20072019
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Personal profile

Personal information

News

June 2016: I was elected Best Senior Lecturer 2016 of the School of Business and Economics of the Vrije Universiteit Amsterdam.

March 2013: My paper "Genome-wide analysis of macrosatellite repeat copy number variation in worldwide populations: evidence for differences and commonalities in size distributions and size restrictions" with Mireille Schaap, Richard J.L.F. Lemmers, Roel Maassen, Patrick J. van der Vliet, Herman K. van Dijk, Nalan Basturk, Peter de Knijff and Silvère M. van der Maarel was accepted for publication by BMC Genomics.

 

September 2012: My paper "Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo" with Arnold Zellner, Tomohiro Ando, Nalan Basturk and Herman K. van Dijk was accepted for publication by Econometric Reviews.

 

March 2012: My paper "A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation" with Anne Opschoor and Herman K. van Dijk was accepted for publication by Journal of Econometrics.

 

March 2012: My paper "Are Education and Entrepreneurial Income Endogenous? A Bayesian Analysis" with Joern Block and Roy Thurik was accepted for publication by Entrepreneurship Research Journal.

 

March 2012: My paper "Family background variables as instruments for education in income regressions: a Bayesian analysis" with Joern Block and Roy Thurik was accepted for publication by Economics of Education Review.

 

February 2012: My paper "Stock index returns' density prediction using GARCH models: Frequentist or Bayesian estimation?" with David Ardia and Nienke Corré was accepted for publication by Economics Letters .

 

January 2012: My paper "Backtesting Value-at-Risk Using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann" with Francesco Ravazzolo and Herman K. van Dijk (Tinbergen Institute Discussion Paper TI 2011-131/4) was published as a comment in Journal of Business and Economic Statistics.

 

Research

Prizes and Awards

November 2010: I was elected Lecturer of the Year 2009-2010 for the Econometrics and Management Science programme at the Erasmus School of Economics.

June 2009: I am a 'full' research fellow of the Tinbergen Institute (research group of Econometrics) since June 2009.

January 2009: I was conferred the designation of Top Talent Researcher in 2008 by the Erasmus School of Economics (ESE).

December 2006: I was awarded an EUR Fellowship at the Erasmus University Rotterdam

Grants

October 2009: I was awarded a VENI grant by the Netherlands Organisation for Scientific Research (NWO).

Ancillary activities

No ancillary activities

Ancillary activities are updated daily

Fingerprint Dive into the research topics where Lennart Hoogerheide is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Bayesian Model Averaging Mathematics
Generalized Autoregressive Conditional Heteroscedasticity Mathematics
Bayesian Estimation Mathematics
Exchange rate Mathematics
Markov Chain Monte Carlo Mathematics
Forecast Mathematics
Tuning Mathematics
Time-varying Mathematics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2007 2019

  • 24 Article
  • 18 Working paper
  • 4 Chapter
  • 3 PhD Thesis - Research VU, graduation VU

Bayesian Risk Forecasting for Long Horizons

Borowska, A., Hoogerheide, L. F. & Koopman, S. J., 2019, 018/III ed., Amsterdam: Tinbergen Institute, 40 p. (TI Discussion Paper Series; vol. 2019, no. 018/III).

Research output: Working paperAcademic

Forecast density combinations of dynamic models and data driven portfolio strategies

Baştürk, N., Borowska, A., Grassi, S., Hoogerheide, L. & van Dijk, H. K., May 2019, In : Journal of Econometrics. 210, 1, p. 170-186

Research output: Contribution to JournalArticleAcademicpeer-review

Portfolio strategy
Density forecasts
Diagnostics
Empirical results
Modeling

Methods for Accurate and Efficient Bayesian Analysis of Time Series

Borowska, A., 2019, 239 p.

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

Open Access
File

Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies

Basturk, N., Borowska, A., Grassi, S., Hoogerheide, L. F. & van Dijk, H. H. K. ., 2018, Amsterdam: Tinbergen Institute, 53 p. (TI Discussion Paper Series; vol. 18-076/III).

Research output: Working paperAcademic

Learning to Average Predictively over Good and Bad: Comment on: Using Stacking to Average Bayesian Predictive Distributions

Hoogerheide, L. F. & van Dijk, H. H. K. ., 2018, Amsterdam: Tinbergen Institute, 9 p. (TI Discussion Paper Series; vol. 18-063/III).

Research output: Working paperAcademic