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Lennart F. Hoogerheide

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affiliation: VU Amsterdam, School of Business and Economics, The Netherlands
affiliation: Erasmus University Rotterdam, Tinbergen Institute and Econometric Institute, The Netherlands

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2010 – 2019

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2012
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David Ardia, Nalan Bastürk, Lennart F. Hoogerheide, Herman K. van Dijk:
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood. Comput. Stat. Data Anal. 56(11): 3398-3414 (2012)
2011
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Lennart F. Hoogerheide, Herman K. van Dijk:
Simulation Based Bayes Procedures for Model Structures with Non-Elliptical Posteriors. International Encyclopedia of Statistical Science 2011: 1332-1335
2010
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David Ardia, Lennart F. Hoogerheide:
Bayesian Estimation of the GARCH(1, 1) Model with Student-t Innovations. R J. 2(2): 41 (2010)

2000 – 2009

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2009
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David Ardia, Lennart F. Hoogerheide, Herman K. van Dijk:
AdMit. R J. 1(1): 25 (2009)

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