This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Michael Stanley Smith

Personal Details | Affiliation | Works
This is information that was supplied by Michael Smith in registering through RePEc. If you are Michael Stanley Smith , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Michael
Middle Name: Stanley
Last Name: Smith
Suffix:

RePEc Short-ID: psm70

Email:
Homepage: http://works.bepress.com/michael_smith/
Postal Address: Melbourne Business School 200 Leicester Street Carlton VIC 3053
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Denzil Fiebig & Michael Smith & Remy Cottet, 2004. "Bayesian Estimation of an Endogenous Bivariate Semiparametric Probit Model for Health Practitioner Utilisation in Australia," Econometric Society 2004 Australasian Meetings 333, Econometric Society.

  2. Smith, M. & Yau, P. & Shively, T. & Kohn, R., 1998. "Estimating Long-Term Trends in Tropospheric Ozone Levels," Monash Econometrics and Business Statistics Working Papers 2/98, Monash University, Department of Econometrics and Business Statistics.

  3. Smith, M. & Kohn, R., 1998. "Nonparametric Seemingly Unrelated Regression," Monash Econometrics and Business Statistics Working Papers 7/98, Monash University, Department of Econometrics and Business Statistics.
    Published as:

  4. Smith, M. & Naik, N.Y., 1997. "Analytic Small Sample Bias and Standard Error Calculations for Tests of Serial Correlation in Market Returns," Monash Econometrics and Business Statistics Working Papers 6/97, Monash University, Department of Econometrics and Business Statistics.

  5. Smith, M. & Wong, C.M. & Kohn, R., 1996. "Additive Nonparametric Regression with Autocorrelated Errors," Monash Econometrics and Business Statistics Working Papers 19/96, Monash University, Department of Econometrics and Business Statistics.

  6. Smith, M. & Chi-Ming Wong & Kohn, R., . "Additive Nonparametric Regression for Time Series," Statistics Working Paper _008, Australian Graduate School of Management.

  7. Smith, M. & Kohn, R., . "Nonparametric Regression using Bayesian Variable Selection," Statistics Working Paper _009, Australian Graduate School of Management.
    Published as:

  8. Smith, M. & Sheather S. & Kohn, R., . "Finite sample performance of robust Bayesian regression," Statistics Working Paper _011, Australian Graduate School of Management.

  9. Smith, M. & Mathur, S. & Kohn, R., . "Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data," Statistics Working Paper _010, Australian Graduate School of Management.
    Other versions:
    Published as:

Articles

  1. Panagiotelis, Anastasios & Smith, Michael, 2008. "Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions," International Journal of Forecasting, Elsevier, vol. 24(4), pages 710-727. [Downloadable!] (restricted)

  2. Panagiotelis, Anastasios & Smith, Michael, 2008. "Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models," Journal of Econometrics, Elsevier, vol. 143(2), pages 291-316, April. [Downloadable!] (restricted)

  3. Smith, Michael & Fahrmeir, Ludwig, 2007. "Spatial Bayesian Variable Selection With Application to Functional Magnetic Resonance Imaging," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 417-431, June. [Downloadable!] (restricted)

  4. Cottet R. & Smith M., 2003. "Bayesian Modeling and Forecasting of Intraday Electricity Load," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 839-849, January. [Downloadable!] (restricted)

  5. Smith M. & Kohn R., 2002. "Parsimonious Covariance Matrix Estimation for Longitudinal Data," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 1141-1153, December. [Downloadable!] (restricted)

  6. Smith, Michael & Kohn, Robert, 2000. "Nonparametric seemingly unrelated regression," Journal of Econometrics, Elsevier, vol. 98(2), pages 257-281, October. [Downloadable!] (restricted)
    Other versions:

  7. Smith, Michael & Kohn, Robert & Mathur, Sharat K., 2000. "Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data," Journal of Business Research, Elsevier, vol. 49(3), pages 229-244, September. [Downloadable!] (restricted)
    Other versions:

  8. Smith, Michael, 2000. "Modeling and Short-term Forecasting of New South Wales Electricity System Load," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(4), pages 465-78, October.

  9. Smith, Michael & Kohn, Robert, 1996. "Nonparametric regression using Bayesian variable selection," Journal of Econometrics, Elsevier, vol. 75(2), pages 317-343, December. [Downloadable!] (restricted)
    Other versions:

Did you know? The most prolific authors have over 700 items listed on IDEAS.

This page was last updated on 2009-12-4.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.