2
H index
1
i10 index
22
Citations
Monash University | 2 H index 1 i10 index 22 Citations RESEARCH PRODUCTION: 3 Articles 12 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Didier Nibbering. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Tinbergen Institute Discussion Papers / Tinbergen Institute | 4 |
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics | 3 |
Papers / arXiv.org | 3 |
Year | Title of citing document |
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2024 | 2SLS with Multiple Treatments. (2024). Sigstad, Henrik ; Bhuller, Manudeep. In: Papers. RePEc:arx:papers:2205.07836. Full description at Econpapers || Download paper |
2024 | Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns. (2024). Maneesoonthorn, Worapree ; Smith, Michael Stanley ; Deng, Lin. In: Papers. RePEc:arx:papers:2308.05564. Full description at Econpapers || Download paper |
2024 | Computationally Efficient Estimation of Large Probit Models. (2024). Qu, Zhaonan ; Ye, Yinyu ; Ding, Patrick ; Imbens, Guido. In: Papers. RePEc:arx:papers:2407.09371. Full description at Econpapers || Download paper |
2025 | Generalized Factor Neural Network Model for High-dimensional Regression. (2025). Shestopaloff, Alexander Y ; Cucuringu, Mihai ; Guo, Zichuan. In: Papers. RePEc:arx:papers:2502.11310. Full description at Econpapers || Download paper |
2025 | Diffusion index forecasts under weaker loadings: PCA, ridge regression, and random projections. (2025). Boot, Tom ; Keijsers, Bart. In: Papers. RePEc:arx:papers:2506.09575. Full description at Econpapers || Download paper |
2024 | Treatment effects with targeting instruments. (2024). Salanié, Bernard ; Lee, Sokbae (Simon) ; Salanie, Bernard. In: CeMMAP working papers. RePEc:azt:cemmap:23/24. Full description at Econpapers || Download paper |
2025 | Forecasting Dutch inflation using machine learning methods. (2025). de Winter, Jasper ; Rasiawan, Rajni ; Berben, Robert-Paul. In: Working Papers. RePEc:dnb:dnbwpp:828. Full description at Econpapers || Download paper |
2025 | Calculating effective degrees of freedom for forecast combinations and ensemble models. (2025). Younker, James. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006219. Full description at Econpapers || Download paper |
2024 | Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839. Full description at Econpapers || Download paper |
2025 | Forecasting Markov switching vector autoregressions: Evidence from simulation and application. (2025). Cavicchioli, Maddalena. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:1:p:136-152. Full description at Econpapers || Download paper |
2024 | Forecast combination and interpretability using random subspace. (2024). Kozyrev, Boris. In: IWH Discussion Papers. RePEc:zbw:iwhdps:304455. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2021 | Scalable Bayesian estimation in the multinomial probit model In: Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Scalable Bayesian Estimation in the Multinomial Probit Model.(2020) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2022 | Fast variational Bayes methods for multinomial probit models In: Papers. [Full Text][Citation analysis] | paper | 2 |
2023 | Efficient variational approximations for state space models In: Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Multiclass-penalized logistic regression In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
2019 | Forecasting using random subspace methods In: Journal of Econometrics. [Full Text][Citation analysis] | article | 13 |
2017 | Forecasting Using Random Subspace Methods.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2018 | What do professional forecasters actually predict? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
2017 | What Do Professional Forecasters Actually Predict?.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2019 | Panel Forecasting with Asymmetric Grouping In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Clustered Local Average Treatment Effects: Fields of Study and Academic Student Progress In: IZA Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2019 | A High-dimensional Multinomial Choice Model In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Real Options Valuation of Wind Energy Based on the Empirical Production Uncertainty In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | A Bayesian Infinite Hidden Markov Vector Autoregressive Model In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Inference in high-dimensional linear regression models In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated July, 2 2025. Contact: CitEc Team