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GARCH Models for Daily Stock Returns: Impact of Estimation Frequency on Value-at-Risk and Expected Shortfall Forecasts,
David Ardia and Lennart Hoogerheide,
from Tinbergen Institute
(2013)
Keywords: GARCH, Value-at-Risk, Expected Shortfall, equity, frequency, false discovery rate
Note on neural network sampling for Bayesian inference of mixture processes,
Lennart Hoogerheide and Herman van Dijk,
from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
(2007)
Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration,
Lennart Hoogerheide and Herman van Dijk,
from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
(2001)
Keywords: Cointegration, Likelihood ratio test, Overidentification, Singular value decomposition
A reconsideration of the Angrist-Krueger analysis on returns to education,
Lennart Hoogerheide and Herman van Dijk,
from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
(2006)
Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling,
Lennart Hoogerheide and Herman van Dijk,
in International Journal of Forecasting
(2010)
Keywords: Value at Risk Expected Shortfall Numerical standard error Importance sampling Mixture of Student-t distributions Variance reduction technique
Stock index returns’ density prediction using GARCH models: Frequentist or Bayesian estimation?,
David Ardia, Hoogerheide Lennart and Corré Nienke,
from University Library of Munich, Germany
(2011)
Keywords: GARCH; Bayesian; KLIC; censored likelihood
GARCH models for daily stock returns: Impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts,
David Ardia and Lennart F. Hoogerheide,
in Economics Letters
(2014)
Keywords: GARCH; Value-at-Risk; Expected Shortfall; Equity; Frequency; False discovery rate;
Functional Approximations to Likelihoods/Posterior Densities: A Neural Network Approach to Efficient Sampling,
Lennart F. Hoogerheide and Johan F. Kaashoek,
from Society for Computational Economics
(2004)
Keywords: Markov chain Monte Carlo, importance sampling, neural networks, Bayesian inference
Efficient Bayesian estimation and combination of GARCH-type models,
David Ardia and Lennart F. Hoogerheide,
from University Library of Munich, Germany
(2010)
Keywords: GARCH; Bayesian inference; MCMC; marginal likelihood; Bayesian model averaging; adaptive mixture of Student-t distributions; importance sampling.
Worldwide equity risk prediction,
David Ardia and Lennart F. Hoogerheide,
in Applied Economics Letters
(2013)
Are Education and Entrepreneurial Income Endogenous? A Bayesian Analysis,
Joern Block, Hoogerheide Lennart and Roy Thurik,
in Entrepreneurship Research Journal
(2012)
Keywords: education, income, entrepreneurship, self-employment, endogeneity, instrumentalvariables, Bayesian analysis
Family background variables as instruments for education in income regressions: A Bayesian analysis,
Lennart Hoogerheide, Joern Block and Roy Thurik,
in Economics of Education Review
(2012)
Keywords: Education; Family background variables; Earnings; Income; Instrumental variables; Bayesian analysis; Exclusion restriction;
Possibly Ill-behaved Posteriors in Econometric Models,
Lennart Hoogerheide and Herman van Dijk,
from Tinbergen Institute
(2008)
Keywords: instrumental variables; vector error correction model; mixture model; importance sampling; Markov chain Monte Carlo; neural network
Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling,
Lennart Hoogerheide and Herman van Dijk,
from Tinbergen Institute
(2008)
Keywords: Value at Risk, Expected Shortfall, numerical accuracy, numerical standard error, importance sampling, mixture of Student-t distributions, variance reduction technique
Education and Entrepreneurial Choice: An Instrumental Variables Analysis,
Joern Block, Lennart Hoogerheide and Roy Thurik,
from Tinbergen Institute
(2010)
Keywords: Occupational choice, entrepreneurial choice, education, self-employment, endogeneity, instrumental variables
Are Education and Entrepreneurial Income Endogenous and do Family Background Variables make Sense as Instruments? A Bayesian Analysis,
Joern Block, Lennart Hoogerheide and Roy Thurik,
from Tinbergen Institute
(2010)
Keywords: Education, income, entrepreneurship, self-employment, endogeneity, instrumental variables, Bayesian analysis, family background variables
Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations,
David Ardia and Lennart F. Hoogerheide,
from Tinbergen Institute
(2010)
Keywords: Bayesian, Markov Chain Monte Carlo, GARCH, Student-t, R software
Efficient Bayesian Estimation and Combination of GARCH-Type Models,
David Ardia and Lennart F. Hoogerheide,
from Tinbergen Institute
(2010)
Keywords: GARCH, marginal likelihood, Bayesian model averaging, adaptive mixture of Student-t distributions, importance sampling
Family Background Variables as Instruments for Education in Income Regressions: A Bayesian Analysis,
Lennart Hoogerheide, Joern Block and Roy Thurik,
from Tinbergen Institute
(2010)
Keywords: education; family background variables; earnings; income; instrumental variables; Bayesian analysis
Worldwide equity Risk Prediction,
David Ardia and Lennart F. Hoogerheide,
from CIRPEE
(2013)
Keywords: GARCH, value-at-risk, equity, worldwide, false discovery rate
Cross-Sectional Distribution of GARCH Coefficients across S&P 500 Constituents: Time-Variation over the Period 2000-2012,
David Ardia and Lennart F. Hoogerheide,
from CIRPEE
(2013)
Keywords: GARCH, GJR, equity, leverage effect, S&P 500 universe
Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive Distributions,
Lennart (L.F.) Hoogerheide and Herman van Dijk,
from Tinbergen Institute
(2018)
Keywords: Bayesian learning; predictive density combinations
Neural network approximations to posterior densities: an analytical approach,
Lennart Hoogerheide, Johan Kaashoek and Herman van Dijk,
from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
(2003)
Keywords: Bayesian inference, Markov chain Monte Carlo, importance sampling, neural networks
Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models,
Lennart Hoogerheide, Johan Kaashoek and Herman van Dijk,
from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
(2004)
Keywords: Bayesian inference, Markov chain Monte Carlo, importance sample, neural networks
The AdMit Package,
David David, Lennart Hoogerheide and Herman van Dijk,
from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
(2008)
Keywords: Bayesian, R software, adaptive mixture, importance sampling, independence chain Metropolis-Hasting algorithm, student-t distribution
Functional approximations to posterior densities: a neural network approach to efficient sampling,
Lennart Hoogerheide, Johan Kaashoek and Herman van Dijk,
from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
(2002)
Keywords: Bayesian inference, Markov chain Monte Carlo, importance sampling, neural networks
Simulation based bayesian econometric inference: principles and some recent computational advances,
Lennart Hoogerheide, Herman van Dijk and Rutger van Oest,
from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
(2007)
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood,
David Ardia, Nalan Baştürk, Lennart Hoogerheide and Herman van Dijk,
in Computational Statistics & Data Analysis
(2012)
Keywords: Marginal likelihood; Bayes factor; Importance sampling; Bridge sampling; Adaptive mixture of Student-t distributions;
Density prediction of stock index returns using GARCH models: Frequentist or Bayesian estimation?,
Lennart F. Hoogerheide, David Ardia and Nienke Corré,
in Economics Letters
(2012)
Keywords: GARCH; Bayesian; KLIC; Censored likelihood;
Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit,
David Ardia, Lennart F. Hoogerheide and Herman van Dijk,
in Journal of Statistical Software
(2009)
Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations,
Lennart F. Hoogerheide, Johan F. Kaashoek and Herman van Dijk,
from Society for Computational Economics
(2002)
Keywords: Neural Networks, Gibbs Sampling, Importance Sampling
Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM,
Nalan Baştürk, Stefano Grassi, Lennart Hoogerheide and Herman van Dijk,
in Econometrics
(2016)
Keywords: Importance sampling; parallel computing; MitISEM; MCMC
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data,
Lennart Hoogerheide, Frank Kleibergen and Herman van Dijk,
in Journal of Econometrics
(2007)
Comment,
Lennart Hoogerheide, Francesco Ravazzolo and Herman van Dijk,
in Journal of Business & Economic Statistics
(2011)
Comment,
Lennart Hoogerheide, Francesco Ravazzolo and Herman van Dijk,
in Journal of Business & Economic Statistics
(2012)
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation,
Lennart Hoogerheide, Anne Opschoor and Herman van Dijk,
in Journal of Econometrics
(2012)
Keywords: Mixture of Student-t distributions; Importance sampling; Kullback–Leibler divergence; Expectation Maximization; Metropolis–Hastings algorithm; Predictive likelihood; DCC GARCH; Mixture GARCH; Instrumental variables;
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 networks,
Lennart F. Hoogerheide, Johan F. Kaashoek and Herman van Dijk,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2005)
Keywords: instrumental variables, reduced rank, importance sampling, Markov chain Monte Carlo, neural networks, Bayesian inference, credible sets
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 networks,
Lennart F. Hoogerheide, Johan F. Kaashoek and Herman van Dijk,
in Journal of Econometrics
(2007)
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 networks,
Lennart Hoogerheide, Johan Kaashoek and Herman van Dijk,
from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
(2005)
Keywords: Bayesian inference, Markov chain Monte Carlo, credible sets, importance sampling, instrumental variables, neural networks, reduced rank
Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation,
David Ardia, Keven Bluteau and Hoogerheide Lennart F.,
in Journal of Time Series Econometrics
(2018)
Keywords: bootstrap, GARCH, HAC kernel, numerical standard error (NSE), Monte Carlo, Markov chain Monte Carlo (MCMC), spectral density, value-at-risk, Welch
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 networks,
Lennart F. Hoogerheide, Johan F. Kaashoek and Herman van Dijk,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2007)
Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data,
Lennart Hoogerheide, Frank Kleibergen and Herman van Dijk,
from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
(2006)
Joint Bayesian Analysis of Parameters and States in Nonlinear non‐Gaussian State Space Models,
István Barra, Lennart Hoogerheide, Siem Jan Koopman and Andre Lucas,
in Journal of Applied Econometrics
(2017)
Are Education and Entrepreneurial Income Endogenous and Do Family Background Variables Make Sense as Instruments?: A Bayesian Analysis,
Joern Block, Lennart F. Hoogerheide and Roy Thurik,
from DIW Berlin, The German Socio-Economic Panel (SOEP)
(2010)
Keywords: Education, income, entrepreneurship, self-employment, endogeneity, instrumental variables, Bayesian analysis, family background variables
Adaptive Mixture of Student-t distributions as a Flexible Candidate Distribution for Efficient Simulation: the R Package AdMit,
David Ardia, Lennart F. Hoogerheide and Herman van Dijk,
from Tinbergen Institute
(2008)
Keywords: adaptive mixture; Student-t distributions; importance sampling; independence chain Metropolis-Hasting algorithm; Bayesian; R software
To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods,
David Ardia, Lennart Hoogerheide and Herman van Dijk,
from Tinbergen Institute
(2009)
Keywords: marginal likelihood, Bayes factor, importance sampling, Markov chain Monte Carlo, bridge sampling, adaptive mixture of Student-t distributions
A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood,
David Ardia, Nalan Baştürk, Lennart Hoogerheide and Herman van Dijk,
from Tinbergen Institute
(2010)
Keywords: marginal likelihood, Bayes factor, importance sampling, bridge sampling, adaptive mixture of Student-t distributions
A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation,
Lennart Hoogerheide, Anne Opschoor and Herman van Dijk,
from Tinbergen Institute
(2011)
Keywords: mixture of Student-t distributions, importance sampling, Kullback-Leibler divergence, Expectation Maximization, Metropolis-Hastings algorithm, predictive likelihoods, mixture GARCH models, Value at Risk
Stock Index Returns' Density Prediction using GARCH Models: Frequentist or Bayesian Estimation?,
Lennart F. Hoogerheide, David Ardia and Nienke Corre,
from Tinbergen Institute
(2011)
Keywords: GARCH, Bayesian, KLIC, censored likelihood
Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann,
Lennart F. Hoogerheide, Francesco Ravazzolo and Herman van Dijk,
from Tinbergen Institute
(2011)
Keywords: Value-at-Risk, backtest, optimal revision, forecast rationality
A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation,
Lennart Hoogerheide, Anne Opschoor and Herman van Dijk,
from Tinbergen Institute
(2012)
Keywords: mixture of Student-t distributions, importance sampling, Kullback-Leibler divergence, Expectation Maximization, Metropolis-Hastings algorithm, predictive likelihood, DCC GARCH, mixture GARCH, instrumental variables
The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation,
Nalan Baştürk, Lennart Hoogerheide, Anne Opschoor and Herman van Dijk,
from Tinbergen Institute
(2012)
Keywords: finite mixtures, Student-t distributions, Importance Sampling, MCMC, Metropolis-Hastings algorithm, Expectation Maximization, Bayesian inference, R software
Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation,
Lukasz Gatarek, Lennart Hoogerheide, Koen Hooning and Herman van Dijk,
from Tinbergen Institute
(2014)
Keywords: censored likelihood, censored posterior, censored predictive likelihood, Bayesian Model Averaging, Value at Risk, Metropolis-Hastings algorithm.
A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis,
David Ardia, Lukasz Gatarek and Lennart F. Hoogerheide,
from Tinbergen Institute
(2014)
Keywords: Bootstrap test, GARCH, marginal models, multiple time series, Value-at-Risk
Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices,
Lukasz Gatarek, Lennart Hoogerheide and Herman van Dijk,
from Tinbergen Institute
(2014)
Keywords: Bayesian analysis; cointegration; linear normalization; orthogonal normalization; pairs trading; statistical arbitrage
A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: an Application to Risk Analysis,
David Ardia, Lukasz Gatarek and Lennart F. Hoogerheide,
from CIRPEE
(2014)
Keywords: Bootstrap test, GARCH, Marginal models,Multiple time series, Value-at-Risk
Parallelization Experience with Four Canonical Econometric Models using ParMitISEM,
Nalan Baştürk, Stefano Grassi, Lennart Hoogerheide and Herman van Dijk,
from Tinbergen Institute
(2016)
Keywords: finite mixtures, Student-t distributions, Importance Sampling, MCMC, Metropolis-Hastings algorithm, Expectation Maximization, Bayesian inference
Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies,
Nalan Baştürk, Stefano Grassi, Lennart Hoogerheide and Herman van Dijk,
from Tinbergen Institute
(2016)
Keywords: Nonlinear, non-gaussian state space, filters, density combinations, bayesian modeling, equity momentum
Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank,
Nalan Baştürk, Lennart Hoogerheide and Herman van Dijk,
from Tinbergen Institute
(2017)
Keywords: Bayesian analysis, reduced rank, lasso priors, shrinkage, Bayesian mixtures
Bayesian Risk Forecasting for Long Horizons,
Agnieszka Borowska, Lennart Hoogerheide and Siem Jan Koopman,
from Tinbergen Institute
(2019)
Keywords: Bayesian inference, forecasting, importance sampling, numerical accuracy, long run risk, Value-at-Risk, Expected Shortfall
Bayes estimates of multimodal density features using DNA and Economic Data,
Nalan Basturk, Lennart Hoogerheide and Herman van Dijk,
from Tinbergen Institute
(2021)
Keywords: Multimodality, mixtures, Markov Chain Monte Carlo, Bayesian Inference
Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models,
István Barra, Lennart Hoogerheide, Siem Jan Koopman and Andre Lucas,
from Tinbergen Institute
(2016)
Keywords: Bayesian inference, importance sampling, Monte Carlo estimation, Metropolis-Hastings algorithm, mixture of Student's t-distributions
Bayesian analysis of boundary and near-boundary evidence in econometric models with reduced rank,
Nalan Baştürk, Lennart Hoogerheide and Herman van Dijk,
from Norges Bank
(2017)
Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices,
David Ardia, Lukasz T. Gatarek, Lennart Hoogerheide and Herman van Dijk,
in Econometrics
(2016)
Keywords: Bayesian analysis; cointegration; linear normalization; orthogonal normalization; pairs trading; statistical arbitrage
Correction: Ardia, D., et al. Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. Econometrics 2016, 4, 14,
David Ardia, Lukasz T. Gatarek, Lennart Hoogerheide and Herman van Dijk,
in Econometrics
(2020)
Keywords: n/a
Bayesian mode inference for discrete distributions in economics and finance,
Jamie L. Cross, Lennart Hoogerheide, Paul Labonne and Herman K. van Dijk,
in Economics Letters
(2024)
Keywords: Bayesian inference; Mixture models; Mode inference; Multimodality; Shifted-Poisson;
The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference,
Nalan Baştürk, Stefano Grassi, Lennart Hoogerheide, Anne Opschoor and Herman van Dijk,
in Journal of Statistical Software
(2017)
Simulation based Bayesian econometric inference: principles and some recent computational advances,
Lennart F. Hoogerheide, Herman van Dijk and Rutger D. van Oest,
from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
(2007)
Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights,
Lennart Hoogerheide, Richard Kleijn, Francesco Ravazzolo, Herman van Dijk and Marno Verbeek,
in Journal of Forecasting
(2010)
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo,
Arnold Zellner, Tomohiro Ando, Nalan Baştük, Lennart Hoogerheide and Herman van Dijk,
in Econometric Reviews
(2014)
Partially censored posterior for robust and efficient risk evaluation,
Agnieszka Borowska, Lennart Hoogerheide, Siem Jan Koopman and Herman van Dijk,
in Journal of Econometrics
(2020)
Keywords: Bayesian inference; Censored likelihood; Censored posterior; Partially censored posterior; Misspecification; Density forecasting; Markov chain Monte Carlo; Importance sampling; Mixture of Student’s t; Value-at-Risk; Expected Shortfall;
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights,
Lennart Hoogerheide, Richard Kleijn, Francesco Ravazzolo, Herman van Dijk and Marno Verbeek,
from Tinbergen Institute
(2009)
Keywords: forecast combination, Bayesian model averaging, time varying model weights, portfolio optimization, business cycle
Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo,
Arnold Zellner, Tomohiro Ando, Nalan Baştürk, Lennart Hoogerheide and Herman van Dijk,
from Tinbergen Institute
(2011)
Keywords: Instrumental Variables, Errors in Variables, Simultaneous Equations Model, Bayesian estimation, Direct Monte Carlo, Hybrid Mixture Sampling
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo,
Arnold Zellner, Tomohiro Ando, Nalan Baştürk, Lennart Hoogerheide and Herman van Dijk,
from Tinbergen Institute
(2012)
Keywords: Instrumental variables, Bayesian inference, Direct Monte Carlo, Acceptance-Rejection, numerical standard errors
The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference,
Nalan Baştürk, Stefano Grassi, Lennart Hoogerheide, Anne Opschoor and Herman van Dijk,
from Tinbergen Institute
(2017)
Keywords: finite mixtures, Student-t densities, importance sampling, MCMC, Metropolis-Hastings algorithm, expectation maximization, Bayesian inference, R-software
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies,
Nalan Baştürk, Agnieszka Borowska, Stefano Grassi, Lennart (L.F.) Hoogerheide and Herman van Dijk,
from Tinbergen Institute
(2018)
Keywords: forecast combination; momentum strategy; filtering methods; Bayes estimates
Partially Censored Posterior for Robust and Efficient Risk Evaluation,
Agnieszka Borowska, Lennart Hoogerheide, Siem Jan Koopman and Herman van Dijk,
from Tinbergen Institute
(2019)
Keywords: Bayesian inference, censored likelihood, censored posterior, partially censored posterior, misspecification, density forecasting, Markov chain Monte Carlo, importance sampling, mixture of Student's t, Value-at-Risk, Expected Shortfall
Bayesian Mode Inference for Discrete Distributions in Economics and Finance,
Jamie Cross, Lennart Hoogerheide, Paul Labonne and Herman K. van Dijk,
from Tinbergen Institute
(2023)
Keywords: Bayesian Inference, Mixture Models, Mode Inference, Multimodality, Shifted-Poisson.
BayesMultiMode: Bayesian Mode Inference in R,
Nalan Basturk, Jamie Cross, Peter de Knijff, Lennart Hoogerheide, Paul Labonne and Herman K van Dijk,
from Tinbergen Institute
(2023)
Keywords: multimodality, mixture distributions, Bayesian estimation, sparse finite mixtures, R
Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics,
Jamie L. Cross, Lennart Hoogerheide, Paul Labonne and Herman K. van Dijk,
from Tinbergen Institute
(2024)
Keywords: Count data, multimodality, mixtures, shifted negative binomial, Markov chain Monte Carlo, Bayesian inference, sparse finite mixture
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight,
Lennart Hoogerheide, Richard Kleijn, Francesco Ravazzolo, Herman van Dijk and Marno Verbeek,
from Norges Bank
(2009)
Keywords: Forecast combination, Bayesian model averaging, time varying model weights, portfolio optimization, business cycle
The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference,
Nalan Baştürk, Stefano Grassi, Lennart Hoogerheide, Anne Opschoor and Herman van Dijk,
from Norges Bank
(2017)
Keywords: Finite mixtures, Student-t densities, importance sampling, MCMC, MetropolisHastings algorithm, expectation maximization, Bayesian inference, R software
Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies,
Nalan Baştürk, Agnieszka Borowska, Stefano Grassi, Lennart Hoogerheide and Herman van Dijk,
from Norges Bank
(2018)
Partially Censored Posterior for robust and efficient risk evaluation,
Agnieszka Borowska, Lennart Hoogerheide, Siem Jan Koopman and Herman van Dijk,
from Norges Bank
(2019)
Keywords: Bayesian inference; censored likelihood; censored posterior; partially censored posterior; misspecification; density forecasting; Markov chain Monte Carlo; importance sampling; mixture of Student’s t; Value-at-Risk; Expected Shortfall.
Bayesian Mode Inference for Discrete Distributions in Economics and Finance,
Jamie Cross, Lennart Hoogerheide, Paul Labonne and Herman K. Van Dijk,
from Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School
(2023)
The Global Energy Problem,
Lennart Bengtsson,
in Energy & Environment
(2006)
Protecting ‘Single-Origin Coffee’ within the Global Coffee Market: The Role of Geographical Indications and Trademarks,
Lennart Schussler,
in Estey Centre Journal of International Law and Trade Policy
(2009)
Keywords: Food Consumption/Nutrition/Food Safety, International Relations/Trade
Patterns of Engineering Trade Specialization, 1960-1970, and Sweden's Factor Abundance,
Lennart Ohlsson,
in Journal of Political Economy
(1977)
Are Received Risk Perception Models Alive and Well?,
Lennart Sjöberg,
in Risk Analysis
(2002)
On preservation of classes of life distributions under reliability operations: Some complementary results,
Lennart Bondesson,
in Naval Research Logistics Quarterly
(1983)
Absenteeism: A Concept Whose Time Has Come and Gone,
Lennart Arvedson,
in Economic and Industrial Democracy
(1986)
Policies and lessons for reaching indigenous peoples in development programs,
Lennart Bage,
from International Food Policy Research Institute (IFPRI)
(2007)
Keywords: Poverty reduction, Hunger, Rural poverty, Ethnic minorities, MDGs, Policy and program interventions,
Reviews,
Lennart Erixon,
in Economic and Industrial Democracy
(1987)
The Father of the Swedish Model in Memory of Gosta Rehn (1913-96),
Lennart Erixon,
in Economic and Industrial Democracy
(1997)
Limits of Knowledge and the Limited Importance of Trust,
Lennart Sjöberg,
in Risk Analysis
(2001)
Formalizing a new approach to economic policy: Bent Hansen and the Rehn-Meidner model,
Lennart Erixon,
in History of Economic Ideas
(2013)
Can fiscal austerity be expansionary in present-day Europe? The lessons from Sweden,
Lennart Erixon,
in Review of Keynesian Economics
(2015)
Keywords: fiscal austerity, fiscal rules, Swedish stabilization policy, Swedish growth
Recent Trends in the Insurance and the Role of Cooperative Insurance,
Lennart Berg,
from Uppsala - Working Paper Series
(1992)
Keywords: insurance
The Permanent Income Hypotheses and Excess Sensitivity of Consumption - An Empirical Test on Swedish Data,
Lennart Berg,
from Uppsala - Working Paper Series
(1993)
Keywords: financial market ; loans
Prices on the Second-Hand Market for Swedish Family Houses -Correlation, Causation and Determinants,
Lennart Berg,
from Uppsala - Working Paper Series
(2000)
Keywords: HOUSING ; PRICES
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