Herman K. van Dijk

Herman Koene van Dijk (born 1946) 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. Provided by Wikipedia
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  1. 1
    Adaptive Mixture of Student-t Distributions as a Flexible Candidate Distribution for Efficient Simulation: The R Package AdMit
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    Correction: Ardia, D., <i>et al</i>. Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. <i>Econometrics</i> 2016, <i>4</i>, 14.
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    Computational Complexity and Parallelization in Bayesian Econometric Analysis
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    Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices
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  5. 5
    Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox
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    Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM
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    On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14
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  8. 8
    The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference
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