The Bayesian statistician and econometrician Herman K. van Dijk passed away on 24 January 2025 at the age of 79. His academic career started in the seventies, when he was one of the pioneers in implementing and developing simulation methods for Bayesian posterior inference using Monte Carlo integration. This research culminated in his PhD thesis, for which he received the Savage Award in 1986. Although his interest in simulation-based inference continued throughout his career, his work shifted to analysing the existence of posterior distributions, particularly in reduced-rank models. Later, he worked on the Bayesian analysis of time series models, with a focus on forecasting and model averaging. Although Herman had a broad interest in the application of Bayesian methods for statistical inference, his main focus was on economic applications. His research was published in leading econometric journals such as Econometrica, the Journal of Econometrics, and the Journal of Business & Economic Statistics. His publications in the Journal of Applied Econometrics earned him the title of distinguished author.
Herman served as editor and associate editor for many statistical and econometric journals, including the Journal of Econometrics, the Journal of Applied Econometrics, Computational Statistics & Data Analysis, and Econometrics & Statistics. Furthermore, he was also a member of the board or executive committee of many statistical and econometric societies. He was, for example, a founding member of the International Society for Bayesian Analysis and the European Society of Bayesian Econometrics. In 2022, he was awarded the Zellner Medal for his contributions to Bayesian statistics and ISBA. He was also elected a member of the International Statistical Institute in 2014.
Although Herman van Dijk was a frequent visitor at many universities in Europe and the United States, he spent his entire career at Erasmus University Rotterdam. He was director of the Econometric Institute and the Tinbergen Institute. Together with his colleagues in Rotterdam, he co-authored the successful econometric textbook Econometric Methods with Applications in Business and Economics (2004).
Until the end of his life, Herman remained an inspiring researcher who always made time for promising students and young researchers. He guided and supervised many PhD students who went on to have successful academic careers. The econometric and Bayesian statistics community will miss his enthusiasm, constructive criticism, research insights, and warmth.
Prof. Richard Paap
