Herman K. van Dijk

Herman K. van Dijk's AcademicInfluence.com Rankings

Herman K. van Dijk

Economics

#774

World Rank

#922

Historical Rank

Econometrics

#32

World Rank

#33

Historical Rank

economics Degrees

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Economics

Herman K. van Dijk's Degrees

PhD Economics University of Amsterdam
Masters Econometrics University of Amsterdam
Bachelors Econometrics University of Amsterdam

Why Is Herman K. van Dijk Influential?

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According to Wikipedia, Herman Koene van Dijk is a Dutch economist Consultant at the Research Department of Norges Bank and Professor Emeritus at the Econometric Institute of the Erasmus University Rotterdam, known for his contributions in the field of Bayesian analysis.

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Herman K. van Dijk's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Bayesian estimates of equation system parameters, An application of integration by Monte Carlo (1976) (568)
Econometric Methods with Applications in Business and Economics (2004) (388)
A Bayesian analysis of the unit root in real exchange rates (1991) (170)
Distribution and Mobility of Wealth of Nations (1998) (164)
On Bayesian routes to unit roots (1991) (159)
BAYESIAN SIMULTANEOUS EQUATIONS ANALYSIS USING REDUCED RANK STRUCTURES (1998) (142)
Time-Varying Combinations of Predictive Densities Using Nonlinear Filtering (2012) (133)
Trends and cycles in economic time series: A Bayesian approach (2005) (126)
On the Shape of the Likelihood/Posterior in Cointegration Models (1994) (123)
The Oxford Handbook of Bayesian Econometrics (2011) (107)
Further experience in Bayesian analysis using Monte Carlo integration (1980) (104)
Non‐stationarity in garch models: A bayesian analysis (1993) (82)
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods (1988) (73)
Efficient estimation of income distribution parameters (1978) (71)
Natural conjugate priors for the instrumental variables regression model applied to the Angrist–Krueger data (2006) (62)
Bayesian Approaches to Cointegration (2006) (61)
Testing for integration using evolving trend and seasonal models: A Bayesian approach (1999) (55)
Daily Exchange Rate Behaviour and Hedging of Currency Risk (1999) (51)
Combination Schemes for Turning Point Predictions (2011) (44)
The Evolution of Forecast Density Combinations in Economics (2018) (43)
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood (2012) (42)
Neural network pruning applied to real exchange rate analysis (2002) (40)
Classical and Bayesian aspects of robust unit root inference (1995) (40)
Bayesian Model Selection with an Uninformative Prior (2003) (39)
An algorithm for the computation of posterior moments and densities using simple importance sampling (1986) (34)
Interconnections Between Eurozone and US Booms and Busts Using a Bayesian Panel Markov-Switching VAR Model (2016) (33)
Adaptive Radial-based Direction Sampling: Some Flexible and Robust Monte Carlo Integration Methods (2004) (31)
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-Switching VAR Model (2013) (31)
Posterior moments computed by mixed integration (1985) (27)
Bayesian limited information analysis revisited (1990) (27)
Valuing structure, model uncertainty and model averaging in vector autoregressive processes (2004) (23)
Direct cointegration testing in error correction models (1994) (23)
Bayesian Near-Boundary Analysis in Basic Macroeconomic Time-Series Models (2008) (20)
Econometric inference using simulation techniques (1995) (20)
On Bayesian Structural Inference in a Simultaneous Equation Model (2002) (19)
A Bayesian Analysis Of The Unit Root Hypothesis (1989) (18)
POSTERIOR ANALYSIS OF POSSIBLY INTEGRATED TIME SERIES WITH AN APPLICATION TO REAL GNP (1993) (17)
Model uncertainty and Bayesian model averaging in vector autoregressive processes (2006) (16)
Comment on Forecast Rationality Tests Based on Multi-Horizon Bounds (2012) (16)
Inferential Procedures in Stable Distributions for Class Frequency Data on Incomes (1980) (16)
Interconnections between Eurozone and US Booms and Busts Using a Bayesian Panel Markov-Switching VAR Mode (2015) (15)
Monte Carlo Analysis of Skew Posterior Distributions: an Illustrative Econometric Examplet (1983) (15)
SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration (1992) (15)
Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services (1985) (14)
Cyclical Components in Economic Time Series: a Bayesian Approach (2004) (13)
Bayesian model averaging in vector autoregressive processes with an investigation of stability of the US great ratios and risk of a liquidity trap in the USA, UK and Japan (2007) (12)
Improper priors with well defined Bayes Factors (2004) (12)
Bayes model averaging of cyclical decompositions in economic time series (2003) (12)
Bayesian approaches to cointegratrion (2005) (11)
Combining Predictive Densities Using Bayesian Filtering with Applications to US Economic Data (2010) (11)
ADAPTIVE RADIAL-BASED DIRECTION SAMPLING: Some exible and robust Monte Carlo integration methods Econometric Institute Report EI 2003-22 (2003) (10)
A reconsideration of the Angrist-Krueger analysis on returns to education (2006) (10)
Neural networks as econometric tool (2000) (10)
Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration (2001) (9)
A Simple Strategy to Prune Neural Networks with an Application to Economic Time Series (1998) (7)
BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Unorthodox Application of Monte Carlo (1975) (7)
Possibly Ill-behaved Posteriors in Econometric Models: On the Connection between Model Structures, Non-elliptical Credible Sets and Neural Network Simulation Techniques (2008) (7)
Weakly informative priors and well behaved Bayes factors (2005) (7)
Functional approximations to posterior densities: a neural network approach to efficient sampling (2002) (7)
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics (2003) (7)
Posterior analysis of econometric models using Monte Carlo integration = Analyse a posteriori van econometrische modellen met behulp van monte Carlo integratie : proefschrift ter verkrijging van de ... (1984) (6)
Neural network approximations to posterior densities: an analytical approach (2003) (6)
Endogeneity, instruments and identification (2007) (6)
Bayesian model selection for a sharp null and a diffuse alternative with econometric applications (2003) (6)
Dynamic econometric modeling and forecasting in the presence of instability (2013) (6)
Adaptive Polar Sampling (2002) (6)
The Value of Structural Information in the VAR Model (2003) (6)
Special Issue on Statistical and Computational Methods in Finance (2008) (6)
Cyclical components in economic time series (2002) (6)
A neural' network applied to tlie calculation of lyapunov exponents 1 (1994) (5)
Some remarks on the simulation revolution in bayesian econometric inference (1999) (5)
Bayes estimates of the cyclical component in twentieth centruy US gross domestic product (2004) (5)
Editorial introduction on complexity and big data in economics and finance: Recent developments from a Bayesian perspective (2019) (5)
Twentieth century shocks, trends and cycles in industrialized nations (2004) (5)
ON THE DYNAMICS OF BUSINESS CYCLE ANALYSIS: EDITORS' INTRODUCTION (2005) (5)
The fourth special issue on Computational Econometrics (2007) (5)
Neural network analysis of varying trends in real exchange rates (1999) (4)
Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods (2002) (4)
Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index (2011) (4)
Gibbs sampling in econometric practice (2006) (4)
Posterior Analysis Of Klein'S Model (1978) (4)
Ineligibles and eligible non-participants as a double comparison group in regression-discontinuity designs (2018) (4)
A Note on the Detection of Chaos in Medium Sized Time Series (1991) (3)
Bayes Estimates of Markov Trends in PossiblyCointegrated Series : An Application (2002) (3)
Introduction: inference and decision making (2000) (3)
Posterior Moments Of The Klein-Goldberger Model (1982) (3)
AdMit (2009) (3)
Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo (2011) (3)
A Bayesian analysis of the PPP puzzle using an unobserved components model (2001) (3)
Partially Censored Posterior for Robust and Efficient Risk Evaluation (2019) (3)
Comment on “ estimating systems of trending variables”: estimating pushing trends and pulling equilibria (1994) (2)
Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models (2004) (2)
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance (2020) (2)
Computational techniques for applied econometric analysis of macroeconomic and financial processes (2007) (2)
Bayes estimates of multimodal density features using DNA and Economic Data (2021) (2)
On the Variation of Hedging Decisions in Daily Currency Risk Management (2000) (2)
Bayes estimates of muIti‐criteria decision alternatives using Monte Carlo integration (1993) (2)
Bayes Methods and Unit Roots (1994) (2)
Tinbergen, Jan (1903-1994) (2008) (2)
CFEnetwork: The annals of computational and financial econometrics, 3rd issue (2014) (2)
Efficient Computer Generation of Matric-Variate t Drawings with an Application to Bayesian Estimation of Simple Market Models (1993) (2)
Monte Carlo analysis of skew posterior distributions: an econometric example (1983) (2)
A neural network applied to economic time series (1995) (1)
Bayesian analysis of instrumental variable models: The potential of direct Monte Carlo (2012) (1)
CHAPTER 5 Distribution and Mobility of Wealth of Nations (1998) (1)
A cointegration study of aggregate imports using likelihood based testing principles (1999) (1)
A product of multivariate T densities as upper bound for the posterior kernel of simultaneous equation model parameters (1987) (1)
Exceptions to Bartlett’s Paradox (2004) (1)
Turning point detection with bayesian panel Markov-Switching VAR (2016) (1)
Structure and dynamics in econometrics (editors' introduction) (1994) (1)
Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA , UK and Japan . Econometric Institute Report EI 2007-11 (2007) (1)
Note on neural network sampling for Bayesian inference of mixture processes (2007) (1)
Comment on G. E. Mizon, "Modelling Relative Price Variability and Aggregate Inflation in the United Kingdom" (1991) (1)
Adaptive Mixture of Student-t Distributions: The R Package AdMit (2020) (0)
Bayesian Analysis of Stochastic Trends in Structural Time Series Models (1996) (0)
INTRODUCTION TO RECENT ADVANCES IN METHODS AND APPLICATIONS FOR DSGE MODELS (2014) (0)
ON RELIABLE AND EFFICIENT SIMULATION FOR POSSIBLY ILL-BEHAVED ECONOMETRIC POSTERIORS : SOME EXPERIMENTS WITH NEURAL NETWORK SAMPLING WITH APPLICATIONS TO IV MODELS , MIXTURE PROCESSES AND OPTION EVALUATIONS (2007) (0)
Progress and challenges in econometrics (2007) (0)
International conference on econometric inference using simulation techniques (1992) (0)
The Annals of Computational and Financial Econometrics, first issue (2012) (0)
Recent advances in Bayesian econometrics (2004) (0)
Distributional Dynamics using Quartic-based State-Space models (2008) (0)
The AdMit Package (2008) (0)
INFERENCE AND DECISION MAKING (2000) (0)
The sixth special issue on computational econometrics (2010) (0)
To Bridge, to Warp or to Wrap? (2009) (0)
Econometrische analyse van dynamische modellen (1991) (0)
Daily Exchange Rate Behaviour and Daily Exchange Rate Behaviour and Hedging of Currency Risk Hedging of Currency Risk (2001) (0)
Combinations Schemes for Turning Points Predictions (2011) (0)
EXPLORATION VERSUS EXPLOITATION TRADEOFF IN THE PARTIAL FEEDBACK PARADIGM IN DECISION MAKING FROM EXPERIENCE. (2015) (0)
Bayes, Bernoullis, and Basel, Editor’s introduction (1996) (0)
Econometrics and Statistics (2017) (0)
Simulation Based Bayes Procedures for Model Structures with Non-Elliptical Posteriors (2011) (0)
Introduction to econometric inference using simulation techniques (1993) (0)
Explaining Adaptive Radial-Based Direction Sampling (2003) (0)
A PREDICTIVE LIKELIHOOD APPROACH TO POSSIBLE ENDOGENEITY – AN APPLICATION WITH US INCOME-EDUCATION DATA : Trade-off between Estimation Precision and the Necessity of Instruments (2011) (0)
Editors' introduction. First Riverboat conference on Bayesian econometrics and statistics (1996) (0)
Essays over kwantitatieve marketing modellen en Monte Carlo integratie methoden (2000) (0)
"Rotterdam econometrics": publications of the econometric institute 1956-2005 (2006) (0)
Combination schemes for turning point predictions Working Paper (2012) (0)
Adaptive consistent unit root tests based on autoregressive threshold model (2019) (0)
Computational Complexity and Parallelization in Bayesian Econometric Analysis (2016) (0)
Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces (1998) (0)
Essays on Bayesian Inference and Flexible Structural Modeling with applications in Finance and Macroeconomics (2009) (0)
Editor’s Introduction to Bayesian analysis of some econometric and statistical models (1985) (0)
Econometric analysis of dynamic models (1991) (0)
On the Variation of Hedging On the Variation of Hedging Decisions in Daily Currency Risk Decisions in Daily Currency Risk (2001) (0)
Modelling option prices using neural networks (2006) (0)
Shocks, trends and cycles in the twentieth century (2003) (0)
Efficient Sampling from Non-Standard Distributions Using Neural NetworkApproximations (2002) (0)
Evidence on Features and Sources of EMU Business Cycles using Bayesian Panel Markov-switching VAR (2012) (0)

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Herman K. van Dijk's Academic­Influence.com Rankings