Eduardo F. Mendes

Available identifiers

zbMath Open mendes.eduardo-fMaRDI QIDQ898599

List of research outcomes

Publication	Date of Publication	Type
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 Note on Nonlinear Cointegration, Misspecification, and Bimodality	2022-05-31	Paper
A flexible particle Markov chain Monte Carlo method	2020-08-27	Paper
Regularized Estimation of High-Dimensional Vector AutoRegressions with Weakly Dependent Innovations	2019-12-18	Paper
\(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors	2015-12-18	Paper
Testing for symmetry and conditional symmetry using asymmetric kernels	2015-07-21	Paper
On convergence rates of mixtures of polynomial experts	2013-07-23	Paper

Research outcomes over time

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