Details about Michael Stanley Smith

Access statistics for papers by Michael Stanley Smith.

Last updated 2020-06-14. Update your information in the RePEc Author Service.

Short-id: psm70

Working Papers

2021

1. Fast and Accurate Variational Inference for Models with Many Latent Variables
   Papers, arXiv.org View citations (8)

2018

2. Econometric Modeling of Regional Electricity Spot Prices in the Australian Market
   Papers, arXiv.org View citations (8)
   See also Journal Article Econometric modeling of regional electricity spot prices in the Australian market, Energy Economics, Elsevier (2018) View citations (8) (2018)
3. Variational Bayes Estimation of Discrete-Margined Copula Models with Application to Time Series
   Papers, arXiv.org View citations (1)

2017

4. Time Series Copulas for Heteroskedastic Data
   Papers, arXiv.org View citations (1)
   See also Journal Article Time series copulas for heteroskedastic data, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2018) View citations (14) (2018)

2013

5. 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
   See also Journal Article From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence, and Visit Behavior, Journal of Business & Economic Statistics, Taylor & Francis Journals (2014) View citations (3) (2014)

2004

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

1998

7. 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)
8. 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 Nonparametric seemingly unrelated regression, Journal of Econometrics, Elsevier (2000) View citations (30) (2000)

1997

9. 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
10. 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 (3)
    See also Journal Article Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data, Journal of Business Research, Elsevier (2000) View citations (4) (2000)

1996

11. Additive Nonparametric Regression with Autocorrelated Errors
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
    See also Journal Article Additive nonparametric regression with autocorrelated errors, Journal of the Royal Statistical Society Series B, Royal Statistical Society (1998) View citations (4) (1998)

Undated

12. Additive Nonparametric Regression for Time Series
    Statistics Working Paper, Australian Graduate School of Management
13. Finite sample performance of robust Bayesian regression
    Statistics Working Paper, Australian Graduate School of Management View citations (1)
14. Nonparametric Regression using Bayesian Variable Selection
    Statistics Working Paper, Australian Graduate School of Management View citations (97)
    See also Journal Article Nonparametric regression using Bayesian variable selection, Journal of Econometrics, Elsevier (1996) View citations (123) (1996)

Journal Articles

2020

1. Real-Time Macroeconomic Forecasting With a Heteroscedastic Inversion Copula
   Journal of Business & Economic Statistics, 2020, 38, (2), 470-486 View citations (5)
2. Whether, when and which: Modelling advanced seat reservations by airline passengers
   Transportation Research Part A: Policy and Practice, 2020, 132, (C), 490-514 View citations (3)

2018

3. Econometric modeling of regional electricity spot prices in the Australian market
   Energy Economics, 2018, 74, (C), 886-903 View citations (8)
   See also Working Paper Econometric Modeling of Regional Electricity Spot Prices in the Australian Market, Papers (2018) View citations (8) (2018)
4. Inversion copulas from nonlinear state space models with an application to inflation forecasting
   International Journal of Forecasting, 2018, 34, (3), 389-407 View citations (13)
5. Time series copulas for heteroskedastic data
   Journal of Applied Econometrics, 2018, 33, (3), 332-354 View citations (14)
   See also Working Paper Time Series Copulas for Heteroskedastic Data, Papers (2017) View citations (1) (2017)

2016

6. Asymmetric Forecast Densities for U.S. Macroeconomic Variables from a Gaussian Copula Model of Cross-Sectional and Serial Dependence
   Journal of Business & Economic Statistics, 2016, 34, (3), 416-434 View citations (31)

2015

7. Copula modelling of dependence in multivariate time series
   International Journal of Forecasting, 2015, 31, (3), 815-833 View citations (39)

2014

8. From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence, and Visit Behavior
   Journal of Business & Economic Statistics, 2014, 32, (1), 14-29 View citations (3)
   See also Working Paper From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence and Visit Behavior, Monash Econometrics and Business Statistics Working Papers (2013) (2013)

2013

9. A comparison of periodic autoregressive and dynamic factor models in intraday energy demand forecasting
   International Journal of Forecasting, 2013, 29, (1), 1-12 View citations (9)

2012

10. Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation
    Journal of the American Statistical Association, 2012, 107, (497), 290-303 View citations (30)
11. Modelling dependence using skew t copulas: Bayesian inference and applications
    Journal of Applied Econometrics, 2012, 27, (3), 500-522 View citations (35)

2011

12. 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 View citations (8)
13. Forecasting television ratings
    International Journal of Forecasting, 2011, 27, (4), 1215-1240 View citations (14)
14. Modeling Multivariate Distributions Using Copulas: Applications in Marketing
    Marketing Science, 2011, 30, (1), 4-21 View citations (57)
15. Rejoinder--Estimation Issues for Copulas Applied to Marketing Data
    Marketing Science, 2011, 30, (1), 25-28

2010

16. Bayesian skew selection for multivariate models
    Computational Statistics & Data Analysis, 2010, 54, (7), 1824-1839 View citations (5)
17. Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence
    Journal of the American Statistical Association, 2010, 105, (492), 1467-1479 View citations (61)

2008

18. Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions
    International Journal of Forecasting, 2008, 24, (4), 710-727 View citations (89)
19. Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
    Journal of Econometrics, 2008, 143, (2), 291-316 View citations (24)

2007

20. Spatial Bayesian Variable Selection With Application to Functional Magnetic Resonance Imaging
    Journal of the American Statistical Association, 2007, 102, 417-431 View citations (17)

2006

21. Foreign Exchange Intervention by the Bank of Japan: Bayesian Analysis Using a Bivariate Stochastic Volatility Model
    Econometric Reviews, 2006, 25, (2-3), 425-451 View citations (9)

2003

22. Bayesian Modeling and Forecasting of Intraday Electricity Load
    Journal of the American Statistical Association, 2003, 98, 839-849 View citations (49)

2002

23. Parsimonious Covariance Matrix Estimation for Longitudinal Data
    Journal of the American Statistical Association, 2002, 97, 1141-1153 View citations (63)

2000

24. Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data
    Journal of Business Research, 2000, 49, (3), 229-244 View citations (4)
    See also Working Paper Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data, Monash Econometrics and Business Statistics Working Papers (1997) (1997)
25. Modeling and Short-term Forecasting of New South Wales Electricity System Load
    Journal of Business & Economic Statistics, 2000, 18, (4), 465-78 View citations (31)
26. Nonparametric seemingly unrelated regression
    Journal of Econometrics, 2000, 98, (2), 257-281 View citations (30)
    See also Working Paper Nonparametric Seemingly Unrelated Regression, Monash Econometrics and Business Statistics Working Papers (1998) View citations (2) (1998)

1998

27. Additive nonparametric regression with autocorrelated errors
    Journal of the Royal Statistical Society Series B, 1998, 60, (2), 311-331 View citations (4)
    See also Working Paper Additive Nonparametric Regression with Autocorrelated Errors, Monash Econometrics and Business Statistics Working Papers (1996) View citations (3) (1996)

1996

28. Nonparametric regression using Bayesian variable selection
    Journal of Econometrics, 1996, 75, (2), 317-343 View citations (123)
    See also Working Paper Nonparametric Regression using Bayesian Variable Selection, Statistics Working Paper View citations (97)