Concepedia

Roy van der Weide

RV

13

Publications

974

Citations

13

H-Index

2002

Active since

Affiliations

University of Amsterdam(Current)

Tinbergen Institute

World Bank Group

Roy van der Weide is an author at University of Amsterdam specializing in statistics, engineering, and business.

Top concepts

StatisticsBusinessEngineeringEconomicsPublic HealthEstimation TheoryMemoryFinancePovertyAttention

Publications per year

2002–2023

13

Publications

13

GO‐GARCH: a multivariate generalized orthogonal GARCH model

Roy van der Weide · Journal of Applied Econometrics · 2002 · 479 citations

Parameter Estimation, Multivariate Stochastic Volatility, Multivariate Garch Model +15

Herding, a-synchronous updating and heterogeneity in memory in a CBS

Cees Diks, Roy van der Weide · Journal of Economic Dynamics and Control · 2004 · 97 citations

Storage (Memory), Cognitive Science, Neuropsychology +11

Inequality is Bad for Growth of the Poor (but Not for That of the Rich)

Roy van der Weide, Branko Milanović · The World Bank Economic Review · 2018 · 70 citations

Population Poverty, Economic Development, Income Justice +23

E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics

Cees Diks, Cars Hommes, Valentyn Panchenko et al. · Computational Economics · 2008 · 56 citations · Full text

Engineering, High-dimensional Chaos, Dynamic Economics +20

Method of moments estimation of GO-GARCH models

H. Peter Boswijk, Roy van der Weide · Journal of Econometrics · 2010 · 51 citations

Moments Estimation, Parameter Estimation, Engineering +4

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