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2019

Forecast density combinations of dynamic models and data driven portfolio strategies

Bastürk, N., Borowska, A., Grassi, S., Hoogerheide, L. & van Dijk, H. K., May 2019, In : Journal of Econometrics. 210, 1, p. 170-186 17 p.

Research output: Contribution to journalArticleAcademicpeer-review

2017

Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank

Bastürk, N., Hoogerheide, L. & van Dijk, H. K., Sep 2017, In : Bayesian Analysis. 12, 3, p. 879-917

Research output: Contribution to journalArticleAcademicpeer-review

Open Access

The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference

Basturk, N., Grassi, S., Hoogerheide, L., Opschoor, A. & van Dijk, H. K., Jul 2017, In : Journal of Statistical Software. 79, 1, p. 1-40

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
2016

Parallelization experience with four canonical econometric models using ParMitISEM

Bastürk, N., Grassi, S., Hoogerheide, L. & van Dijk, H. K., Mar 2016, In : Econometrics. 4, 1, 20 p., 11.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
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146 Downloads (Pure)
2014

BAYESIAN ANALYSIS OF INSTRUMENTAL VARIABLE MODELS: ACCEPTANCE-REJECTION WITHIN DIRECT MONTE CARLO

Zellner, A., Ando, T., Basturk, N., Hoogerheide, L. & van Dijk, H. K., 10 Feb 2014, In : Econometric Reviews. 33, 1-4, p. 3-35

Research output: Contribution to journalArticleAcademicpeer-review

3 Citations (Scopus)

Estimation of flexible fuzzy GARCH models for conditional density estimation

Almeida, R. J., Baştürk, N., Kaymak, U. & Sousa, J. M. C., 1 Jan 2014, In : Information Sciences. 267, p. 252-266

Research output: Contribution to journalArticleAcademicpeer-review

5 Citations (Scopus)

On the rise of Bayesian econometrics after Cowles Foundation Monographs 10, 14

Baştürk, N., Çakmak, C., Pinar Ceyhan, S. & van Dijk, H. K., 1 Jan 2014, In : Oeconomia. 4, 3, p. 381-447

Research output: Contribution to journalArticleAcademicpeer-review

Posterior-predictive evidence on US inflation using extended Phillips curve models with non-filtered data

Baştürk, N., Çakmak, C., Pinar Ceyhan, S. & van Dijk, H. K., Nov 2014, In : Journal of Applied Econometrics. 29, 7, p. 1164-1182

Research output: Contribution to journalArticleAcademicpeer-review

6 Citations (Scopus)
2013

Genome-wide analysis of macrosatellite repeat copy number variation in worldwide populations: evidence for differences and commonalities in size distributions and size restrictions

Schaap, M., Lemmers, R. J. L. F., Maassen, R., van der Vliet, P. J., Hoogerheide, L. F., van Dijk, H. K., Basturk, N., de Knijff, P. & van der Maarel, S. M., 4 Mar 2013, In : BMC Genomics. 14, 143.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
17 Citations (Scopus)

Hit-And-Run enables efficient weight generation for simulation-based multiple criteria decision analysis

Tervonen, T., van Vakenhoef, G., Basturk, N. & Postmus, D., 1 Feb 2013, In : European Journal of Operational Research. 224, 3, p. 552-559

Research output: Contribution to journalArticleAcademicpeer-review

32 Citations (Scopus)
2012

A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihoods

Ardia, D., Bastürk, N., Hoogerheide, L. F. & van Dijk, H. K., 2012, In : Computational Statistics & Data Analysis. 56, 11, p. 3398-3414

Research output: Contribution to journalArticleAcademicpeer-review

8 Citations (Scopus)

Structural differences in economic growth: An endogenous clustering approach

Bastürk, N., Paap, R. & van Dijk, D., 2012, In : Applied Economics. 44, 1, p. 119-134

Research output: Contribution to journalArticleAcademicpeer-review

1 Citation (Scopus)