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Michael Stanley Smith

Personal Details

First Name:Michael
Middle Name:Stanley
Last Name:Smith
Suffix:
RePEc Short-ID:psm70
http://works.bepress.com/michael_smith/
Melbourne Business School 200 Leicester Street Carlton VIC 3053

Affiliation

Melbourne Business School
University of Melbourne

Melbourne, Australia
http://www.mbs.unimelb.edu.au/

: 61 3 9349 8100
61 3 9349 8133
200 Leicester St. Carlton, Victoria. Australia 3053
RePEc:edi:bsmelau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Anastasios Panagiotelis & Michael S. Smith & Peter J Danaher, 2013. "From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence and Visit Behavior," Monash Econometrics and Business Statistics Working Papers 5/13, Monash University, Department of Econometrics and Business Statistics.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Smith, M. & Sheather S. & Kohn, R., "undated". "Finite sample performance of robust Bayesian regression," Statistics Working Paper _011, Australian Graduate School of Management.
  8. Smith, M. & Mathur, S. & Kohn, R., "undated". "Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data," Statistics Working Paper _010, Australian Graduate School of Management.
  9. Smith, M. & Kohn, R., "undated". "Nonparametric Regression using Bayesian Variable Selection," Statistics Working Paper _009, Australian Graduate School of Management.
  10. Smith, M. & Chi-Ming Wong & Kohn, R., "undated". "Additive Nonparametric Regression for Time Series," Statistics Working Paper _008, Australian Graduate School of Management.

Articles

  1. Mestekemper, Thomas & Kauermann, Göran & Smith, Michael S., 2013. "A comparison of periodic autoregressive and dynamic factor models in intraday energy demand forecasting," International Journal of Forecasting, Elsevier, vol. 29(1), pages 1-12.
  2. Michael S. Smith & Mohamad A. Khaled, 2012. "Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(497), pages 290-303, March.
  3. Michael S. Smith & Quan Gan & Robert J. Kohn, 2012. "Modelling dependence using skew t copulas: Bayesian inference and applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(3), pages 500-522, April.
  4. Peter J. Danaher & Michael S. Smith, 2011. "Rejoinder--Estimation Issues for Copulas Applied to Marketing Data," Marketing Science, INFORMS, vol. 30(1), pages 25-28, 01-02.
  5. Peter J. Danaher & Michael S. Smith, 2011. "Modeling Multivariate Distributions Using Copulas: Applications in Marketing," Marketing Science, INFORMS, vol. 30(1), pages 4-21, 01-02.
  6. Danaher, Peter J. & Dagger, Tracey S. & Smith, Michael S., 2011. "Forecasting television ratings," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1215-1240, October.
  7. Smith, Michael S. & Kauermann, Göran, 2011. "Bicycle commuting in Melbourne during the 2000s energy crisis: A semiparametric analysis of intraday volumes," Transportation Research Part B: Methodological, Elsevier, vol. 45(10), pages 1846-1862.
  8. Smith, Michael & Min, Aleksey & Almeida, Carlos & Czado, Claudia, 2010. "Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence," Journal of the American Statistical Association, American Statistical Association, vol. 105(492), pages 1467-1479.
  9. Panagiotelis, Anastasios & Smith, Michael, 2010. "Bayesian skew selection for multivariate models," Computational Statistics & Data Analysis, Elsevier, vol. 54(7), pages 1824-1839, July.
  10. 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.
  11. 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.
  12. 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.
  13. Michael Smith & Andrew Pitts, 2006. "Foreign Exchange Intervention by the Bank of Japan: Bayesian Analysis Using a Bivariate Stochastic Volatility Model," Econometric Reviews, Taylor & Francis Journals, vol. 25(2-3), pages 425-451.
  14. 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.
  15. 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.
  16. Smith, Michael & Kohn, Robert, 2000. "Nonparametric seemingly unrelated regression," Journal of Econometrics, Elsevier, vol. 98(2), pages 257-281, October.
  17. 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.
  18. 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 465-478, October.
  19. Smith, Michael & Kohn, Robert, 1996. "Nonparametric regression using Bayesian variable selection," Journal of Econometrics, Elsevier, vol. 75(2), pages 317-343, December.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FOR: Forecasting (1) 2013-03-16
  2. NEP-IND: Industrial Organization (1) 2013-03-16
  3. NEP-MKT: Marketing (1) 2013-03-16

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