Details about Didier Nibbering

Access statistics for papers by Didier Nibbering.

Last updated 2025-11-28. Update your information in the RePEc Author Service.

Short-id: pni475

Working Papers

2025

1. Identification of dynamic treatment effects when treatment histories are partially observed
   Papers, arXiv.org
2. Policy-relevant causal effect estimation using instrumental variables with interference
   Papers, arXiv.org

2023

3. A High-dimensional Multinomial Logit Model
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
   See also Journal Article A high‐dimensional multinomial logit model, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2024) (2024)
4. Bayesian Forecasting in Economics and Finance: A Modern Review
   Papers, arXiv.org View citations (4)
   See also Journal Article Bayesian forecasting in economics and finance: A modern review, International Journal of Forecasting, Elsevier (2024) View citations (5) (2024)
5. Bayesian Forecasting in the 21st Century: A Modern Review
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
6. Efficient variational approximations for state space models
   Papers, arXiv.org
7. Hybrid unadjusted Langevin methods for high-dimensional latent variable models
   Papers, arXiv.org
   See also Journal Article Hybrid unadjusted Langevin methods for high-dimensional latent variable models, Journal of Econometrics, Elsevier (2024) (2024)
8. Instrument-based estimation of full treatment effects with movers
   Papers, arXiv.org
9. Random Subspace Local Projections
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)

2022

10. Clustered Local Average Treatment Effects: Fields of Study and Academic Student Progress
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (4)
11. Fast variational Bayes methods for multinomial probit models
    Papers, arXiv.org View citations (2)
    See also Journal Article Fast Variational Bayes Methods for Multinomial Probit Models, Journal of Business & Economic Statistics, Taylor & Francis Journals (2023) View citations (1) (2023)

2021

12. 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
13. 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)
    See also Journal Article Scalable Bayesian Estimation in the Multinomial Probit Model, Journal of Business & Economic Statistics, Taylor & Francis Journals (2022) View citations (12) (2022)

2019

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

2017

16. A Bayesian Infinite Hidden Markov Vector Autoregressive Model
    Tinbergen Institute Discussion Papers, Tinbergen Institute
17. 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 (13) (2019)
18. Inference in high-dimensional linear regression models
    Tinbergen Institute Discussion Papers, Tinbergen Institute
19. 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

2024

1. A high‐dimensional multinomial logit model
   Journal of Applied Econometrics, 2024, 39, (3), 481-497
   See also Working Paper A High-dimensional Multinomial Logit Model, Monash Econometrics and Business Statistics Working Papers (2023) (2023)
2. Bayesian forecasting in economics and finance: A modern review
   International Journal of Forecasting, 2024, 40, (2), 811-839 View citations (5)
   See also Working Paper Bayesian Forecasting in Economics and Finance: A Modern Review, Papers (2023) View citations (4) (2023)
3. Forecasting carbon emissions using asymmetric grouping
   Journal of Forecasting, 2024, 43, (6), 2228-2256
4. Hybrid unadjusted Langevin methods for high-dimensional latent variable models
   Journal of Econometrics, 2024, 241, (2)
   See also Working Paper Hybrid unadjusted Langevin methods for high-dimensional latent variable models, Papers (2023) (2023)

2023

5. Fast Variational Bayes Methods for Multinomial Probit Models
   Journal of Business & Economic Statistics, 2023, 41, (4), 1352-1363 View citations (1)
   See also Working Paper Fast variational Bayes methods for multinomial probit models, Papers (2022) View citations (2) (2022)

2022

6. Multiclass-penalized logistic regression
   Computational Statistics & Data Analysis, 2022, 169, (C) View citations (1)
7. Scalable Bayesian Estimation in the Multinomial Probit Model
   Journal of Business & Economic Statistics, 2022, 40, (4), 1678-1690 View citations (12)
   See also Working Paper Scalable Bayesian estimation in the multinomial probit model, Papers (2021) View citations (2) (2021)

2019

8. Forecasting using random subspace methods
   Journal of Econometrics, 2019, 209, (2), 391-406 View citations (13)
   See also Working Paper Forecasting Using Random Subspace Methods, Tinbergen Institute Discussion Papers (2017) (2017)

2018

9. 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)