Herman K. van Dijk

Combined forecasts from linear and nonlinear time series models

Nobuhiko Terui, Herman K. van Dijk · International Journal of Forecasting · 2002 · 209 citations

Computing, Mathematics, Meteorology +14

A Bayesian analysis of the unit root in real exchange rates

Peter C. Schotman, Herman K. van Dijk · Journal of Econometrics · 1991 · 180 citations · Full text

Social Sciences, Economics, Econometrics +15

On Bayesian routes to unit roots

Peter C. Schotman, Herman K. van Dijk · Journal of Applied Econometrics · 1991 · 167 citations · Full text

Natural Sciences, Economics, Bayesian Data Analysis +16

Time-varying combinations of predictive densities using nonlinear filtering

Roberto Casarin, Francesco Ravazzolo, Herman K. van Dijk · Data Archiving and Networked Services (DANS) · 2013 · 154 citations

Computing, Data Science, Forecasting +13

On the Shape of the Likelihood/Posterior in Cointegration Models

Frank Kleibergen, Herman K. van Dijk · Econometric Theory · 1994 · 133 citations

Social Sciences, Economics, Finance +16