Guilherme V. Moura

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Maximum likelihood estimation of a TVP-VAR
Economics Letters
2019-10-10Paper
Dynamic factor multivariate GARCH model
Computational Statistics and Data Analysis
2018-11-23Paper
Yield curve forecast combinations based on bond portfolio performance
Journal of Forecasting
2018-10-12Paper
Predicting the yield curve using forecast combinations
Computational Statistics and Data Analysis
2018-08-15Paper
Efficient estimation of conditionally linear and Gaussian state space models
Economics Letters
2015-01-14Paper
Efficient Likelihood Evaluation of State-Space Representations
Review of Economic Studies
2013-05-28Paper


Research outcomes over time


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