Details about Didier Nibbering

Access statistics for papers by Didier Nibbering.

Last updated 2022-11-02. Update your information in the RePEc Author Service.

Short-id: pni475

Working Papers

2023

1. Efficient variational approximations for state space models
   Papers, arXiv.org

2022

2. Clustered Local Average Treatment Effects: Fields of Study and Academic Student Progress
   IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (4)
3. Fast variational Bayes methods for multinomial probit models
   Papers, arXiv.org View citations (2)

2021

4. Real Options Valuation of Wind Energy Based on the Empirical Production Uncertainty
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
5. Scalable Bayesian estimation in the multinomial probit model
   Papers, arXiv.org View citations (2)
   Also in Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics (2020)

2019

6. A High-dimensional Multinomial Choice Model
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
7. Panel Forecasting with Asymmetric Grouping
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

2017

8. A Bayesian Infinite Hidden Markov Vector Autoregressive Model
   Tinbergen Institute Discussion Papers, Tinbergen Institute
9. Forecasting Using Random Subspace Methods
   Tinbergen Institute Discussion Papers, Tinbergen Institute
   See also Journal Article Forecasting using random subspace methods, Journal of Econometrics, Elsevier (2019) View citations (11) (2019)
10. Inference in high-dimensional linear regression models
    Tinbergen Institute Discussion Papers, Tinbergen Institute
11. What Do Professional Forecasters Actually Predict?
    Tinbergen Institute Discussion Papers, Tinbergen Institute
    See also Journal Article What do professional forecasters actually predict?, International Journal of Forecasting, Elsevier (2018) View citations (1) (2018)

Journal Articles

2022

1. Multiclass-penalized logistic regression
   Computational Statistics & Data Analysis, 2022, 169, (C) View citations (1)

2019

2. Forecasting using random subspace methods
   Journal of Econometrics, 2019, 209, (2), 391-406 View citations (11)
   See also Working Paper Forecasting Using Random Subspace Methods, Tinbergen Institute Discussion Papers (2017) (2017)

2018

3. What do professional forecasters actually predict?
   International Journal of Forecasting, 2018, 34, (2), 288-311 View citations (1)
   See also Working Paper What Do Professional Forecasters Actually Predict?, Tinbergen Institute Discussion Papers (2017) (2017)