I am a Senior Lecturer (Assistant Professor) at the Department of Econometrics and Business Statistics at Monash University.
Department of Econometrics and Business Statistics
Room 243, 29 Ancora Imparo Way
Clayton, VIC 3168, Australia
A high-dimensional multinomial logit model, accepted at Journal of Applied Econometrics.
Bayesian Forecasting in the 21st Century: A Modern Review, with Gael M. Martin, David T. Frazier, Worapree Maneesoonthorn, Ruben Loaiza-Maya, Florian Huber, Gary Koop, John Maheu, and Anastasios Panagiotelis, accepted at International Journal of Forecasting.
Fast variational Bayes methods for multinomial probit models, with Ruben Loaiza-Maya, Journal of Business and Economic Statistics, Volume 41, Issue 4, October 2023, Pages 1352-1363.
Scalable Bayesian estimation in the multinomial probit model, with Ruben Loaiza-Maya, Journal of Business and Economic Statistics, Volume 40, Issue 4, October 2022, Pages 1678-1690.
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.