Herman K. van Dijk

According to our database, Herman K. van Dijk authored at least 11 papers between 2007 and 2016.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2016

CFEnetwork: The annals of computational and financial econometrics, 3rd issue.

Erricos John Kontoghiorghes, Herman K. van Dijk

Comput. Stat. Data Anal., 2016

2014

CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue.

Erricos John Kontoghiorghes, Herman K. van Dijk, David A. Belsley, Tim Bollerslev, Francis X. Diebold, Jean-Marie Dufour, Robert F. Engle, Andrew Harvey, Siem Jan Koopman, Hashem Pesaran, Peter C. B. Phillips, Richard J. Smith, Mike West, Qiwei Yao, Alessandra Amendola, Monica Billio, Cathy W. S. Chen, Carl Chiarella, Ana Colubi, Manfred Deistler, Christian Francq, Marc Hallin, Eric Jacquier, Kenneth Judd, Gary Koop, Helmut Lütkepohl, James G. MacKinnon, Stefan Mittnik, Yasuhiro Omori, D. S. G. Pollock, Tommaso Proietti, Jeroen V. K. Rombouts, Olivier Scaillet, Willi Semmler, Mike K. P. So, Mark F. J. Steel, Robert Taylor, Elias Tzavalis, Jean-Michel Zakoian, H. Peter Boswijk, Alessandra Luati, John M. Maheu

Comput. Stat. Data Anal., 2014

2012

The Annals of Computational and Financial Econometrics, first issue.

David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Luc Bauwens, Siem Jan Koopman, Michael McAleer, Alessandra Amendola, Monica Billio, Christophe Croux, Cathy W. S. Chen, Russell Davidson, Pierre Duchesne, Paolo Foschi, Christian Francq, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc S. Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis

Comput. Stat. Data Anal., 2012

The sixth special issue on computational econometrics.

David A. Belsley, Cathy W. S. Chen, Christian Francq, Giampiero M. Gallo, Lynda Khalaf, Erricos John Kontoghiorghes, Herman K. van Dijk

Comput. Stat. Data Anal., 2012

A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood.

David Ardia, Nalan Bastürk, Lennart F. Hoogerheide, Herman K. van Dijk

Comput. Stat. Data Anal., 2012

2011

Simulation Based Bayes Procedures for Model Structures with Non-Elliptical Posteriors.

Lennart F. Hoogerheide, Herman K. van Dijk

Proceedings of the International Encyclopedia of Statistical Science, 2011

2010

The Fifth Special Issue on Computational Econometrics.

David A. Belsley, Pierre Duchesne, George Kapetanios, Erricos John Kontoghiorghes, Marc S. Paolella, Herman K. van Dijk

Comput. Stat. Data Anal., 2010

2009

AdMit.

David Ardia, Lennart F. Hoogerheide, Herman K. van Dijk

R J., 2009

The fourth special issue on Computational Econometrics.

David A. Belsley, Russell Davidson, Erricos John Kontoghiorghes, James G. MacKinnon, Herman K. van Dijk

Comput. Stat. Data Anal., 2009

2008

Special Issue on Statistical and Computational Methods in Finance.

Alessandra Amendola, David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Yasuhiro Omori, Eric Zivot

Comput. Stat. Data Anal., 2008

2007

Computational techniques for applied econometric analysis of macroeconomic and financial processes.

John Geweke, Patrick J. F. Groenen, Richard Paap, Herman K. van Dijk

Comput. Stat. Data Anal., 2007