Didier Nibbering

Erasmus University Rotterdam (EUR) - Department of Econometrics

P.O. Box 1738

3000 DR Rotterdam

Netherlands

SCHOLARLY PAPERS

4

DOWNLOADS

312

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Forecasting Using Random Subspace Methods

Tinbergen Institute Discussion Paper 16-073/III
Number of pages: 57 Posted: 06 Sep 2016 Last Revised: 22 Oct 2017
Tom Boot and Didier Nibbering
Erasmus University Rotterdam (EUR) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 102 (261,852)

Abstract:

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dimension reduction, forecasting, random subspace

2.

What Do Professional Forecasters Actually Predict?

Tinbergen Institute Discussion Paper 15-095/III
Number of pages: 51 Posted: 08 Aug 2015 Last Revised: 22 Oct 2017
Didier Nibbering, Richard Paap and Michel van der Wel
Erasmus University Rotterdam (EUR) - Department of Econometrics, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam
Downloads 86 (292,348)

Abstract:

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forecast evaluation, Survey of Professional Forecasters, expert forecast, trend-cycle decomposition, state space modeling, Baxter-King filter

3.

A Bayesian Infinite Hidden Markov Vector Autoregressive Model

Tinbergen Institute Discussion Paper 16-107/III
Number of pages: 49 Posted: 08 Dec 2016 Last Revised: 22 Oct 2017
Didier Nibbering, Richard Paap and Michel van der Wel
Erasmus University Rotterdam (EUR) - Department of Econometrics, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam
Downloads 83 (298,753)

Abstract:

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Time-Varying Parameter Vector Autoregressive Model, Semi-parametric Bayesian Inference, Dirichlet Process Mixture Model, Hidden Markov Chain, Monetary Policy Analysis, Real-time Forecasting

4.

Inference in High-Dimensional Linear Regression Models

Tinbergen Institute Discussion Paper 2017-032/III
Number of pages: 50 Posted: 16 Mar 2017 Last Revised: 22 Oct 2017
Tom Boot and Didier Nibbering
University of Groningen and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 41 (421,054)

Abstract:

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high-dimensional regression, confidence intervals, Moore-Penrose pseudoinverse, random projection, ridge regression