关注
Lennart Hoogerheide
标题
引用次数
引用次数
年份
Education and entrepreneurial choice: An instrumental variables analysis
JH Block, L Hoogerheide, R Thurik
International Small Business Journal 31 (1), 23-33, 2013
2362013
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
1262007
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
1102012
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
992010
Bayesian estimation of the garch (1, 1) model with student-t innovations
D Ardia, LF Hoogerheide
862009
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
762007
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
712010
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
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
652012
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
572012
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
572010
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
562013
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
452009
Are education and entrepreneurial income endogenous? A Bayesian analysis
JH Block, L Hoogerheide, R Thurik
Entrepreneurship Research Journal 2 (3), 2012
322012
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
312019
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
312014
Simulation based Bayesian econometric inference: principles and some recent computational advances
LF Hoogerheide, HK Van Dijk, RD Van Oest
Chapter 7, 215-280, 2009
262009
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
Rethinking Risk Measurement and Reporting: Examples and Applications from …, 2010
182010
系统目前无法执行此操作,请稍后再试。
文章 1–20