Lennart F. Hoogerheide

Economics and Econometrics · 2006–2018

A researcher in the Science corpus: 5 papers; trusts 15 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 24 citations into it; #15,099 of 23,481 by trust here, #12,444 by citations
• Management of Technology and Innovation — 16 citations into it
• Statistics and Probability — 10 citations into it
• Finance — 6 citations into it; #7,115 of 10,518 by trust here, #9,371 by citations

Whom Lennart F. Hoogerheide trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert F. Engle
2. Teruo Nakatsuma
3. David Ardia
4. Mattias Villani
5. Stuart Geman
6. Alexander J. McNeil
7. F. Kleibergen
8. Paul Glasserman
9. Donald Geman
10. Rüdiger Frey

Who trusts Lennart F. Hoogerheide overall

1. Yuling Yao
2. Aki Vehtari
3. Andrew Gelman
4. Shira Mitchell
5. Daniel P. Simpson

Papers from Lennart F. Hoogerheide's perspective

Ordered by how strongly the researchers Lennart F. Hoogerheide trusts endorse each paper. Same corpus, a different order for every researcher.

1. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
3. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
4. Matrix Differential Calculus with Applications in Statistics and Econometrics
5. BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION (Econometric Theory)
6. Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
7. Instrumental Variables Regression with Weak Instruments
8. Using Stacking to Average Bayesian Predictive Distributions (with Discussion) (Bayesian Analysis)
9. Smoothly mixing regressions
10. Financial Risk Management with Bayesian Estimation of GARCH Models

Their papers

• Education and entrepreneurial choice: An instrumental variables analysis (2010) — 171 citations
• Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive Distributions (2018) — 82 citations
• Family background variables as instruments for education in income regressions: A Bayesian analysis (2012) — 79 citations
• Bayesian Forecasting of Value at Risk and Expected Shortfall Using Adaptive Importance Sampling (2010) — 73 citations
• Natural conjugate priors for the instrumental variables regression model applied to the Angrist–Krueger data (2006) — 60 citations