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Publications by H. K. van Dijk

Parallelization Experience With Four Canonical Econometric Models Using ParMitISEM

SSRN Electronic Journal

English

The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference

SSRN Electronic Journal

English

Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance

SSRN Electronic Journal

English

Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models With Reduced Rank

SSRN Electronic Journal

English

Interactions Between Eurozone and US Booms and Busts: A Bayesian Panel Markov-Switching VAR Model

SSRN Electronic Journal

English

Historical Developments in Bayesian Econometrics After Cowles Foundation Monographs 10, 14

SSRN Electronic Journal

English

Interactions Between Eurozone and US Booms and Busts: A Bayesian Panel Markov-Switching VAR Model

SSRN Electronic Journal

English

Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo

English

Robust Optimization of the Equity Momentum Strategy

SSRN Electronic Journal

English