Didier Nibbering
I am a Lecturer (Assistant Professor) at the Department of Econometrics and Business Statistics at Monash University.
My research interests are high-dimensional inference, forecasting, and semi-parametric Bayesian inference.
Contact Information:
didier.nibbering[at]monash.edu
Department of Econometrics and Business Statistics
Level 8, Menzies Building, Clayton Campus
20 Chancellors Walk, Melbourne, VIC 3800, Australia
Working papers
Scalable Bayesian estimation in the multinomial probit model, with Ruben Loaiza-Maya
Panel Forecasting with Asymmetric Grouping, with Richard Paap
Inference in high-dimensional linear regression models, with Tom Boot
A Bayesian Infinite Hidden Markov Vector Autoregressive Model, with Richard Paap and Michel van der Wel
Publications
Forecasting using Random Subspace Methods, with Tom Boot, Journal of Econometrics, Volume 209, Issue 2, April 2019, Pages 391-406
Subspace methods, with Tom Boot, In P. Fuleky (Ed.), 2020 Macroeconomic Forecasting in the Era of Big Data: Theory and Practice (pp. 269-291). (Advanced Studies in Theoretical and Applied Econometrics; Vol. 52). Cham: Springer.
What do Professional Forecasters actually predict? with Richard Paap and Michel van der Wel, International Journal of Forecasting, Volume 34, Issue 2, April–June 2018, Pages 288-311