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Building neural network models for time series: a statistical approach
Medeiros, Marcelo C.; Teräsvirta, Timo; Rech, Gianluigi - In: Journal of forecasting 25 (2006) 1, pp. 49
Persistent link: https://www.econbiz.de/10006872547
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Theory and Methods - Local Global Neural Networks: A New Approach for Nonlinear Time Series Modeling
Suárez-Fariñas, Mayte; Pedreira, Carlos E.; Medeiros, … - In: Journal of the American Statistical Association : JASA 99 (2004) 468, pp. 1092-1107
Persistent link: https://www.econbiz.de/10006608216
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Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data
Soares, Lacir J.; Medeiros, Marcelo C. - In: International journal of forecasting 24 (2008) 4, pp. 630-644
Persistent link: https://www.econbiz.de/10008143087
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A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
Mcaleer, Michael; Medeiros, Marcelo C. - In: Journal of econometrics 147 (2008) 1, pp. 104-119
Persistent link: https://www.econbiz.de/10008143200
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An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals
Medeiros, Marcelo C.; Mcaleer, Michael; Slottje, Daniel; … - In: Journal of econometrics 147 (2008) 2, pp. 372-383
Persistent link: https://www.econbiz.de/10008146816
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A neural network demand system with heteroskedastic errors
Mcaleer, Michael; Medeiros, Marcelo C.; Slottje, Daniel - In: Journal of econometrics 147 (2008) 2, pp. 359-371
Persistent link: https://www.econbiz.de/10008146817
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MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL
Medeiros, Marcelo C.; Veiga, Alvaro - In: Econometric theory 25 (2009) 1, pp. 117-161
Persistent link: https://www.econbiz.de/10008163718
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Evaluating the forecasting performance of GARCH models using white's reality check
Souza, Leonardo; Veiga, Alvaro; Medeiros, Marcelo C. - In: Brazilian review of econometrics : the review of the … 25 (2005) 1, pp. 43-66
Persistent link: https://www.econbiz.de/10009078656
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Modeling and forecasting short‐term interest rates: The benefits of smooth regimes, macroeconomic variables, and bagging
Audrino, Francesco; Medeiros, Marcelo C. - In: Journal of applied econometrics 26 (2011) 6, pp. 999-1023
Persistent link: https://www.econbiz.de/10009290253
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Linear programming-based estimators in simple linear regression
Preve, Daniel; Medeiros, Marcelo C. - In: Journal of econometrics 165 (2011) 1, pp. 128-137
Persistent link: https://www.econbiz.de/10009333116