Didier Nibbering : Citation Profile

Monash University

4

H index

2

i10 index

46

Citations

RESEARCH PRODUCTION:

9

Articles

22

Papers

RESEARCH ACTIVITY:

   8 years (2017 - 2025). See details.
   Cites by year: 5
   Journals where Didier Nibbering has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 2 (4.17 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pni475
   Updated: 2026-01-17    RAS profile: 2025-11-28    
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Relations with other researchers

Works with:

Loaiza Maya, Rubén (4)

Maheu, John (3)

Huber, Florian (3)

Koop, Gary (2)

Wong, Benjamin (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Didier Nibbering.

Is cited by:

Koop, Gary (4)

Huber, Florian (4)

Maheu, John (4)

Shimizu, Kenichi (3)

Mogstad, Magne (2)

Leuven, Edwin (2)

Heinesen, Eskil (2)

Chernis, Tony (2)

Lu, Zhentong (2)

de Winter, Jasper (2)

Pedini, Luca (1)

Cites to:

Koop, Gary (40)

Rossi, Peter (20)

Korobilis, Dimitris (19)

Ravazzolo, Francesco (19)

Huber, Florian (18)

Clark, Todd (18)

van Dijk, Herman (17)

Chan, Joshua (17)

Giannone, Domenico (15)

Maheu, John (14)

Shephard, Neil (13)

Main data

Where Didier Nibbering has published?

Journals with more than one article published# docs
International Journal of Forecasting2
Journal of Econometrics2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org10
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics5
Tinbergen Institute Discussion Papers / Tinbergen Institute4

Recent works citing Didier Nibbering (2025 and 2024)

YearTitle of citing document
20242SLS with Multiple Treatments. (2024). Sigstad, Henrik ; Bhuller, Manudeep. In: Papers. RePEc:arx:papers:2205.07836.

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2024Large 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.

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2025Decision synthesis in monetary policy. (2025). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Papers. RePEc:arx:papers:2406.03321.

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2024Computationally Efficient Estimation of Large Probit Models. (2024). Qu, Zhaonan ; Ye, Yinyu ; Ding, Patrick ; Imbens, Guido. In: Papers. RePEc:arx:papers:2407.09371.

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2025A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions. (2024). Wang, Wenjie ; Zhang, Yichong ; Lim, Dennis. In: Papers. RePEc:arx:papers:2412.01603.

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2024Bundle Choice Model with Endogenous Regressors: An Application to Soda Tax. (2024). Sun, Tao. In: Papers. RePEc:arx:papers:2412.05794.

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2025Estimating Discrete Choice Demand Models with Sparse Market-Product Shocks. (2025). Shimizu, Kenichi ; Lu, Zhentong. In: Papers. RePEc:arx:papers:2501.02381.

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2025Generalized Factor Neural Network Model for High-dimensional Regression. (2025). Shestopaloff, Alexander Y ; Cucuringu, Mihai ; Guo, Zichuan. In: Papers. RePEc:arx:papers:2502.11310.

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2025Diffusion index forecasts under weaker loadings: PCA, ridge regression, and random projections. (2025). Keijsers, Bart ; Boot, Tom. In: Papers. RePEc:arx:papers:2506.09575.

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2025An Interval Type-2 Version of Bayes Theorem Derived from Interval Probability Range Estimates Provided by Subject Matter Experts. (2025). Rickard, John T ; Rickards, James ; Dembski, William A. In: Papers. RePEc:arx:papers:2509.08834.

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2024Treatment effects with targeting instruments. (2024). Salanié, Bernard ; Lee, Sokbae (Simon) ; Salanie, Bernard. In: CeMMAP working papers. RePEc:azt:cemmap:23/24.

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2024Decision Synthesis in Monetary Policy. (2024). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Staff Working Papers. RePEc:bca:bocawp:24-30.

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2025Estimating Discrete Choice Demand Models with Sparse Market-Product Shocks. (2025). Shimizu, Kenichi ; Lu, Zhentong. In: Staff Working Papers. RePEc:bca:bocawp:25-10.

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2024More than Joints: Multi-Substance Use, Choice Limitations, and Policy Implications. (2024). Sun, Tao ; Sovinsky, Michelle ; Jacobi, Liana ; Allocca, Alessandra. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_501.

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2025Forecasting Dutch inflation using machine learning methods. (2025). de Winter, Jasper ; Rasiawan, Rajni ; Berben, Robert-Paul. In: Working Papers. RePEc:dnb:dnbwpp:828.

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2025Calculating 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.

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2024Hybrid unadjusted Langevin methods for high-dimensional latent variable models. (2024). Loaiza-Maya, Ruben ; Nibbering, Didier ; Zhu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624000873.

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2024Bayesian 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.

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2024Averaging impulse responses using prediction pools. (2024). Matthes, Christian ; Ho, Paul ; Lubik, Thomas A. In: Journal of Monetary Economics. RePEc:eee:moneco:v:146:y:2024:i:c:s0304393224000242.

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2025GHENet: Attention-based Hurst exponents for the forecasting of stock market indexes. (2025). Alves, Jerson Leite ; Dos, Francisco Alves ; Lima, Rene Rodrigues ; Florindo, Joao B. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:667:y:2025:i:c:s037843712500192x.

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2024Systematic Mapping Study of Sales Forecasting: Methods, Trends, and Future Directions. (2024). Abrouk, Lylia ; Ahaggach, Hamid ; Lebon, Eric. In: Forecasting. RePEc:gam:jforec:v:6:y:2024:i:3:p:28-532:d:1429582.

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2025Volume-driven time-of-day effects in intraday volatility models. (2025). Batista, Igor Ferreira ; Virbickait, Audron ; Nguyen, Hoang ; Lopes, Hedibert Freitas. In: Working Papers. RePEc:hhs:oruesi:2025_014.

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2024The Spherical Parametrisation for Correlation Matrices and its Computational Advantages. (2024). Pedini, Luca ; Lucchetti, Riccardo (Jack). In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10467-3.

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2025Estimating Discrete Choice Demand Models with Sparse Market-Product Shocks. (2025). Shimizu, Kenichi ; Lu, Zhentong. In: Working Papers. RePEc:ris:albaec:2025_001.

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2024Predicting Tail-Risks for the Italian Economy. (2024). Pfarrhofer, Michael ; Marcellino, Massimiliano ; Tornese, Tommaso ; Boeck, Maximilian. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:3:d:10.1007_s41549-025-00106-1.

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2025An Exploration of Contemporary Trends in Finance Research. (2025). Mani, Mukta. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:3:d:10.1007_s13132-024-02373-2.

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2024Forecast combination in agricultural economics: Past, present, and the future. (2024). Ramsey, Austin ; Adjemian, Michael K. In: Applied Economic Perspectives and Policy. RePEc:wly:apecpp:v:46:y:2024:i:4:p:1450-1478.

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2025Forecasting 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.

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2024Forecast combination and interpretability using random subspace. (2024). Kozyrev, Boris. In: IWH Discussion Papers. RePEc:zbw:iwhdps:304455.

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Works by Didier Nibbering:

YearTitleTypeCited
2021Scalable Bayesian estimation in the multinomial probit model In: Papers.
[Full Text][Citation analysis]		paper13
2020Scalable 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: 13		paper
2022Scalable Bayesian Estimation in the Multinomial Probit Model.(2022) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2022Fast variational Bayes methods for multinomial probit models In: Papers.
[Full Text][Citation analysis]		paper3
2023Fast Variational Bayes Methods for Multinomial Probit Models.(2023) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2023Efficient variational approximations for state space models In: Papers.
[Full Text][Citation analysis]		paper0
2023Bayesian Forecasting in Economics and Finance: A Modern Review In: Papers.
[Full Text][Citation analysis]		paper9
2024Bayesian forecasting in economics and finance: A modern review.(2024) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2023Instrument-based estimation of full treatment effects with movers In: Papers.
[Full Text][Citation analysis]		paper0
2023Hybrid unadjusted Langevin methods for high-dimensional latent variable models In: Papers.
[Full Text][Citation analysis]		paper0
2024Hybrid unadjusted Langevin methods for high-dimensional latent variable models.(2024) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2024Inference on LATEs with covariates In: Papers.
[Full Text][Citation analysis]		paper1
2024Random Subspace Local Projections In: Papers.
[Full Text][Citation analysis]		paper1
2023Random Subspace Local Projections.(2023) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2025Identification of dynamic treatment effects when treatment histories are partially observed In: Papers.
[Full Text][Citation analysis]		paper0
2025Policy-relevant causal effect estimation using instrumental variables with interference In: Papers.
[Full Text][Citation analysis]		paper0
2022Multiclass-penalized logistic regression In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article1
2019Forecasting using random subspace methods In: Journal of Econometrics.
[Full Text][Citation analysis]		article13
2017Forecasting Using Random Subspace Methods.(2017) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2018What do professional forecasters actually predict? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article1
2017What Do Professional Forecasters Actually Predict?.(2017) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2019Panel Forecasting with Asymmetric Grouping In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper0
2022Clustered Local Average Treatment Effects: Fields of Study and Academic Student Progress In: IZA Discussion Papers.
[Full Text][Citation analysis]		paper4
2019A High-dimensional Multinomial Choice Model In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2021Real Options Valuation of Wind Energy Based on the Empirical Production Uncertainty In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2023Bayesian Forecasting in the 21st Century: A Modern Review In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2023A High-dimensional Multinomial Logit Model In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2024A high‐dimensional multinomial logit model.(2024) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2017A Bayesian Infinite Hidden Markov Vector Autoregressive Model In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2017Inference in high-dimensional linear regression models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2024Forecasting carbon emissions using asymmetric grouping In: Journal of Forecasting.
[Full Text][Citation analysis]		article0

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