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Michael Stanley Smith

Global rank #4813 94%

Institution: University of Melbourne

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://works.bepress.com/michael_smith/

First Publication: 1996

Most Recent: 2020

RePEc ID: psm70 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 3.02 1.68 0.00 7.71
All Time 0.00 6.70 7.71 0.00 21.11

Publication Statistics

Raw Publications 15
Coauthorship-Adjusted Count 14.47

Publications (15)

Year Article Journal Tier Authors
2020 Real-Time Macroeconomic Forecasting With a Heteroscedastic Inversion Copula Journal of Business & Economic Statistics A 2
2018 Time series copulas for heteroskedastic data Journal of Applied Econometrics B 3
2018 Inversion copulas from nonlinear state space models with an application to inflation forecasting International Journal of Forecasting B 2
2018 Econometric modeling of regional electricity spot prices in the Australian market Energy Economics A 2
2016 Asymmetric Forecast Densities for U.S. Macroeconomic Variables from a Gaussian Copula Model of Cross-Sectional and Serial Dependence Journal of Business & Economic Statistics A 2
2015 Copula modelling of dependence in multivariate time series International Journal of Forecasting B 1
2014 From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence, and Visit Behavior Journal of Business & Economic Statistics A 3
2013 A comparison of periodic autoregressive and dynamic factor models in intraday energy demand forecasting International Journal of Forecasting B 3
2012 Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation Journal of the American Statistical Association B 2
2012 Modelling dependence using skew t copulas: Bayesian inference and applications Journal of Applied Econometrics B 3
2011 Forecasting television ratings International Journal of Forecasting B 3
2008 Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models Journal of Econometrics A 2
2008 Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions International Journal of Forecasting B 2
2000 Nonparametric seemingly unrelated regression Journal of Econometrics A 2
1996 Nonparametric regression using Bayesian variable selection Journal of Econometrics A 2