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 |
Research outcomes over time
This page was built for person: Eduardo F. Mendes
