Asymptotic Theory for Regressions with Smoothly Changing Parameters.
- Published in:
- Journal of Time Series Econometrics, 2013, v. 5, n. 2, p. 133, doi. 10.1515/jtse-2012-0024
- By:
- Publication type:
- Article
Works by Medeiros, Marcelo C
Results: 27
1
2
ArCo: An R package to Estimate Artificial Counterfactuals.
- Published in:
- R Journal, 2018, v. 10, n. 1, p. 91, doi. 10.32614/RJ-2018-016
- By:
- Publication type:
- Article
3
Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations.
- Published in:
- Journal of Time Series Analysis, 2022, v. 43, n. 4, p. 532, doi. 10.1111/jtsa.12627
- By:
- Publication type:
- Article
4
Counterfactual Imputation: Comments on "Imputation of Counterfactual Outcomes when the Errors are Predictable" by Silvia Gonçalves and Serena Ng.
- Published in:
- Journal of Business & Economic Statistics, 2024, v. 42, n. 4, p. 1128, doi. 10.1080/07350015.2024.2368805
- By:
- Publication type:
- Article
5
Counterfactual Analysis and Inference With Nonstationary Data.
- Published in:
- Journal of Business & Economic Statistics, 2022, v. 40, n. 1, p. 227, doi. 10.1080/07350015.2020.1799814
- By:
- Publication type:
- Article
6
Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods.
- Published in:
- Journal of Business & Economic Statistics, 2021, v. 39, n. 1, p. 98, doi. 10.1080/07350015.2019.1637745
- By:
- Publication type:
- Article
7
A Smooth Transition Finite Mixture Model for Accommodating Unobserved Heterogeneity.
- Published in:
- Journal of Business & Economic Statistics, 2020, v. 38, n. 3, p. 580, doi. 10.1080/07350015.2018.1543126
- By:
- Publication type:
- Article
8
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models.
- Published in:
- Journal of Business & Economic Statistics, 2016, v. 34, n. 1, p. 23, doi. 10.1080/07350015.2014.985828
- By:
- Publication type:
- Article
9
Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction.
- Published in:
- Journal of the American Statistical Association, 2022, v. 117, n. 538, p. 574, doi. 10.1080/01621459.2021.2004895
- By:
- Publication type:
- Article
10
Counterfactual Analysis With Artificial Controls: Inference, High Dimensions, and Nonstationarity.
- Published in:
- Journal of the American Statistical Association, 2021, v. 116, n. 536, p. 1773, doi. 10.1080/01621459.2021.1964978
- By:
- Publication type:
- Article
11
Local Global Neural Networks: A New Approach for Nonlinear Time Series Modeling.
- Published in:
- Journal of the American Statistical Association, 2004, v. 99, n. 468, p. 1092, doi. 10.1198/016214504000001691
- By:
- Publication type:
- Article
12
Modeling the evolution of deaths from infectious diseases with functional data models: The case of COVID‐19 in Brazil.
- Published in:
- Statistics in Medicine, 2023, v. 42, n. 7, p. 993, doi. 10.1002/sim.9654
- By:
- Publication type:
- Article
13
Machine learning advances for time series forecasting.
- Published in:
- 2023
- By:
- Publication type:
- Literature Review
14
FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS.
- Published in:
- Journal of Economic Surveys, 2011, v. 25, n. 1, p. 6, doi. 10.1111/j.1467-6419.2010.00640.x
- By:
- Publication type:
- Article
15
Building neural network models for time series: a statistical approach.
- Published in:
- Journal of Forecasting, 2006, v. 25, n. 1, p. 49, doi. 10.1002/for.974
- By:
- Publication type:
- Article
16
Parametric Portfolio Selection: Evaluating and Comparing to Markowitz Portfolios.
- Published in:
- Brazilian Review of Finance / Revista Brasileira de Finanças, 2014, v. 12, n. 2, p. 257, doi. 10.12660/rbfin.v12n2.2014.24309
- By:
- Publication type:
- Article
17
Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice.
- Published in:
- Journal of Applied Econometrics, 2017, v. 32, n. 1, p. 140, doi. 10.1002/jae.2512
- By:
- Publication type:
- Article
18
Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage*.
- Published in:
- Journal of Financial Econometrics, 2024, v. 22, n. 3, p. 696, doi. 10.1093/jjfinec/nbad013
- By:
- Publication type:
- Article
19
Asymmetry and Long Memory in Volatility Modeling.
- Published in:
- Journal of Financial Econometrics, 2012, v. 10, n. 3, p. 495, doi. 10.1093/jjfinec/nbr015
- By:
- Publication type:
- Article
20
TESTING FOR REMAINING AUTOCORRELATION OF THE RESIDUALS IN THE FRAMEWORK OF FUZZY RULE-BASED TIME SERIES MODELLING.
- Published in:
- International Journal of Uncertainty, Fuzziness & Knowledge-Based Systems, 2010, v. 18, n. 4, p. 371, doi. 10.1142/S021848851000660X
- By:
- Publication type:
- Article
21
Diagnostic Checking in a Flexible Nonlinear Time Series Model.
- Published in:
- Journal of Time Series Analysis, 2003, v. 24, n. 4, p. 461, doi. 10.1111/1467-9892.00316
- By:
- Publication type:
- Article
22
Modeling and forecasting short-term interest rates: The benefits of smooth regimes, macroeconomic variables, and bagging.
- Published in:
- Journal of Applied Econometrics, 2011, v. 26, n. 6, p. 999, doi. 10.1002/jae.1171
- By:
- Publication type:
- Article
23
Adaptive LASSO estimation for ARDL models with GARCH innovations.
- Published in:
- Econometric Reviews, 2017, v. 36, n. 6-9, p. 622, doi. 10.1080/07474938.2017.1307319
- By:
- Publication type:
- Article
24
Model Selection and Shrinkage: An Overview.
- Published in:
- Econometric Reviews, 2016, v. 35, n. 8-10, p. 1343, doi. 10.1080/07474938.2015.1071157
- By:
- Publication type:
- Article
25
A (Semi)Parametric Functional Coefficient Logarithmic Autoregressive Conditional Duration Model.
- Published in:
- Econometric Reviews, 2016, v. 35, n. 7, p. 1221, doi. 10.1080/07474938.2014.977071
- By:
- Publication type:
- Article
26
A Combinatorial Approach to Piecewise Linear Time Series Analysis.
- Published in:
- Journal of Computational & Graphical Statistics, 2002, v. 11, n. 1, p. 236, doi. 10.1198/106186002317375712
- By:
- Publication type:
- Article
27
MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL.
- Published in:
- Econometric Theory, 2009, v. 25, n. 1, p. 117, doi. 10.1017/S026646660809004X
- By:
- Publication type:
- Article