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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
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Nonparametric seemingly unrelated regression
Smith, Michael S. - 1998
Persistent link: https://www.econbiz.de/10000988095
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Bayesian parsimonious covariance matrix estimation
Smith, Michael S.; Kohn, Robert - 1999
Persistent link: https://www.econbiz.de/10001404771
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Bayesian estimation of capital asset pricing models with many assets
Smith, Michael S.; Smith, Tom; Kohn, Robert - 1999
Persistent link: https://www.econbiz.de/10001404800
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Nonparametric seemingly unrelated regression
Smith, Michael S.; Kohn, Robert - 1999
Persistent link: https://www.econbiz.de/10001404812
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Modeling and short term forecasting of New South Wales electricity system load
Smith, Michael S. - 1999
Persistent link: https://www.econbiz.de/10001404817
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Bayesian inference for regression copulas
Smith, Michael S.; Klein, Nadja - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 712-728
Persistent link: https://www.econbiz.de/10012587971
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Real-time macroeconomic forecasting with a heteroscedastic inversion copula
Loiza-Maya, Ruben; Smith, Michael S. - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 2, pp. 470-486
Persistent link: https://www.econbiz.de/10012262488
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Asymmetric forecast densities for U.S. macroeconomic variables from a Gaussian copula model of cross-sectional and serial dependence
Smith, Michael S.; Vahey, Shaun P. - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 416-434
Persistent link: https://www.econbiz.de/10011691656
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Inversion copulas from nonlinear state space models with an application to inflation forecasting
Smith, Michael S.; Maneesoonthorn, Worapree - In: International journal of forecasting 34 (2018) 3, pp. 389-407
Persistent link: https://www.econbiz.de/10012030987