Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk

Articles in the same Issue

1. Frontmatter
2. Editorial
3. Editorial Introduction of the Special Issue of Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk
4. Review
5. Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View
6. Research Articles
7. Markov-Switching Models with Unknown Error Distributions: Identification and Inference Within the Bayesian Framework
8. Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods
9. Matrix autoregressive models: generalization and Bayesian estimation
10. Sequential Monte Carlo with model tempering
11. Modeling Corporate CDS Spreads Using Markov Switching Regressions
12. Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis
13. Bayesian inference for non-anonymous growth incidence curves using Bernstein polynomials: an application to academic wage dynamics
14. Bayesian Reconciliation of Return Predictability
15. A Dynamic Latent-Space Model for Asset Clustering
16. Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference
17. Bayesian Flexible Local Projections