Narrow search
Showing 1 - 10 of 130
Cover Image
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
Cover Image
Asymptotic theory for regressions with smoothly changing parameters
Hillebrand, Eric; Medeiros, Marcelo C.; Xu, Junyue - In: Journal of time series econometrics 5 (2013) 2, pp. 133-162
Persistent link: https://www.econbiz.de/10010225454
Cover Image
Modeling and forecasting large realized covariance matrices and portfolio choice
Callot, Laurent A. F.; Kock, Anders Bredahl; Medeiros, … - In: Journal of applied econometrics 32 (2017) 1, pp. 140-158
Persistent link: https://www.econbiz.de/10011688494
Cover Image
Nonlinearity, breaks, and long-range dependence in time-series models
Hillebrand, Eric; Medeiros, Marcelo C. - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 23-41
Persistent link: https://www.econbiz.de/10011691143
Cover Image
Real-time inflation forecasting with high-dimensional models : the case of Brazil
Garcia, Márcio Gomes Pinto; Medeiros, Marcelo C.; … - In: International journal of forecasting 33 (2017) 3, pp. 679-693
Persistent link: https://www.econbiz.de/10011746198
Cover Image
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
Cover Image
A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model
Fernandes, Marcelo; Medeiros, Marcelo C.; Veiga, Alvaro - In: Econometric reviews 35 (2016) 5/7, pp. 1221-1250
Persistent link: https://www.econbiz.de/10011591186
Cover Image
Model selection and shrinkage : an overview
Caner, Mehmet; Medeiros, Marcelo C. - In: Econometric reviews 35 (2016) 8/10, pp. 1343-1346
Persistent link: https://www.econbiz.de/10011592330
Cover Image
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
Cover Image
Forecasting macroeconomic variables in data-rich environments
Medeiros, Marcelo C.; Vasconcelos, Gabriel F. R. - In: Economics letters 138 (2016), pp. 50-52
Persistent link: https://www.econbiz.de/10011615474