Education and entrepreneurial choice: An instrumental variables analysis JH Block, L Hoogerheide, R Thurik International Small Business Journal 31 (1), 23-33, 2013 | 236 | 2013 |
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 | 126 | 2007 |
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 | 110 | 2012 |
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 | 99 | 2010 |
Bayesian estimation of the garch (1, 1) model with student-t innovations D Ardia, LF Hoogerheide | 86 | 2009 |
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 | 76 | 2007 |
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 | 71 | 2010 |
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 | 65 | 2014 |
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 | 65 | 2012 |
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 | 57 | 2012 |
A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods D David, N Basturk, L Hoogerheide, H van Dijk Discussion paper/Tinbergen Institute, 1-33, 2010 | 57 | 2010 |
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), 143, 2013 | 56 | 2013 |
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 (3), 1-32, 2009 | 45 | 2009 |
Are education and entrepreneurial income endogenous? A Bayesian analysis JH Block, L Hoogerheide, R Thurik Entrepreneurship Research Journal 2 (3), 2012 | 32 | 2012 |
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 | 31 | 2019 |
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 | 31 | 2014 |
Simulation based Bayesian econometric inference: principles and some recent computational advances LF Hoogerheide, HK Van Dijk, RD Van Oest Chapter 7, 215-280, 2009 | 26 | 2009 |
AdMit: Adaptive mixtures of Student-t distributions D Ardia, LF Hoogerheide, HK Van Dijk The R Journal 1 (1), 25-30, 2009 | 19 | 2009 |
Essays on Neural Network Sampling Methods and Instrumental Variables L Hoogerheide Rozenberg Publishers, 2006 | 19 | 2006 |
Efficient Bayesian estimation and combination of GARCH-type models D Ardia, LF Hoogerheide Rethinking Risk Measurement and Reporting: Examples and Applications from …, 2010 | 18 | 2010 |