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Fast and accurate variational inference for models with many latent variables

Loiza-Maya, Ruben; Smith, Michael S.; Nott, David J.; … - In: Journal of econometrics 230 (2022) 2, pp. 339-362

Persistent link: https://www.econbiz.de/10013463884

Analytic small sample bias and standard error calculations for tests of serial correlation in market returns

Smith, Michael S. - 1997

Persistent link: https://www.econbiz.de/10000970341

Bayesian semiparametric regression : an exposition and application to print advertising data

Smith, Michael S. - 1997

Persistent link: https://www.econbiz.de/10000983137

Estimating long-term trends in tropospheric ozone levels

Smith, Michael S.; Yau, Paul; Shively, Thomas S.; Kohn, … - 1998

Persistent link: https://www.econbiz.de/10000983145

Bayesian semiparametric regression : an exposition and application to print advertising data

Smith, Michael S.; Mathur, Sharat K.; Kohn, Robert - 1996

Persistent link: https://www.econbiz.de/10000940414

Estimation of a longitudinal multivariate stochastic volatility model for the analysis of intra-day electricity prices

Smith, Michael S. (contributor); Cottet, Remy (contributor) - 2006

Persistent link: https://www.econbiz.de/10003301799

Bayesian inference for a periodic stochastic volatility model of intraday electricity prices

Smith, Michael Stanley - In: Statistical modelling and regression structures : …, (pp. 353-376). 2010

Persistent link: https://www.econbiz.de/10003964500

Macroeconomic forecasting for Australia using a large number of predictors

Panagiotelis, Anastasios; Athanasopoulos, George; … - In: International journal of forecasting 35 (2019) 2, pp. 616-633

Persistent link: https://www.econbiz.de/10012300705

Data-sparse price indexes by spatio-temporal regularization and PCA : an application to the Australian housing market

Sijp, Willem P.; Panagiotelis, Anastasios; Francke, Marc K. - 2025

Persistent link: https://www.econbiz.de/10015338055

Modelling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence

Smith, Michael S. - 2010

Copulas have proven to be very successful tools for the flexible modelling of cross-sectional dependence. In this paper we express the dependence structure of continuous-valued time series data using a sequence of bivariate copulas. This corresponds to a type of decomposition recently called a...

Persistent link: https://www.econbiz.de/10013139982