Lennart F. Hoogerheide

Tinbergen Institute

Lennart Hoogerheide is Associate Professor in Econometrics at the Vrije Universiteit Amsterdam. His research interests include Bayesian econometrics, simulation methods, and time series econometrics, with applications in finance and the analysis of treatment effects. His work has been published in journals such as Journal of Econometrics, Journal of Business & Economic Statistics, International Journal of Forecasting, and Journal of Statistical Software.

Articles by Lennart F. Hoogerheide

Original research

A new bootstrap test for multiple assets joint risk testing

In this paper, a novel simulation-based methodology is proposed to test the validity of a set of marginal time series models.

30 Mar 2017