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van Dijk, H. K.


 SSRN Author Rank: 9,551 by Downloads
 Professor
 

Tinbergen Institute


 Gustav Mahlerplein 117
 Burg. Oudlaan 50
 Amsterdam/Rotterdam, 1082 MS
 Netherlands
 +31104088955 (Phone)
 +31104089031 (Fax)
 HOME PAGE: http://people.few.eur.nl/hkvandijk/
 email address
 professor
 

Econometric Institute


 P.O. Box 1738
 3000 DR Rotterdam
 Netherlands
 +31 10 4088955 (Phone)
 +31 10 4527746 (Fax)
 email address

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. van Dijk, H. K.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,887
Total
Citations
72
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Robust Optimization of the Equity Momentum Strategy | Show Abstract | Download |
Tinbergen Institute Discussion Paper No. 09-011/4
Working Paper Series
Van Oord, Arco
Erasmus University Rotterdam (EUR) - Department of Econometrics
Martens, Martin
Erasmus University Rotterdam (EUR)
van Dijk, H. K.
Tinbergen Institute
Posted:
14 Feb 09
339
(51,324)
 

2.  
Ravazzolo, Francesco
Norges Bank
Verbeek, Marno
Erasmus University - Rotterdam School of Management
van Dijk, H. K.
Tinbergen Institute
Posted:
11 Sep 07
256
(70,577)
4

3.   Incl. Electronic Paper
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Grassi, Stefano
University of Aarhus - CREATES
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
09 Apr 13
Last Revised:
25 Jul 14
225
(81,042)
 

4.  
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
van Dijk, H. K.
Tinbergen Institute
Posted:
03 Oct 08
193
(94,488)
10

5.  
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
van Dijk, H. K.
Tinbergen Institute
Oest, R.D. van
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
25 Jun 07
177
(102,381)
5

6.  
De Pooter, Michiel
Board of Governors of the Federal Reserve System (FRB)
Segers, Rene
Erasmus University Rotterdam (EUR)
van Dijk, H. K.
Tinbergen Institute
Posted:
10 Sep 06
159
(112,972)
2

7.  
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
Kleijn, Richard
affiliation not provided to SSRN
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Verbeek, Marno
Erasmus University - Rotterdam School of Management
Posted:
17 Jul 09
129
(134,853)
7

8.  
Ardia, David
Laval University - Département de Finance et Assurance
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
van Dijk, H. K.
Tinbergen Institute
Posted:
23 Jun 08
Last Revised:
08 Apr 11
104
(158,474)
4

9.  
Time-Varying Combinations of Predictive Densities Using Nonlinear Filtering | Show Abstract | Download |
Tinbergen Institute Discussion Paper 12-118/III
Working Paper Series
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
08 Nov 12
98
(165,100)
2

10.  
Gatarek, Lukasz T.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
van Dijk, H. K.
Tinbergen Institute
Posted:
26 Mar 14
Last Revised:
29 Oct 14
91
(173,552)
 

11.  
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
20 Sep 11
85
(181,199)
1

12.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
24 May 11
82
(185,339)
 

13.  
To Bridge, to Warp or to Wrap? A Comperative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood | Show Abstract | Download |
Computational Statistics and Data Analysis, Forthcoming, TI Discussion Paper No. 09-017/4
Accepted Paper Series
Ardia, David
Laval University - Département de Finance et Assurance
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
van Dijk, H. K.
Tinbergen Institute
Posted:
26 Feb 09
Last Revised:
30 Jul 12
79
(189,657)
1

14.  
Gatarek, Lukasz T.
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
Hooning, Koen
Delft University of Technology
van Dijk, H. K.
Tinbergen Institute
Posted:
17 Apr 13
Last Revised:
10 Mar 14
74
(197,071)
 

15.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
09 Jan 11
67
(208,366)
2

16.   Incl. Electronic Paper
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
22 Aug 11
Last Revised:
07 May 13
63
(215,210)
 

17.  
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
Opschoor, Anne
VU University Amsterdam
van Dijk, H. K.
Tinbergen Institute
Posted:
10 Jan 11
56
(228,357)
3

18.  
Combining Predictive Densities Using Bayesian Filtering with Applications to US Economic Data | Show Abstract | Download |
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 16/WP/2012
Working Paper Series
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
28 Jul 12
Last Revised:
03 Oct 12
52
(236,458)
 

19.  
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
kaashoek, Johan F.
Erasmus University Rotterdam (EUR)
van Dijk, H. K.
Tinbergen Institute
Posted:
27 Jan 06
50
(240,712)
16

20.  
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
Opschoor, Anne
VU University Amsterdam
van Dijk, H. K.
Tinbergen Institute
Posted:
25 Mar 12
48
(245,044)
2

21.  
Basturk, Nalan
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Cakmakli, Cem
University of Amsterdam - Faculty of Economics and Business (FEB)
Ceyhan, Pinar
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
van Dijk, H. K.
Tinbergen Institute
Posted:
06 Dec 13
47
(247,329)
 

22.  
Possibly Ill-Behaved Posteriors in Econometric Models | Show Abstract | Download |
Tinbergen Institute Discussion Paper No. 08-036/4
Working Paper Series
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
van Dijk, H. K.
Tinbergen Institute
Posted:
08 Apr 08
46
(249,558)
4

23.  
AdMit: Adaptive Mixtures of Student-t Distributions | Show Abstract | Download |
The R Journal, Vol. 1, No. 1, pp. 25-30, May 2009
Accepted Paper Series
Ardia, David
Laval University - Département de Finance et Assurance
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
van Dijk, H. K.
Tinbergen Institute
Posted:
16 Jun 10
Last Revised:
08 Apr 11
44
(254,093)
3

24.  
Basturk, Nalan
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
Opschoor, Anne
VU University Amsterdam
van Dijk, H. K.
Tinbergen Institute
Posted:
22 Sep 12
43
(256,431)
 

25.   Incl. Electronic Paper
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
05 Sep 13
Last Revised:
07 Nov 14
42
(258,812)
 

26.  
Strachan, Rodney W.
University of Queensland - School of Economics
van Dijk, H. K.
Tinbergen Institute
Posted:
19 Oct 08
40
(263,696)
1

27.  
Billio, Monica
Ca Foscari University of Venice - Department of Economics
Casarin, Roberto
University Ca' Foscari of Venice - Department of Economics
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
05 Dec 11
33
(282,697)
1

28.  
Zellner, Arnold
University of Chicago, Booth School of Business (Deceased)
Ando, Tomohiro
Keio University - Graduate School of Business Administration
Basturk, Nalan
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Hoogerheide, Lennart F.
Vrije Universiteit Amsterdam - Dept. of Econometrics
van Dijk, H. K.
Tinbergen Institute
Posted:
27 Sep 12
30
(291,922)
2

29.  
Basturk, Nalan
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Cakmakli, Cem
University of Amsterdam - Faculty of Economics and Business (FEB)
Ceyhan, Pinar
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
van Dijk, H. K.
Tinbergen Institute
Posted:
11 Jan 13
26
(305,789)
 

30.  
On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14 | Show Abstract | Download |
Tinbergen Institute Discussion Paper 14-085/III
Working Paper Series
Basturk, Nalan
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Cakmakli, Cem
Koc University
Ceyhan, Pinar
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
van Dijk, H. K.
Tinbergen Institute
Posted:
09 Jul 14
24
(313,607)
 

31.  
Divergent Priors and Well Behaved Bayes Factors | Show Abstract | Download |
Tinbergen Institute Discussion Paper 11-006/4
Working Paper Series
Strachan, Rodney W.
University of Queensland - School of Economics
van Dijk, H. K.
Tinbergen Institute
Posted:
15 Jan 11
20
(330,253)
1

32.  
Strachan, Rodney W.
University of Queensland - School of Economics
van Dijk, H. K.
Tinbergen Institute
Posted:
31 May 10
18
(338,821)
 

33.  
Strachan, Rodney W.
University of Queensland - School of Economics
van Dijk, H. K.
Tinbergen Institute
Posted:
13 Feb 12
15
(351,568)
 

34.  
Basturk, Nalan
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Cakmakli, Cem
University of Amsterdam - Faculty of Economics and Business (FEB)
Ceyhan, Pinar
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
van Dijk, H. K.
Tinbergen Institute
Posted:
18 Jul 13
Last Revised:
03 Apr 14
13
(360,470)
 

35.   Incl. Electronic Paper
Strachan, Rodney W.
University of Queensland - School of Economics
van Dijk, H. K.
Tinbergen Institute
Posted:
21 Mar 12
Last Revised:
24 Jan 13
12
(364,891)
1

36.  
Basturk, Nalan
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Ceyhan, Pinar
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
van Dijk, H. K.
Tinbergen Institute
Posted:
03 Sep 14
5
(394,243)
 

37.  
Combined Density Nowcasting in an Uncertain Economic Environment | Show Abstract | Download |
Tinbergen Institute Discussion Paper 14-152/III
Working Paper Series
Aastveit, Knut Are
Central Bank of Norway
Ravazzolo, Francesco
Norges Bank
van Dijk, H. K.
Tinbergen Institute
Posted:
12 Dec 14
2
(408,886)
 

38.  
Bauwens, Luc
Université catholique de Louvain
Bos, Charles S.
VU University Amsterdam
van Dijk, H. K.
Tinbergen Institute
Oest, R.D. van
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Posted:
14 Apr 05
 

39.  
Koop, Gary
University of Leicester - Department of Economics
van Dijk, H. K.
Tinbergen Institute
Posted:
25 Feb 98
 


Records 1 - 39 of 39 matches
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