Michael S. Smith

Estimation of Copula Models with Discrete Margins via Bayesian Data Augmentation

Michael S. Smith, Mohamad A. Khaled, 2011 .

Asymmetric Forecast Densities for U.S. Macroeconomic Variables from a Gaussian Copula Model of Cross-Sectional and Serial Dependence

Shaun P. Vahey, M. Smith, Michael S. Smith, 2015 .