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Details about Michael Stanley Smith

E-mail:
Homepage:http://works.bepress.com/michael_smith/
Postal address:Melbourne Business School 200 Leicester Street Carlton VIC 3053
Workplace:Melbourne Business School, University of Melbourne, (more information at EDIRC)

Access statistics for papers by Michael Stanley Smith.

Last updated 2013-06-01. Update your information in the RePEc Author Service.

Short-id: psm70


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Working Papers

2013

  1. From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence and Visit Behavior
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads

2004

  1. Bayesian Estimation of an Endogenous Bivariate Semiparametric Probit Model for Health Practitioner Utilisation in Australia
    Econometric Society 2004 Australasian Meetings, Econometric Society

1998

  1. Estimating Long-Term Trends in Tropospheric Ozone Levels
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
  2. Nonparametric Seemingly Unrelated Regression
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
    See also Journal Article in Journal of Econometrics (2000)

1997

  1. Analytic Small Sample Bias and Standard Error Calculations for Tests of Serial Correlation in Market Returns
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
  2. Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
    Also in Statistics Working Paper, Australian Graduate School of Management View citations (1)

    See also Journal Article in Journal of Business Research (2000)

1996

  1. Additive Nonparametric Regression with Autocorrelated Errors
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)

Undated

  1. Additive Nonparametric Regression for Time Series
    Statistics Working Paper, Australian Graduate School of Management
  2. Finite sample performance of robust Bayesian regression
    Statistics Working Paper, Australian Graduate School of Management View citations (1)
  3. Nonparametric Regression using Bayesian Variable Selection
    Statistics Working Paper, Australian Graduate School of Management
    See also Journal Article in Journal of Econometrics (1996)

Journal Articles

2013

  1. A comparison of periodic autoregressive and dynamic factor models in intraday energy demand forecasting
    International Journal of Forecasting, 2013, 29, (1), 1-12 Downloads View citations (4)

2012

  1. Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation
    Journal of the American Statistical Association, 2012, 107, (497), 290-303 Downloads View citations (11)
  2. Modelling dependence using skew t copulas: Bayesian inference and applications
    Journal of Applied Econometrics, 2012, 27, (3), 500-522 View citations (14)

2011

  1. Bicycle commuting in Melbourne during the 2000s energy crisis: A semiparametric analysis of intraday volumes
    Transportation Research Part B: Methodological, 2011, 45, (10), 1846-1862 Downloads View citations (1)
  2. Forecasting television ratings
    International Journal of Forecasting, 2011, 27, (4), 1215-1240 Downloads View citations (4)
  3. Modeling Multivariate Distributions Using Copulas: Applications in Marketing
    Marketing Science, 2011, 30, (1), 4-21 Downloads View citations (20)
  4. Rejoinder--Estimation Issues for Copulas Applied to Marketing Data
    Marketing Science, 2011, 30, (1), 25-28 Downloads

2010

  1. Bayesian skew selection for multivariate models
    Computational Statistics & Data Analysis, 2010, 54, (7), 1824-1839 Downloads View citations (4)
  2. Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence
    Journal of the American Statistical Association, 2010, 105, (492), 1467-1479 Downloads View citations (23)

2008

  1. Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions
    International Journal of Forecasting, 2008, 24, (4), 710-727 Downloads View citations (38)
  2. Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
    Journal of Econometrics, 2008, 143, (2), 291-316 Downloads View citations (17)

2007

  1. Spatial Bayesian Variable Selection With Application to Functional Magnetic Resonance Imaging
    Journal of the American Statistical Association, 2007, 102, 417-431 Downloads View citations (1)

2006

  1. Foreign Exchange Intervention by the Bank of Japan: Bayesian Analysis Using a Bivariate Stochastic Volatility Model
    Econometric Reviews, 2006, 25, (2-3), 425-451 Downloads View citations (7)

2003

  1. Bayesian Modeling and Forecasting of Intraday Electricity Load
    Journal of the American Statistical Association, 2003, 98, 839-849 Downloads View citations (31)

2002

  1. Parsimonious Covariance Matrix Estimation for Longitudinal Data
    Journal of the American Statistical Association, 2002, 97, 1141-1153 Downloads View citations (44)

2000

  1. Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data
    Journal of Business Research, 2000, 49, (3), 229-244 Downloads View citations (3)
    See also Working Paper (1997)
  2. Modeling and Short-term Forecasting of New South Wales Electricity System Load
    Journal of Business & Economic Statistics, 2000, 18, (4), 465-78 View citations (16)
  3. Nonparametric seemingly unrelated regression
    Journal of Econometrics, 2000, 98, (2), 257-281 Downloads View citations (21)
    See also Working Paper (1998)

1996

  1. Nonparametric regression using Bayesian variable selection
    Journal of Econometrics, 1996, 75, (2), 317-343 Downloads View citations (82)
    See also Working Paper
 
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