H. V. Dijk

Economics and Econometrics · 1976–2018

A researcher in the Science corpus: 7 papers; trusts 28 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 26 citations into it; #10,655 of 23,481 by trust here, #12,103 by citations
• Statistics and Probability — 16 citations into it
• Management Science and Operations Research — 15 citations into it; #6,468 of 11,946 by trust here, #9,383 by citations
• Finance — 11 citations into it; #5,675 of 10,518 by trust here, #6,419 by citations
• Artificial Intelligence — 6 citations into it
• Global and Planetary Change — 5 citations into it

Whom H. V. Dijk trusts overall

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

1. Robert F. Engle
2. Teruo Nakatsuma
3. David Ardia
4. Stuart Geman
5. Alexander J. McNeil
6. Paul Glasserman
7. Mattias Villani
8. Todd E. Clark
9. Andrew S. Harvey
10. K. Wallis

Who trusts H. V. Dijk overall

1. Mattias Villani
2. Yuling Yao
3. Hyun-woo Koh
4. Lennart F. Hoogerheide
5. Marek Jarociński
6. Aki Vehtari

Papers from H. V. Dijk's perspective

Ordered by how strongly the researchers H. V. Dijk trusts endorse each paper. Same corpus, a different order for every researcher.

1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
2. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
3. Combining probability forecasts
4. Combining density forecasts
5. Assessment and Propagation of Model Uncertainty
6. Adaptive Mixtures of Local Experts
7. Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods
8. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
9. Combination forecasts of output growth in a seven-country data set
10. Bayes factors

Their papers

• The Evolution of Forecast Density Combinations in Economics (2018) — 62 citations
• Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive Distributions (2018) — 82 citations
• Trends and cycles in economic time series: A Bayesian approach (2005) — 136 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
• Econometric Methods with Applications in Business and Economics (2004) — 395 citations
• Bayesian estimates of equation system parameters, An application of integration by Monte Carlo (1976)