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Medeiros, Marcelo C.
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Mendes, Eduardo F.
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Masini, Ricardo P.
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Melo, Eduardo F. L. de
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Mendes, Beatriz Vaz de Melo
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ECONIS (ZBW)
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1
Machine learning advances for time series forecasting
Masini, Ricardo P.
;
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 76-111
Persistent link: https://www.econbiz.de/10014287800
Saved in:
2
Machine Learning Advances for Time Series Forecasting
Masini, Ricardo P.
;
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
- In:
Journal of Economic Surveys
(
2021
)
Persistent link: https://www.econbiz.de/10012635933
Saved in:
3
Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations
Masini, Ricardo P.
;
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
- In:
Journal of Time Series Analysis
43
(
2021
)
4
,
pp. 532-557
Persistent link: https://www.econbiz.de/10012810366
Saved in:
4
Adaptive LASSO estimation for ARDL models with GARCH innovations
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 622-637
Persistent link: https://www.econbiz.de/10011795298
Saved in:
5
L1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 255-271
Persistent link: https://www.econbiz.de/10011598121
Saved in:
6
Penalized estimation of semi-parametric additive time-series models
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
- In:
Essays in nonlinear time series econometrics
,
(pp. 215-237)
.
2014
Persistent link: https://www.econbiz.de/10010385850
Saved in:
7
A note on nonlinear cointegration, misspecification, and bimodality
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
;
Oxley, Les
- In:
Econometric reviews
33
(
2014
)
7
,
pp. 713-731
Persistent link: https://www.econbiz.de/10010363888
Saved in:
8
Local estimation of dynamic copula models
Mendes, Beatriz Vaz de Melo
;
Melo, Eduardo F. L. de
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 241-258
Persistent link: https://www.econbiz.de/10008860402
Saved in:
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