The following pages link to Marcelo C. Medeiros (Q191778):
Displayed 32 items.
- (Q299261) (redirect page) (← links)
- A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
- A neural network demand system with heteroskedastic errors (Q299485) (← links)
- An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals (Q299488) (← links)
- (Q429641) (redirect page) (← links)
- Modelling and forecasting noisy realized volatility (Q429642) (← links)
- (Q588185) (redirect page) (← links)
- Moment-based estimation of smooth transition regression models with endogenous variables (Q738051) (← links)
- Linear programming-based estimators in simple linear regression (Q738057) (← links)
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (Q898600) (← links)
- Linearity testing for fuzzy rule-based models (Q983052) (← links)
- Tree-structured smooth transition regression models (Q1023576) (← links)
- Forecasting macroeconomic variables in data-rich environments (Q1667993) (← links)
- Instrument selection for estimation of a forward-looking Phillips curve (Q1670180) (← links)
- Asymptotic theory for regressions with smoothly changing parameters (Q1695562) (← links)
- From zero to hero: realized partial (co)variances (Q2106366) (← links)
- The Benefits of Bagging for Forecast Models of Realized Volatility (Q3063858) (← links)
- Realized Volatility: A Review (Q3539862) (← links)
- MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL (Q3551018) (← links)
- TESTING FOR REMAINING AUTOCORRELATION OF THE RESIDUALS IN THE FRAMEWORK OF FUZZY RULE-BASED TIME SERIES MODELLING (Q3587557) (← links)
- Diagnostic Checking in a Flexible Nonlinear Time Series Model (Q4455661) (← links)
- Local Global Neural Networks (Q4651038) (← links)
- A Note on Nonlinear Cointegration, Misspecification, and Bimodality (Q5080465) (← links)
- Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations (Q5095824) (← links)
- A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model (Q5863653) (← links)
- Adaptive LASSO estimation for ARDL models with GARCH innovations (Q5864640) (← links)
- Counterfactual Analysis With Artificial Controls: Inference, High Dimensions, and Nonstationarity (Q5881962) (← links)
- Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction (Q5885082) (← links)
- Piecewise linear time series estimation with GRASP (Q5938471) (← links)
- Sharpe ratio analysis in high dimensions: residual-based nodewise regression in factor models (Q6108258) (← links)
- Bridging factor and sparse models (Q6183755) (← links)
- Regularized Estimation of High-Dimensional Vector AutoRegressions with Weakly Dependent Innovations (Q6331402) (← links)