Michael Stanley Smith : Citation Profile


Are you Michael Stanley Smith?

University of Melbourne

13

H index

14

i10 index

505

Citations

RESEARCH PRODUCTION:

28

Articles

15

Papers

RESEARCH ACTIVITY:

   24 years (1996 - 2020). See details.
   Cites by year: 21
   Journals where Michael Stanley Smith has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 18 (3.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psm70
   Updated: 2020-10-24    RAS profile: 2020-06-14    
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Relations with other researchers


Works with:

Loaiza Maya, Rubén (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Stanley Smith.

Is cited by:

Korobilis, Dimitris (12)

Weron, Rafał (12)

Kohn, Robert (10)

Panagiotelis, Anastasios (9)

Koop, Gary (9)

Proietti, Tommaso (8)

Ravazzolo, Francesco (7)

McAleer, Michael (7)

Hwang, Soosung (7)

Marczak, Martyna (6)

Allen, David (6)

Cites to:

Kohn, Robert (32)

Weron, Rafał (12)

Patton, Andrew (11)

Beare, Brendan (11)

Koop, Gary (11)

Panagiotelis, Anastasios (9)

Koopman, Siem Jan (8)

Vahey, Shaun (8)

Shephard, Neil (7)

Ooms, Marius (6)

Danaher, Peter (6)

Main data


Where Michael Stanley Smith has published?


Journals with more than one article published# docs
International Journal of Forecasting5
Journal of the American Statistical Association4
Journal of Econometrics3
Journal of Business & Economic Statistics3
Journal of Applied Econometrics2
Marketing Science2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics6
Papers / arXiv.org4

Recent works citing Michael Stanley Smith (2020 and 2019)


YearTitle of citing document
2019Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Papers. RePEc:arx:papers:1801.01093.

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2019Deep Learning for Energy Markets. (2019). Sokolov, Vadim ; Olson, Michael P ; Polson, Michael. In: Papers. RePEc:arx:papers:1808.05527.

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2019Bayesian nonparametric graphical models for time-varying parameters VAR. (2019). Rossini, Luca ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:1906.02140.

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2020Focused Bayesian Prediction. (2019). Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:1912.12571.

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2020Time series copula models using d-vines and v-transforms: an alternative to GARCH modelling. (2020). McNeil, Alexander J ; Bladt, Martin. In: Papers. RePEc:arx:papers:2006.11088.

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2020Scalable Bayesian estimation in the multinomial probit model. (2020). Nibbering, Didier ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:2007.13247.

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2020Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices. (2020). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Papers. RePEc:arx:papers:2010.01844.

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2020Consistent Specification Test of the Quantile Autoregression. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898.

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2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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2019A generally applicable, simple and adaptive forecasting method for the short-term heat load of consumers. (2019). Golles, Markus ; Nigitz, Thomas. In: Applied Energy. RePEc:eee:appene:v:241:y:2019:i:c:p:73-81.

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2019Simultaneous fitting of Bayesian penalised quantile splines. (2019). Fan, Y ; Dortet-Bernadet, J.-L., ; Rodrigues, T. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:134:y:2019:i:c:p:93-109.

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2020A nested copula duration model for competing risks with multiple spells. (2020). Wilke, Ralf ; Mammen, Enno ; Simon, . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:150:y:2020:i:c:s0167947320300773.

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2020Variational inference for high dimensional structured factor copulas. (2020). Nguyen, Hoang ; Galeano, Pedro ; Ausin, Concepcion M. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:151:y:2020:i:c:s0167947320301031.

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2019Adaptive hierarchical priors for high-dimensional vector autoregressions. (2019). Pettenuzzo, Davide ; Korobilis, Dimitris. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:241-271.

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2019Modelling temporal dependence of realized variances with vines. (2019). Okhrin, Yarema ; Ivanov, Eugen ; Czado, Claudia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:198-216.

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2019Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae. (2019). Pourkhanali, Armin ; Alavifard, Farzad ; Manner, Hans ; Tafakori, Laleh. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:143-164.

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2019The impact of renewable energy forecast errors on imbalance volumes and electricity spot prices. (2019). Bunn, Derek ; Perera, Niles H ; Goodarzi, Shadi. In: Energy Policy. RePEc:eee:enepol:v:134:y:2019:i:c:s0301421519304057.

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2019Time of day effects of temperature and daylight on short term electricity load. (2019). Perez Garcia, Julian ; Perez-Garcia, Julian ; Moral-Carcedo, Julian. In: Energy. RePEc:eee:energy:v:174:y:2019:i:c:p:169-183.

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2019Forecasting Tour de France TV audiences: A multi-country analysis. (2019). van Reeth, Daam . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:810-821.

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2019Asymmetry in unemployment rate forecast errors. (2019). van Norden, Simon ; Galbraith, John W. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1613-1626.

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2020Comparing the forecasting performances of linear models for electricity prices with high RES penetration. (2020). Gianfreda, Angelica ; Rossini, Luca ; Ravazzolo, Francesco. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:974-986.

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2020Geostatistical modeling of dependent credit spreads: Estimation of large covariance matrices and imputation of missing data. (2020). Graler, Benedikt ; Scherer, Matthias ; Huttner, Amelie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301631.

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2019Inflation dynamics and adaptive expectations in an estimated DSGE model. (2019). Lansing, Kevin ; Iskrev, Nikolay ; Gelain, Paolo ; Mendicino, Caterina. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:59:y:2019:i:c:p:258-277.

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2019A nonparametric test for block-diagonal covariance structure in high dimension and small samples. (2019). Hao, Xinxin ; Xu, Kai. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:551-567.

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2019Analyzing the Browsing Basket: A Latent Interests-Based Segmentation Tool. (2019). Hruschka, Harald ; Falke, Andreas ; Schroder, Nadine ; Reutterer, Thomas. In: Journal of Interactive Marketing. RePEc:eee:joinma:v:47:y:2019:i:c:p:181-197.

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2019Robust forecasting of electricity prices: Simulations, models and the impact of renewable sources. (2019). Nan, Fany ; Grossi, Luigi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:141:y:2019:i:c:p:305-318.

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2020Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:87375.

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2019Flighty liquidity. (2019). Shachar, Or ; Giannone, Domenico ; Boyarchenko, Nina. In: Staff Reports. RePEc:fip:fednsr:870.

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2019Bayesian Analysis of Coefficient Instability in Dynamic Regressions. (2019). Taboga, Marco ; Ciapanna, Emanuela. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:3:p:29-:d:243958.

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2019Application of Discrete-Interval Moving Seasonalities to Spanish Electricity Demand Forecasting during Easter. (2019). Trull, Oscar ; Troncoso, Alicia ; Garcia-Diaz, Carlos J. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:6:p:1083-:d:215824.

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2020Short-Term Electricity Demand Forecasting: Impact Analysis of Temperature for Thailand. (2020). Kulthanavit, Pisut ; Kittipiyakul, Somsak ; Chapagain, Kamal. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:10:p:2498-:d:358610.

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2019Econometrics of valuing income contingent student loans using administrative data: groups of English students. (2019). van der Erve, Laura ; Shephard, Neil ; Britton, Jack. In: IFS Working Papers. RePEc:ifs:ifsewp:19/04.

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2019Turner Blazes a Trail for Audience Targeting on Television with Operations Research and Advanced Analytics. (2019). Chaar, Wes ; Popescu, Andreea ; Williams, Peter ; Carbajal, Jose Antonio. In: Interfaces. RePEc:inm:orinte:v:49:y:2019:i:1:p:64-89.

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2019Hierarchical Forecasting. (2019). Hyndman, Rob ; Affan, Mohamed ; Panagiotelis, Anastasios ; Gamakumara, Puwasala ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-2.

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2020Focused Bayesian Prediction. (2020). Loaiza Maya, Rubén ; Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-1.

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2020Scalable Bayesian Estimation in the Multinomial Probit Model. (2020). Nibbering, Didier ; Loaiza-Maya, Ruben. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-25.

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2020Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions. (2020). West, Mike. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:1:d:10.1007_s10463-019-00741-3.

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2019Approximate large-scale Bayesian spatial modeling with application to quantitative magnetic resonance imaging. (2019). Elster, Clemens ; Wubbeler, Gerd ; Metzner, Selma. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:103:y:2019:i:3:d:10.1007_s10182-018-00334-0.

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2020Bayesian variable selection for mixed effects model with shrinkage prior. (2020). Dong, Guanghui ; Wang, Min ; Yang, Mingan. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:1:d:10.1007_s00180-019-00895-x.

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2020Sparse Bayesian variable selection in kernel probit model for analyzing high-dimensional data. (2020). Lin, Jinguan ; Tian, Yuzhu ; Yang, Aijun . In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:1:d:10.1007_s00180-019-00917-8.

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2019Endogeneity and marketing strategy research: an overview. (2019). Watson, George F ; Rutz, Oliver J. In: Journal of the Academy of Marketing Science. RePEc:spr:joamsc:v:47:y:2019:i:3:d:10.1007_s11747-019-00630-4.

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2019In pursuit of an effective B2B digital marketing strategy in an emerging market. (2019). Arunachalam, S ; de Arruda, Noga Simes ; Agnihotri, Raj ; Severo, Marcos Inacio ; Vieira, Valter Afonso. In: Journal of the Academy of Marketing Science. RePEc:spr:joamsc:v:47:y:2019:i:6:d:10.1007_s11747-019-00687-1.

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2019Extremal Economic (Inter)Dependence Studies: A Case of the Eastern European Countries. (2019). Matkovskyy, Roman. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:17:y:2019:i:3:d:10.1007_s40953-018-0151-6.

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2019Compressed Covariance Estimation with Automated Dimension Learning. (2019). Bhattacharya, Anirban ; Pati, Debdeep ; Sabnis, Gautam. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:81:y:2019:i:2:d:10.1007_s13171-018-0134-x.

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2020A Copula-Based GLMM Model for Multivariate Longitudinal Data with Mixed-Types of Responses. (2020). Chen, YU ; Zhang, Mengmeng. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:82:y:2020:i:2:d:10.1007_s13571-019-00197-8.

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2019NPBayes-fMRI: Non-parametric Bayesian General Linear Models for Single- and Multi-Subject fMRI Data. (2019). Kook, Jeong Hwan ; Vannucci, Marina ; Zhang, Linlin ; Guindani, Michele. In: Statistics in Biosciences. RePEc:spr:stabio:v:11:y:2019:i:1:d:10.1007_s12561-017-9205-0.

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2019Modelling covariance matrices by the trigonometric separation strategy with application to hidden Markov models. (2019). Spezia, Luigi. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:28:y:2019:i:2:d:10.1007_s11749-018-0580-8.

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2020Stochastic Simulation of Daily Suspended Sediment Concentration Using Multivariate Copulas. (2020). Zhang, Jipeng ; Yan, Hongxiang ; Yu, Xianliang ; Peng, Yang. In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:34:y:2020:i:12:d:10.1007_s11269-020-02652-y.

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2020Higher Moment Constraints for Predictive Density Combinations. (2020). Vasnev, Andrey ; Radchenko, Peter ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:2123/22140.

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2019Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1711.

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2020Estimating Food Waste as Household Production Inefficiency. (2020). Jaenicke, Edward ; Yu, Yang. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:102:y:2020:i:2:p:525-547.

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2019Steady‐state modeling and macroeconomic forecasting quality. (2019). Louzis, Dimitrios. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:34:y:2019:i:2:p:285-314.

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2019Real‐time inflation forecast combination for time‐varying coefficient models. (2019). Zhang, BO. In: Journal of Forecasting. RePEc:wly:jforec:v:38:y:2019:i:3:p:175-191.

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2019Commodity Prices and Inflation Risk. (2019). Petrella, Ivan ; Garratt, Anthony. In: EMF Research Papers. RePEc:wrk:wrkemf:23.

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2019High-dimensional sparse financial networks through a regularised regression model. (2019). Costola, Michele ; Bernardi, Mauro. In: SAFE Working Paper Series. RePEc:zbw:safewp:244.

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Works by Michael Stanley Smith:


YearTitleTypeCited
2017Time Series Copulas for Heteroskedastic Data In: Papers.
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paper2
2018Time series copulas for heteroskedastic data.(2018) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 2
article
2018Variational Bayes Estimation of Discrete-Margined Copula Models with Application to Time Series In: Papers.
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paper1
2018Econometric Modeling of Regional Electricity Spot Prices in the Australian Market In: Papers.
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paper1
2018Econometric modeling of regional electricity spot prices in the Australian market.(2018) In: Energy Economics.
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This paper has another version. Agregated cites: 1
article
2020Fast and Accurate Variational Inference for Models with Many Latent Variables In: Papers.
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paper0
2007Spatial Bayesian Variable Selection With Application to Functional Magnetic Resonance Imaging In: Journal of the American Statistical Association.
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article11
2010Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence In: Journal of the American Statistical Association.
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article36
2002Parsimonious Covariance Matrix Estimation for Longitudinal Data In: Journal of the American Statistical Association.
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article49
2003Bayesian Modeling and Forecasting of Intraday Electricity Load In: Journal of the American Statistical Association.
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article34
2000Modeling and Short-term Forecasting of New South Wales Electricity System Load. In: Journal of Business & Economic Statistics.
[Citation analysis]
article17
1998Additive nonparametric regression with autocorrelated errors In: Journal of the Royal Statistical Society Series B.
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article3
1996Additive Nonparametric Regression with Autocorrelated Errors..(1996) In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]
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paper
2004Bayesian Estimation of an Endogenous Bivariate Semiparametric Probit Model for Health Practitioner Utilisation in Australia In: Econometric Society 2004 Australasian Meetings.
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paper0
2010Bayesian skew selection for multivariate models In: Computational Statistics & Data Analysis.
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article4
2008Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models In: Journal of Econometrics.
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article19
1996Nonparametric regression using Bayesian variable selection In: Journal of Econometrics.
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article105
Nonparametric Regression using Bayesian Variable Selection.() In: Statistics Working Paper.
[Citation analysis]
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paper
2000Nonparametric seemingly unrelated regression In: Journal of Econometrics.
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article26
1998Nonparametric Seemingly Unrelated Regression.(1998) In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 26
paper
2008Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions In: International Journal of Forecasting.
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article65
2011Forecasting television ratings In: International Journal of Forecasting.
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article9
2013A comparison of periodic autoregressive and dynamic factor models in intraday energy demand forecasting In: International Journal of Forecasting.
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article8
2015Copula modelling of dependence in multivariate time series In: International Journal of Forecasting.
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article13
2018Inversion copulas from nonlinear state space models with an application to inflation forecasting In: International Journal of Forecasting.
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article3
2000Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data In: Journal of Business Research.
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article1
1997Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data.(1997) In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data.() In: Statistics Working Paper.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2020Whether, when and which: Modelling advanced seat reservations by airline passengers In: Transportation Research Part A: Policy and Practice.
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article0
2011Bicycle commuting in Melbourne during the 2000s energy crisis: A semiparametric analysis of intraday volumes In: Transportation Research Part B: Methodological.
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article3
2011Rejoinder--Estimation Issues for Copulas Applied to Marketing Data In: Marketing Science.
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article0
2011Modeling Multivariate Distributions Using Copulas: Applications in Marketing In: Marketing Science.
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article35
1997Analytic Small Sample Bias and Standard Error Calculations for Tests of Serial Correlation in Market Returns. In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]
paper0
1998Estimating Long-Term Trends in Tropospheric Ozone Levels In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]
paper1
2013From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence and Visit Behavior In: Monash Econometrics and Business Statistics Working Papers.
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2014From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence, and Visit Behavior.(2014) In: Journal of Business & Economic Statistics.
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2006Foreign Exchange Intervention by the Bank of Japan: Bayesian Analysis Using a Bivariate Stochastic Volatility Model In: Econometric Reviews.
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article8
2012Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation In: Journal of the American Statistical Association.
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article16
2016Asymmetric Forecast Densities for U.S. Macroeconomic Variables from a Gaussian Copula Model of Cross-Sectional and Serial Dependence In: Journal of Business & Economic Statistics.
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article14
2020Real-Time Macroeconomic Forecasting With a Heteroscedastic Inversion Copula In: Journal of Business & Economic Statistics.
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article0
2012Modelling dependence using skew t copulas: Bayesian inference and applications In: Journal of Applied Econometrics.
[Citation analysis]
article19
Additive Nonparametric Regression for Time Series In: Statistics Working Paper.
[Citation analysis]
paper0
Finite sample performance of robust Bayesian regression In: Statistics Working Paper.
[Citation analysis]
paper1

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