Research output per year
Research output per year
Personal profile
Biography
Didier Nibbering is a Lecturer (Assistant Professor) at the Department of Econometrics and Business Statistics at Monash University in Melbourne, Australia. His research interests include high-dimensional inference, forecasting, and semi-parametric Bayesian inference.
Didier holds a PhD in Economics and a BSc and MSc in Econometrics from the Erasmus University Rotterdam. He presented his research at various international conferences and visited the Department of Statistics at Stanford University.
Research area keywords
- high-dimensional data
- Forecasting Methods
- Bayesian Inference
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Bayesian forecasting in economics and finance: a modern review
Martin, G. M., Frazier, D. T., Maneesoonthorn, W., Loaiza-Maya, R., Huber, F., Koop, G., Maheu, J., Nibbering, D. & Panagiotelis, A., 2023, (Accepted/In press) In: International Journal of Forecasting. 29 p.Research output: Contribution to journal › Review Article › Research › peer-review
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Fast variational bayes methods for multinomial probit models
Loaiza-Maya, R. & Nibbering, D., 2022, (Accepted/In press) In: Journal of Business and Economic Statistics. 12 p.Research output: Contribution to journal › Article › Research › peer-review
1 Citation (Scopus) -
Multiclass-penalized logistic regression
Nibbering, D. & Hastie, T. J., May 2022, In: Computational Statistics and Data Analysis. 169, 16 p., 107414.Research output: Contribution to journal › Article › Research › peer-review
3 Citations (Scopus) -
Scalable Bayesian estimation in the multinomial probit model
Loaiza-Maya, R. & Nibbering, D., 2022, In: Journal of Business and Economic Statistics. 40, 4, p. 1678-1690 13 p.Research output: Contribution to journal › Article › Research › peer-review
5 Citations (Scopus) -
Subspace methods
Boot, T. & Nibbering, D., 2020, Macroeconomic Forecasting in the Era of Big Data: Theory and Practice. Fuleky, P. (ed.). 1st ed. Cham Switzerland: Springer, p. 267-291 25 p. (Advanced Studies in Theoretical and Applied Econometrics; vol. 52).Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Other › peer-review
2 Citations (Scopus)