15
H index
18
i10 index
756
Citations
Michael Stanley Smith : Citation Profile
University of Melbourne | RESEARCH PRODUCTION: 28 Articles 15 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
25 years (1996 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Stanley Smith. | Is cited by:
| Cites to:
|
Main data
Where Michael Stanley Smith has published?
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Forecasting | 5 |
| Journal of the American Statistical Association | 4 |
| Journal of Business & Economic Statistics | 3 |
| Journal of Econometrics | 3 |
| Journal of Applied Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics | 6 |
| Papers / arXiv.org | 4 |
Recent works citing Michael Stanley Smith (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Consistent Specification Test of the Quantile Autoregression. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898. Full description at Econpapers || Download paper |
| 2024 | Efficient Variational Inference for Large Skew-t Copulas with Application to Intraday Equity Returns. (2023). Maneesoonthorn, Worapree ; Smith, Michael Stanley ; Deng, Lin. In: Papers. RePEc:arx:papers:2308.05564. Full description at Econpapers || Download paper |
| 2024 | Density forecast transformations. (2024). Odendahl, Florens ; Mogliani, Matteo. In: Papers. RePEc:arx:papers:2412.06092. Full description at Econpapers || Download paper |
| 2025 | Bayesian Synthetic Control with a Soft Simplex Constraint. (2025). Xu, Yihong ; Zhou, Quan. In: Papers. RePEc:arx:papers:2503.06454. Full description at Econpapers || Download paper |
| 2024 | Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction. (2024). Zhao, Zifeng ; Shi, Peng. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000228. Full description at Econpapers || Download paper |
| 2024 | Bayesian estimation of cluster covariance matrices of unknown form. (2024). Kim, Jaeho ; Creal, Drew. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s030440762400071x. Full description at Econpapers || Download paper |
| 2024 | Where’s Waldo? A framework for quantifying the privacy-utility trade-off in marketing applications. (2024). Boot, Tom ; Verhoef, Peter C ; Wieringa, Jaap E ; Ponte, Gilian R. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:41:y:2024:i:3:p:529-546. Full description at Econpapers || Download paper |
| 2024 | Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839. Full description at Econpapers || Download paper |
| 2024 | Modeling joint row- and column-wise correlation in air passenger seat selection: A cross-nested logit approach. (2024). Jiang, Hai ; Duan, Peng ; Zhang, LE. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:114:y:2024:i:c:s096969972300128x. Full description at Econpapers || Download paper |
| 2024 | Pump or pedal? The impact of fuel prices on cycling in Germany. (2024). Wessel, Jan ; Findenegg, Jakob. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:186:y:2024:i:c:s0965856424001940. Full description at Econpapers || Download paper |
| 2024 | An Approach to Predicting Energy Demand Within Automobile Production Using the Temporal Fusion Transformer Model. (2024). Herrmann, Christoph ; Vogt, Marcus ; Lenk, Andreas. In: Energies. RePEc:gam:jeners:v:18:y:2024:i:1:p:2-:d:1551107. Full description at Econpapers || Download paper |
| 2025 | . Full description at Econpapers || Download paper |
| 2024 | Handling Endogenous Marketing Mix Regressors in Correlated Heterogeneous Panels with Copula Augmented Mean Group Estimation. (2024). Xie, Hui ; Qian, YI ; Yang, Liying. In: NBER Working Papers. RePEc:nbr:nberwo:33265. Full description at Econpapers || Download paper |
| 2024 | Generative models and Bayesian inversion using Laplace approximation. (2024). Elster, Clemens ; Schmhling, Franko ; Wbbeler, Gerd ; Marschall, Manuel. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:3:d:10.1007_s00180-023-01345-5. Full description at Econpapers || Download paper |
| 2024 | Variational Bayesian Lasso for spline regression. (2024). Alves, Larissa C ; Migon, Helio S ; Dias, Ronaldo. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:4:d:10.1007_s00180-024-01470-9. Full description at Econpapers || Download paper |
| 2025 | Change point estimation for Gaussian time series data with copula-based Markov chain models. (2025). Chiu, Chi-Yang ; Emura, Takeshi ; Liu, Lien-Hsi ; Wang, Yu-Kai ; Sun, Li-Hsien. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:3:d:10.1007_s00180-024-01541-x. Full description at Econpapers || Download paper |
| 2024 | Modelling foreign exchange rate co-movement and its spatial dependence in emerging markets: a spatial econometrics approach. (2024). Eita, Joel ; Tchuinkam, Charles Raoul. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:3:d:10.1007_s00181-023-02482-y. Full description at Econpapers || Download paper |
| 2024 | A flexible Bayesian variable selection approach for modeling interval data. (2024). Sen, Shubhajit ; Das, Kiranmoy ; Kundu, Damitri. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:33:y:2024:i:1:d:10.1007_s10260-023-00727-9. Full description at Econpapers || Download paper |
| 2025 | Functional time series forecasting: a systematic review. (2025). Amato, Umberto ; Gijbels, Irne ; Feis, Italia ; Antoniadis, Anestis. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:1:d:10.1007_s00362-024-01645-y. Full description at Econpapers || Download paper |
Works by Michael Stanley Smith:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Time Series Copulas for Heteroskedastic Data In: Papers. [Full Text][Citation analysis] | paper | 13 |
| 2018 | Time series copulas for heteroskedastic data.(2018) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2018 | Variational Bayes Estimation of Discrete-Margined Copula Models with Application to Time Series In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Econometric Modeling of Regional Electricity Spot Prices in the Australian Market In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 2018 | Econometric modeling of regional electricity spot prices in the Australian market.(2018) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2021 | Fast and Accurate Variational Inference for Models with Many Latent Variables In: Papers. [Full Text][Citation analysis] | paper | 15 |
| 2007 | Spatial Bayesian Variable Selection With Application to Functional Magnetic Resonance Imaging In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 18 |
| 2010 | Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 55 |
| 2002 | Parsimonious Covariance Matrix Estimation for Longitudinal Data In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 57 |
| 2003 | Bayesian Modeling and Forecasting of Intraday Electricity Load In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 45 |
| 2000 | Modeling and Short-term Forecasting of New South Wales Electricity System Load. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 25 |
| 1998 | Additive nonparametric regression with autocorrelated errors In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 7 |
| 1996 | Additive Nonparametric Regression with Autocorrelated Errors..(1996) In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2004 | Bayesian Estimation of an Endogenous Bivariate Semiparametric Probit Model for Health Practitioner Utilisation in Australia In: Econometric Society 2004 Australasian Meetings. [Citation analysis] | paper | 0 |
| 2010 | Bayesian skew selection for multivariate models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 5 |
| 2008 | Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 20 |
| 1996 | Nonparametric regression using Bayesian variable selection In: Journal of Econometrics. [Full Text][Citation analysis] | article | 124 |
| Nonparametric Regression using Bayesian Variable Selection.() In: Statistics Working Paper. [Citation analysis] This paper has nother version. Agregated cites: 124 | paper | ||
| 2000 | Nonparametric seemingly unrelated regression In: Journal of Econometrics. [Full Text][Citation analysis] | article | 31 |
| 1998 | Nonparametric Seemingly Unrelated Regression.(1998) In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
| 2008 | Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 83 |
| 2011 | Forecasting television ratings In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 14 |
| 2013 | A comparison of periodic autoregressive and dynamic factor models in intraday energy demand forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
| 2015 | Copula modelling of dependence in multivariate time series In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 37 |
| 2018 | Inversion copulas from nonlinear state space models with an application to inflation forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 13 |
| 2000 | Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data In: Journal of Business Research. [Full Text][Citation analysis] | article | 2 |
| 1997 | Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data.(1997) In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data.() In: Statistics Working Paper. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | ||
| 2020 | Whether, when and which: Modelling advanced seat reservations by airline passengers In: Transportation Research Part A: Policy and Practice. [Full Text][Citation analysis] | article | 3 |
| 2011 | Bicycle commuting in Melbourne during the 2000s energy crisis: A semiparametric analysis of intraday volumes In: Transportation Research Part B: Methodological. [Full Text][Citation analysis] | article | 7 |
| 2011 | Rejoinder--Estimation Issues for Copulas Applied to Marketing Data In: Marketing Science. [Full Text][Citation analysis] | article | 0 |
| 2011 | Modeling Multivariate Distributions Using Copulas: Applications in Marketing In: Marketing Science. [Full Text][Citation analysis] | article | 56 |
| 1997 | Analytic 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] | paper | 0 |
| 1998 | Estimating Long-Term Trends in Tropospheric Ozone Levels In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] | paper | 1 |
| 2013 | From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence and Visit Behavior In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2014 | From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence, and Visit Behavior.(2014) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2006 | Foreign Exchange Intervention by the Bank of Japan: Bayesian Analysis Using a Bivariate Stochastic Volatility Model In: Econometric Reviews. [Full Text][Citation analysis] | article | 9 |
| 2012 | Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 29 |
| 2016 | Asymmetric Forecast Densities for U.S. Macroeconomic Variables from a Gaussian Copula Model of Cross-Sectional and Serial Dependence In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 28 |
| 2020 | Real-Time Macroeconomic Forecasting With a Heteroscedastic Inversion Copula In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 5 |
| 2012 | Modelling dependence using skew t copulas: Bayesian inference and applications In: Journal of Applied Econometrics. [Citation analysis] | article | 32 |
| Additive Nonparametric Regression for Time Series In: Statistics Working Paper. [Citation analysis] | paper | 0 | |
| Finite sample performance of robust Bayesian regression In: Statistics Working Paper. [Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team