|
Herman K. van DijkHerman Koene van Dijk (1946 – 24 January 2025) was a Dutch economist who was a consultant at the Research Department of Norges Bank and Professor Emeritus at the Econometric Institute of the Erasmus University Rotterdam, known for his contributions in the field of Bayesian analysis. Life and careerVan Dijk received his BA in Economics in 1967 and his Doctorandus degree in Economics in 1969 both at the University of Groningen. He went to the States, where he received his MA in Economics in 1972 from the State University of New York at Buffalo. Back in The Netherlands he received his PhD in Econometrics in 1984 from the Erasmus University Rotterdam[1] for the thesis "Posterior analysis of econometric models using Monte Carlo integration." Van Dijk started in 1972 his academic career at the Econometric Institute at the Erasmus University Rotterdam, where in 1993 he was appointed Professor of Econometrics at the Econometric Institute. From 1992 to 1998 he was Director of the Tinbergen Institute, and later from 2008 to 2010. From 1998 to 2003 he was Director of the Econometric Institute. Van Dijk was a Visiting Professor at Cambridge University, the Catholic University of Louvain, Harvard University, Duke University, Cornell University, and the University of New South Wales. He was referent, editor and on the editorial board of journals and other publications in the field of econometrics. Van Dijk chaired and co-chaired many conferences in the field.[1] Van Dijk died on 24 January 2025.[2] Awards and honours
WorkVan Dijk's research interests are in the field of "Bayesian inference using simulation techniques, time series econometrics, neural networks, and income distributions."[3] Posterior analysis of econometric models using Monte Carlo integration, 1984The 1984 "Posterior analysis of econometric models using Monte Carlo integration," was written as doctoral dissertation at the Erasmus University Rotterdam. In this work Van Dijk[4] discussed "the use of Monte Carlo integration methods for the computation of the multivariate integrals that are defined in the posterior moments and densities of the parameters of interest of econometric models."[5] Econometric methods with applications in business and economics, 2004In "Econometric methods with applications in business and economics" (2004) Christiaan Heij et al. stated, that "nowadays applied work in business and economics requires a solid understanding of econometric methods to support decision-making."[6] This textbook takes a learning by doing approach, and "covers basic econometric methods (statistics, simple and multiple regression, nonlinear regression, maximum likelihood, and generalized method of moments), and addresses the creative process of model building with due attention to diagnostic testing and model improvement. Its last part is devoted to two major application areas: the econometrics of choice data (logit and probit, multinomial and ordered choice, truncated and censored data, and duration data) and the econometrics of time series data (univariate time series, trends, volatility, vector autoregressions, and a brief discussion of SUR models, panel data, and simultaneous equations)."[6] PublicationsVan Dijk has authored and co-authored over 180[1] papers, reports and books.[7] Books, a selection:
Articles, a selection:[8]
References
External links |
Portal di Ensiklopedia Dunia
