Herman K. van Dijk

3.8k citations
153 papers · 2.3k indexed · h-index 26
Topics
Monetary Policy and Economic Impact (71 papers)Financial Risk and Volatility Modeling (37 papers)Market Dynamics and Volatility (26 papers)
Journals
SHILAP Revista de lepidopterologíaEconometricaJournal of Econometrics
Partner nations
NetherlandsItalyNorway

In The Last Decade

Herman K. van Dijk

145 papers receiving 2.1k citations

Peers

Herman K. van Dijk
Comparison fields: 5 of 115
  • Economics and Econometrics 1.1k
  • General Economics, Econometrics and Finance 1.0k
  • Finance 737
  • Statistics and Probability 612
  • Management Science and Operations Research 471
Replace Marco Lippi with:
Marco Lippi Italy
Norman R. Swanson United States
Jean‐Pierre Florens France
André Lucas Netherlands
Yanqin Fan United States
Luc Bauwens Belgium
Oliver Linton United Kingdom
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Citations per field
00.5×1.5×
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Citations per year

Countries citing papers authored by Herman K. van Dijk

Since Specialization
Citations

This map shows the geographic impact of Herman K. van Dijk's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Herman K. van Dijk with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Herman K. van Dijk more than expected).

Fields of papers citing papers by Herman K. van Dijk

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Herman K. van Dijk. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Herman K. van Dijk. The network helps show where Herman K. van Dijk may publish in the future.

Co-authorship network of co-authors of Herman K. van Dijk

This figure shows the co-authorship network connecting the top 25 collaborators of Herman K. van Dijk. A scholar is included among the top collaborators of Herman K. van Dijk based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Herman K. van Dijk. Herman K. van Dijk is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
#WorkIndexed citations
1 3
2 11
3 3
4
6
5 103
6
The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation
1
7
AdMit: Adaptive Mixtures of Student-t Distributions
1
8
A reconsideration of the Angrist-Krueger analysis on returns to education
1
9
Weakly informative priors and well behaved Bayes factors
3
10
Neural network based approximations to posterior densities: a class of flexible sampling methods with applications to reduced rank models
2
11
Bayes estimates of the cyclical component in twentieth centruy US gross domestic product
2
12
Valuing structure, model uncertainty and model averaging in vector autoregressive processes
16
13
Bayesian model selection for a sharp null and a diffuse alternative with econometric applications
2
14
Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods
2
15
Functional approximations to posterior densities: a neural network approach to efficient sampling
3
16
Cyclical components in economic time series
1
17 1
18
Neural network analysis of varying trends in real exchange rates
0
19 0
20
An algorithm for the computation of posterior moments and densities using simple importance sampling
24

About Herman K. van Dijk

Herman K. van Dijk is a scholar working on General Economics, Econometrics and Finance, Statistics and Probability and Finance, having authored 153 papers that have together received 2.3k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (71 papers), Financial Risk and Volatility Modeling (37 papers) and Market Dynamics and Volatility (26 papers). The work is most often cited by research in General Economics, Econometrics and Finance (1.0k citations), Statistics and Probability (612 citations) and Finance (737 citations). Herman K. van Dijk has collaborated with scholars based in Netherlands, Italy and Norway. Frequent co-authors include Lennart F. Hoogerheide, Frank Kleibergen, Peter C. Schotman, Francesco Ravazzolo, Teun Kloek, Nobuhiko Terui, Roberto Casarin, Monica Billio, Johan F. Kaashoek and Richard Paap. Their work appears in journals such as SHILAP Revista de lepidopterología, Econometrica and Journal of Econometrics.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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