33, 2013
2372013
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 …
LF Hoogerheide, JF Kaashoek, HK Van Dijk
Journal of Econometrics 139 (1), 154-180, 2007
1252007
Family background variables as instruments for education in income regressions: A Bayesian analysis
L Hoogerheide, JH Block, R Thurik
Economics of Education Review 31 (5), 515-523, 2012
1152012
Bayesian forecasting of value at risk and expected shortfall using adaptive importance sampling
L Hoogerheide, HK van Dijk
International Journal of Forecasting 26 (2), 231-247, 2010
1032010
Bayesian estimation of the garch (1, 1) model with student-t innovations
D Ardia, LF Hoogerheide
The R Journal 2 (2), 41-47, 2010
892010
Natural conjugate priors for the instrumental variables regression model applied to the Angrist–Krueger data
L Hoogerheide, F Kleibergen, HK van Dijk
Journal of Econometrics 138 (1), 63-103, 2007
752007
Forecast accuracy and economic gains from Bayesian model averaging using time‐varying weights
L Hoogerheide, R Kleijn, F Ravazzolo, HK Van Dijk, M Verbeek
Journal of Forecasting 29 (1‐2), 251-269, 2010
692010
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
L Hoogerheide, A Opschoor, HK Van Dijk
Journal of Econometrics 171 (2), 101-120, 2012
662012
GARCH models for daily stock returns: Impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
D Ardia, LF Hoogerheide
Economics Letters 123 (2), 187-190, 2014
652014
Genome-wide analysis of macrosatellite repeat copy number variation in worldwide populations: evidence for differences and commonalities in size distributions and size restrictions
M Schaap, RJLF Lemmers, R Maassen, PJ van der Vliet, LF Hoogerheide, ...
BMC genomics 14, 1-12, 2013
572013
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
D Ardia, N Baştürk, L Hoogerheide, HK Van Dijk
Computational Statistics & Data Analysis 56 (11), 3398-3414, 2012
552012
Adaptive mixture of Student-t distributions as a flexible candidate distribution for efficient simulation: The R package AdMit
D Ardia, LF Hoogerheide, HK Van Dijk
Journal of Statistical Software 29, 1-32, 2009
452009
Are education and entrepreneurial income endogenous? A Bayesian analysis
JH Block, L Hoogerheide, R Thurik
Entrepreneurship Research Journal 2 (3), 2012
332012
Forecast density combinations of dynamic models and data driven portfolio strategies
N Baştürk, A Borowska, S Grassi, L Hoogerheide, HK van Dijk
Journal of Econometrics 210 (1), 170-186, 2019
322019
Bayesian analysis of instrumental variable models: Acceptance-rejection within Direct Monte Carlo
A Zellner, T Ando, N Baştürk, L Hoogerheide, HK Van Dijk
Econometric Reviews 33 (1-4), 3-35, 2014
322014
Simulation‐Based Bayesian Econometric Inference: Principles and Some Recent Computational Advances
LF Hoogerheide, HK Van Dijk, RD Van Oest
Handbook of computational econometrics, 215-280, 2009
272009
Admit: adaptive mixtures of student-t distributions
D Ardia, LF Hoogerheide, HK van Dijk
The R Journal 1 (1), 25-30, 2009
192009
Essays on Neural Network Sampling Methods and Instrumental Variables
L Hoogerheide
Rozenberg Publishers, 2006
192006
Efficient Bayesian estimation and combination of GARCH-type models
D Ardia, LF Hoogerheide
182010
Possible Ill-behaved Posteriors in Econometric Models: On the Connection Between Model Structures, Non-elliptical Credible Sets and Neural Network Simulation Techniques
LF Hoogerheide, HK Dijk
Tinbergen Institute, 2008
17*2008
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