Cees Diks

Accelerating Markov Chain Monte Carlo Simulation by Differential Evolution with Self-Adaptive Randomized Subspace Sampling

Jasper A. Vrugt, Cajo J. F. ter Braak, Cees Diks et al. · International Journal of Nonlinear Sciences and Numerical Simulation · 2009 · 1.2K citations

Stochastic Simulation, Differential Evolution, Engineering +10

A new statistic and practical guidelines for nonparametric Granger causality testing

Cees Diks, Valentyn Panchenko · Journal of Economic Dynamics and Control · 2006 · 943 citations

Nonparametric Granger Causality, Finance, New Statistic +8

Improved treatment of uncertainty in hydrologic modeling: Combining the strengths of global optimization and data assimilation

Jasper A. Vrugt, Cees Diks, Hoshin V. Gupta et al. · Water Resources Research · 2005 · 604 citations

Hydrologic Modeling, Hydrological Prediction, Engineering +21

The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality

Stelios Bekiros, Cees Diks · Energy Economics · 2008 · 349 citations

Economics, Financial Economics, Crude Oil Spot +14

A Note on the Hiemstra-Jones Test for Granger Non-causality

Cees Diks, Valentyn Panchenko · Studies in Nonlinear Dynamics and Econometrics · 2005 · 242 citations

Granger Non-causality, Time Series Econometrics, Causal Inference +16