Michael Stanley Smith : Citation Profile

Are you Michael Stanley Smith?

University of Melbourne

15

H index

18

i10 index

743

Citations

RESEARCH PRODUCTION:

28

Articles

15

Papers

RESEARCH ACTIVITY:

   25 years (1996 - 2021). See details.
   Cites by year: 29
   Journals where Michael Stanley Smith has often published
   Relations with other researchers
   Recent citing documents: 55.    Total self citations: 18 (2.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psm70
   Updated: 2024-11-08    RAS profile: 2020-06-14    
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Relations with other researchers

Works with:

Loaiza Maya, Rubén (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Stanley Smith.

Is cited by:

Koop, Gary (18)

Korobilis, Dimitris (14)

Maheu, John (12)

Huber, Florian (12)

Weron, Rafał (12)

Kohn, Robert (10)

Loaiza Maya, Rubén (10)

Panagiotelis, Anastasios (9)

Ravazzolo, Francesco (9)

Karlsson, Sune (9)

Vahey, Shaun (8)

Cites to:

Kohn, Robert (36)

Weron, Rafał (12)

Patton, Andrew (12)

Beare, Brendan (11)

Koop, Gary (11)

Panagiotelis, Anastasios (9)

Vahey, Shaun (8)

Shephard, Neil (8)

Engle, Robert (7)

Koopman, Siem Jan (7)

Danaher, Peter (6)

Main data

Where Michael Stanley Smith has published?

Journals with more than one article published# docs
International Journal of Forecasting5
Journal of the American Statistical Association4
Journal of Econometrics3
Journal of Business & Economic Statistics3
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics6
Papers / arXiv.org4

Recent works citing Michael Stanley Smith (2024 and 2023)

YearTitle of citing document
2024Consistent Specification Test of the Quantile Autoregression. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898.

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2023Generative Learning of Heterogeneous Tail Dependence. (2020). Yan, Xing ; Sun, Xiangqian ; Wu, QI. In: Papers. RePEc:arx:papers:2011.13132.

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2023Fast Two-Stage Variational Bayesian Approach to Estimating Panel Spatial Autoregressive Models with Unrestricted Spatial Weights Matrices. (2022). Tavlas, George S ; Hall, Stephen G ; Gefang, Deborah. In: Papers. RePEc:arx:papers:2205.15420.

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2023Efficient variational approximations for state space models. (2022). Nibbering, Didier ; Loaiza-Maya, Rub'En. In: Papers. RePEc:arx:papers:2210.11010.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Optimal probabilistic forecasts for risk management. (2023). Martin, Gael M ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Sun, Yuru. In: Papers. RePEc:arx:papers:2303.01651.

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2023Hybrid unadjusted Langevin methods for high-dimensional latent variable models. (2023). Zhu, Dan ; Nibbering, Didier ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:2306.14445.

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2024Efficient 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.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2023BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75.

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2023The economics of movies (revisited): A survey of recent literature. (2023). McKenzie, Jordi. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:480-525.

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2023Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots. (2023). Li, Qiyuan ; Chen, YE. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:910-937.

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2023Multivariate probabilistic forecasting of intraday electricity prices using normalizing flows. (2023). Dahmen, Manuel ; Mitsos, Alexander ; Witthaut, Dirk ; Cramer, Eike. In: Applied Energy. RePEc:eee:appene:v:346:y:2023:i:c:s0306261923007341.

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2023Sparse spatially clustered coefficient model via adaptive regularization. (2023). Kellstedt, Paul M ; Cook, Scott J ; Sang, Huiyan ; Zhong, Yan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:177:y:2023:i:c:s016794732200161x.

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2023Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834.

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2024Enhanced 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.

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2024Bayesian 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.

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2023Empirical Bayes Model Averaging with Influential Observations: Tuning Zellner’s g Prior for Predictive Robustness. (2023). Wang, Junyan ; Peruggia, Mario ; Hans, Christopher M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:102-119.

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2023Implicit Copulas: An Overview. (2023). Smith, Michael Stanley. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:81-104.

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2023A Bayesian hierarchical approach to the joint modelling of Revealed and stated choices. (2023). Prato, Carlo G ; Zheng, Zuduo ; Washington, Simon P ; Li, Zili. In: Journal of choice modelling. RePEc:eee:eejocm:v:47:y:2023:i:c:s1755534523000209.

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2023Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Katsiampa, Paraskevi ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000838.

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2023From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting. (2023). Kruger, Fabian ; Kachele, Fabian ; Grothe, Oliver. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001007.

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2023Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models. (2023). Virbickait, Audron ; Nguyen, Hoang. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002360.

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2023Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage. (2023). Poon, Aubrey ; Koop, Gary ; Gefang, Deborah. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:346-363.

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2023Empirically-transformed linear opinion pools. (2023). Vahey, Shaun P ; Henckel, Timo ; Garratt, Anthony. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:736-753.

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2023Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models. (2023). Meng, Xiaochun ; Han, Yang ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1078-1096.

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2024Bayesian 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.

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2024Modeling 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.

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2023.

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2023Rank-Based Multivariate Sarmanov for Modeling Dependence between Loss Reserves. (2023). Wang, Lan ; Abdallah, Anas. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:11:p:187-:d:1268191.

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2023Joint Flood Risks in the Grand River Watershed. (2023). Karray, Fakhri ; Agrawal, Nirupama ; Ponnambalam, Kumaraswamy ; Unnikrishnan, Poornima. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:12:p:9203-:d:1165531.

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2023Positive Demand Spillover of Popular App Adoption: Implications for Platform Owners’ Management of Complements. (2023). Han, Sang Pil ; Lee, Mi Hyun ; Oh, Wonseok ; Park, Sungho. In: Information Systems Research. RePEc:inm:orisre:v:34:y:2023:i:3:p:961-995.

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2023A Novel HydroEconomic - Econometric Approach for Integrated Transboundary Water Management Under Uncertainty. (2023). Koundouri, Phoebe ; Alamanos, A ; Tsionas, M ; Kartala, X ; Englezos, N. In: Environmental & Resource Economics. RePEc:kap:enreec:v:84:y:2023:i:4:d:10.1007_s10640-022-00744-4.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

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2023ABC-based Forecasting in State Space Models. (2023). Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben ; Weerasinghe, Chaya. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-12.

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2023Maximum-Likelihood Estimation Using the Zig-Zag Algorithm*. (2023). Ristig, Alexander ; Okhrin, Ostap ; Hautsch, Nikolaus. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:4:p:1346-1375..

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2023Modelling and predicting enterprise-level cyber risks in the context of sparse data availability. (2023). Schiereck, Dirk ; Zangerle, Daniel. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:2:d:10.1057_s41288-022-00282-6.

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2023Forecasting purchase rates of new products introduced in existing categories. (2023). Zihagh, Fereshteh ; Moradi, Masoud ; Dass, Mayukh. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:11:y:2023:i:3:d:10.1057_s41270-022-00169-4.

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2023An integrated model of retail brand equity: the role of consumer shopping experience and shopping value. (2023). Zhou, Wenkai ; Vorhies, Douglas W ; Zhang, Chi. In: Journal of Brand Management. RePEc:pal:jobman:v:30:y:2023:i:5:d:10.1057_s41262-023-00311-2.

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2023Highly debated but still unbundled: The evolution of U.S. airline ancillary products and pricing strategies. (2023). Garrow, Laurie A ; Hotle, Susan ; Mumbower, Stacey. In: Journal of Revenue and Pricing Management. RePEc:pal:jorapm:v:22:y:2023:i:4:d:10.1057_s41272-022-00388-5.

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2023Variable selection for categorical response: a comparative study. (2023). Das, Kiranmoy ; Kundu, Damitri ; Sen, Sweata. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:2:d:10.1007_s00180-022-01260-1.

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2023A Bayesian variable selection approach to longitudinal quantile regression. (2023). Das, Kiranmoy ; Kundu, Damitri ; Kedia, Priya. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:32:y:2023:i:1:d:10.1007_s10260-022-00645-2.

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2023Dynamic discrete copula models for high?frequency stock price changes. (2018). Lucas, Andre ; Koopman, Siem Jan ; Opschoor, Anne ; Lit, Rutger. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:33:y:2018:i:7:p:966-985.

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2023Reassessing the dependence between economic growth and financial conditions since 1973. (2023). Vahey, Shaun ; Coe, Patrick ; Chernis, Tony. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:2:p:260-267.

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2023Deep distributional time series models and the probabilistic forecasting of intraday electricity prices. (2023). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:493-511.

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2023Real‐time inflation forecast combination for time‐varying coefficient models. (2019). Zhang, BO. In: Journal of Forecasting. RePEc:wly:jforec:v:38:y:2019:i:3:p:175-191.

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2023Electricity demand forecasting and risk management using Gaussian process model with error propagation. (2023). Wu, Ximing ; Wen, Kuangyu. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:957-969.

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Works by Michael Stanley Smith:

YearTitleTypeCited
2017Time Series Copulas for Heteroskedastic Data In: Papers.
[Full Text][Citation analysis]		paper13
2018Time series copulas for heteroskedastic data.(2018) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2018Variational Bayes Estimation of Discrete-Margined Copula Models with Application to Time Series In: Papers.
[Full Text][Citation analysis]		paper1
2018Econometric Modeling of Regional Electricity Spot Prices in the Australian Market In: Papers.
[Full Text][Citation analysis]		paper8
2018Econometric 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
2021Fast and Accurate Variational Inference for Models with Many Latent Variables In: Papers.
[Full Text][Citation analysis]		paper15
2007Spatial Bayesian Variable Selection With Application to Functional Magnetic Resonance Imaging In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article17
2010Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article52
2002Parsimonious Covariance Matrix Estimation for Longitudinal Data In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article57
2003Bayesian Modeling and Forecasting of Intraday Electricity Load In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article44
2000Modeling and Short-term Forecasting of New South Wales Electricity System Load. In: Journal of Business & Economic Statistics.
[Citation analysis]		article24
1998Additive nonparametric regression with autocorrelated errors In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article7
1996Additive 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
2004Bayesian Estimation of an Endogenous Bivariate Semiparametric Probit Model for Health Practitioner Utilisation in Australia In: Econometric Society 2004 Australasian Meetings.
[Citation analysis]		paper0
2010Bayesian skew selection for multivariate models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article5
2008Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models In: Journal of Econometrics.
[Full Text][Citation analysis]		article20
1996Nonparametric regression using Bayesian variable selection In: Journal of Econometrics.
[Full Text][Citation analysis]		article121
Nonparametric Regression using Bayesian Variable Selection.() In: Statistics Working Paper.
[Citation analysis]
This paper has nother version. Agregated cites: 121		paper
2000Nonparametric seemingly unrelated regression In: Journal of Econometrics.
[Full Text][Citation analysis]		article31
1998Nonparametric Seemingly Unrelated Regression.(1998) In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2008Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions In: International Journal of Forecasting.
[Full Text][Citation analysis]		article84
2011Forecasting television ratings In: International Journal of Forecasting.
[Full Text][Citation analysis]		article14
2013A comparison of periodic autoregressive and dynamic factor models in intraday energy demand forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]		article9
2015Copula modelling of dependence in multivariate time series In: International Journal of Forecasting.
[Full Text][Citation analysis]		article36
2018Inversion copulas from nonlinear state space models with an application to inflation forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]		article13
2000Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data In: Journal of Business Research.
[Full Text][Citation analysis]		article2
1997Bayesian 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
2020Whether, when and which: Modelling advanced seat reservations by airline passengers In: Transportation Research Part A: Policy and Practice.
[Full Text][Citation analysis]		article3
2011Bicycle commuting in Melbourne during the 2000s energy crisis: A semiparametric analysis of intraday volumes In: Transportation Research Part B: Methodological.
[Full Text][Citation analysis]		article6
2011Rejoinder--Estimation Issues for Copulas Applied to Marketing Data In: Marketing Science.
[Full Text][Citation analysis]		article0
2011Modeling Multivariate Distributions Using Copulas: Applications in Marketing In: Marketing Science.
[Full Text][Citation analysis]		article54
1997Analytic 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]		paper0
1998Estimating Long-Term Trends in Tropospheric Ozone Levels In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]		paper1
2013From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence and Visit Behavior In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper3
2014From 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
2006Foreign Exchange Intervention by the Bank of Japan: Bayesian Analysis Using a Bivariate Stochastic Volatility Model In: Econometric Reviews.
[Full Text][Citation analysis]		article9
2012Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article29
2016Asymmetric 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]		article27
2020Real-Time Macroeconomic Forecasting With a Heteroscedastic Inversion Copula In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article5
2012Modelling dependence using skew t copulas: Bayesian inference and applications In: Journal of Applied Econometrics.
[Citation analysis]		article32
Additive Nonparametric Regression for Time Series In: Statistics Working Paper.
[Citation analysis]		paper0
Finite sample performance of robust Bayesian regression In: Statistics Working Paper.
[Citation analysis]		paper1

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