Didier Nibbering
I am a Senior Lecturer (Assistant Professor) at the Department of Econometrics and Business Statistics at Monash University.
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
Clustered local average treatment effects: fields of study and academic student progress, with Matthijs Oosterveen and Pedro Luis Silva
The Tale of the Tail: Inference for Customer Purchase Behavior in the Long Tail, with Bruno Jacobs
Efficient variational approximations for state space models, with Ruben Loaiza-Maya
Panel Forecasting with Asymmetric Grouping, with Richard Paap
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.
Publications
Fast variational Bayes methods for multinomial probit models, with Ruben Loaiza-Maya, accepted at Journal of Business and Economic Statistics.
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.
Multiclass-penalized logistic regression, with Trevor Hastie, Computational Statistics and Data Analysis, Volume 169, May 2022, Pages 107414.
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.
Forecasting using Random Subspace Methods, with Tom Boot, Journal of Econometrics, Volume 209, Issue 2, April 2019, Pages 391-406.
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.