Eduardo F. Mendes

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!

Publication	Date of Publication	Type
Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations Journal of Time Series Analysis	2022-08-11	Paper
Adaptive LASSO estimation for ARDL models with GARCH innovations Econometric Reviews	2022-06-08	Paper
A note on nonlinear cointegration, misspecification, and bimodality Econometric Reviews	2022-05-31	Paper
A flexible particle Markov chain Monte Carlo method Statistics and Computing	2020-08-27	Paper
Regularized Estimation of High-Dimensional Vector AutoRegressions with Weakly Dependent Innovations (available as arXiv preprint)	2019-12-18	Paper
\(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors Journal of Econometrics	2015-12-18	Paper
Testing for symmetry and conditional symmetry using asymmetric kernels Annals of the Institute of Statistical Mathematics	2015-07-21	Paper
On convergence rates of mixtures of polynomial experts Neural Computation	2013-07-23	Paper
Determination of the distribution function of Preisach's model using centred cycles COMPEL	2001-06-26	Paper

Research outcomes over time

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