Marcelo C. Medeiros

Available identifiers

zbMath Open medeiros.marcelo-cDBLP53/633WikidataQ30084978 ScholiaQ30084978MaRDI QIDQ191778

List of research outcomes

Publication	Date of Publication	Type
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models	2025-01-20	Paper
A Smooth Transition Finite Mixture Model for Accommodating Unobserved Heterogeneity	2024-10-28	Paper
Counterfactual Analysis and Inference With Nonstationary Data	2024-10-17	Paper
Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods	2024-10-11	Paper
Modeling the evolution of deaths from infectious diseases with functional data models: the case of COVID-19 in Brazil	2024-10-11	Paper
Bridging factor and sparse models	2024-01-04	Paper
Sharpe ratio analysis in high dimensions: residual-based nodewise regression in factor models	2023-06-29	Paper
Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction	2023-03-27	Paper
Counterfactual Analysis With Artificial Controls: Inference, High Dimensions, and Nonstationarity	2023-03-14	Paper
From zero to hero: realized partial (co)variances	2022-12-14	Paper
Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations	2022-08-11	Paper
Adaptive LASSO estimation for ARDL models with GARCH innovations	2022-06-08	Paper
A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model	2022-06-03	Paper
A Note on Nonlinear Cointegration, Misspecification, and Bimodality	2022-05-31	Paper
Regularized Estimation of High-Dimensional Vector AutoRegressions with Weakly Dependent Innovations	2019-12-18	Paper
Instrument selection for estimation of a forward-looking Phillips curve	2018-09-05	Paper
Forecasting macroeconomic variables in data-rich environments	2018-08-31	Paper
Asymptotic theory for regressions with smoothly changing parameters	2018-02-07	Paper
Moment-based estimation of smooth transition regression models with endogenous variables	2016-08-12	Paper
Linear programming-based estimators in simple linear regression	2016-08-12	Paper
A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries	2016-06-22	Paper
A neural network demand system with heteroskedastic errors	2016-06-22	Paper
An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals	2016-06-22	Paper
\(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors	2015-12-18	Paper
Modelling and forecasting noisy realized volatility	2012-06-20	Paper
The benefits of bagging for forecast models of realized volatility	2010-12-15	Paper
Testing for remaining autocorrelation of the residuals in the framework of fuzzy rule-based time series modelling	2010-09-08	Paper
Linearity testing for fuzzy rule-based models	2010-07-28	Paper
MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL	2010-04-08	Paper
Tree-structured smooth transition regression models	2009-06-12	Paper
Realized Volatility: A Review	2008-11-19	Paper
Local Global Neural Networks	2005-02-21	Paper
Diagnostic Checking in a Flexible Nonlinear Time Series Model	2004-03-16	Paper
Piecewise linear time series estimation with GRASP	2001-07-22	Paper

Research outcomes over time

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