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Estimating the optimal time for a road concession contract in Brazil

Pivatto, Douglas; Fernandez, Rodrigo Nobre; Saulo, Helton; … - In: International journal of economics and finance 9 (2017) 12, pp. 44-53

Persistent link: https://www.econbiz.de/10011782649

A new BISARMA time series model for forecasting mortality using weather and particulate matter data

Leiva, Víctor; Saulo, Helton; Souza, Rubens; Aykroyd, … - In: Journal of Forecasting 40 (2021) 2, pp. 346-364

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Parametric quantile autoregressive conditional duration models with application to intraday value-at-risk forecasting

Saulo, Helton; Pal, Suvra; Souza, Rubens; Vila, Roberto; … - In: Journal of forecasting 44 (2025) 2, pp. 589-605

Persistent link: https://www.econbiz.de/10015374068

Zero‑adjusted log‑symmetric quantile regression models

Cunha, Danúbia R.; Divino, José Angelo; Saulo, Helton - In: Computational economics 63 (2024) 5, pp. 2087-2111

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O impacto das regras do Programa Bolsa Família sobre a fecundidade das beneficiárias

Cechin, Luis Antonio Winck; Carraro, André; Ribeiro, … - In: Revista brasileira de economia : RBE ; revista da … 69 (2015) 3, pp. 303-329

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Effects of software piracy on economic growth

Fernandez, Rodrigo Nobre; Ribeiro, Felipe Garcia; … - In: International journal of economics and finance 10 (2018) 6, pp. 1-11

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Discussion of “Birnbaum‐Saunders distribution : A review of models, analysis, and applications” by N. Balakrishnan and Debasis Kundu

Saulo, Helton; Leão, Jeremias; Santos‐Neto, Manoel - In: Applied Stochastic Models in Business and Industry 35 (2018) 1, pp. 118-121

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Log‐symmetric regression models : information criteria and application to movie business and industry data with economic implications

Ventura, Marcelo; Saulo, Helton; Leiva, Victor; … - In: Applied Stochastic Models in Business and Industry 35 (2019) 4, pp. 963-977

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Birnbaum‐Saunders quantile regression and its diagnostics with application to economic data

Sánchez, Luis; Leiva, Víctor; Galea, Manuel; Saulo, Helton - In: Applied Stochastic Models in Business and Industry 37 (2020) 1, pp. 53-73

Persistent link: https://www.econbiz.de/10012272552

Generalized Birnbaum–Saunders kernel density estimators and an analysis of financial data

Marchant, Carolina; Bertin, Karine; Leiva, Víctor; … - In: Computational Statistics & Data Analysis 63 (2013) C, pp. 1-15

The kernel method is a nonparametric procedure used to estimate densities with support in R. When nonnegative data are modeled, the classical kernel density estimator presents a bias problem in the neighborhood of zero. Several methods have been developed to reduce this bias, which include the...

Persistent link: https://www.econbiz.de/10011056391