| Machine learning advances for time series forecasting RP Masini, MC Medeiros, EF Mendes Journal of Economic Surveys, 1-36, 2020 | 389 | 2020 |
| ArCo: An artificial counterfactual approach for high-dimensional panel time-series data C Carvalho, R Masini, MC Medeiros Journal of econometrics 207 (2), 352-380, 2018 | 118 | 2018 |
| Bridging factor and sparse models J Fan, RP Masini, MC Medeiros The Annals of Statistics 51 (4), 1692-1717, 2023 | 51 | 2023 |
| Counterfactual analysis with artificial controls: inference, high dimensions and nonstationarity R Masini, MC Medeiros Journal of the American Statistical Association, 1-42, 2021 | 42 | 2021 |
| Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations RP Masini, MC Medeiros, EF Mendes Journal of Time Series Analysis 43 (4), 532-557, 2022 | 30 | 2022 |
| Counterfactual analysis and inference with nonstationary data R Masini, MC Medeiros Journal of Business & Economic Statistics 40 (1), 227-239, 2022 | 27* | 2022 |
| ArCo: An R package to Estimate Artificial Counterfactuals. YR Fonseca, RM Prates, MC Medeiros, GFR Vasconcelos The R Journal 10 (1), 91-108, 2018 | 17 | 2018 |
| Do we exploit all information for counterfactual analysis? Benefits of factor models and idiosyncratic correction J Fan, R Masini, MC Medeiros Journal of the American Statistical Association 117 (538), 574-590, 2022 | 14 | 2022 |
| Yurinskii's Coupling for Martingales MD Cattaneo, RP Masini, WG Underwood arXiv preprint arXiv:2210.00362, 2022 | 13 | 2022 |
| Arco: Artificial counterfactual package YR Fonseca, R Masini, MC Medeiros, GFR Vasconcelos R package.[53], 2017 | 5 | 2017 |
| Constrained polynomial likelihood C Almeida, R Masini, P Schneider Journal of Business & Economic Statistics, 1-12, 2024 | 2 | 2024 |
| Distributional counterfactual analysis in high-dimensional setup R Masini Journal of Econometrics, 105675, 2024 | 1 | 2024 |
| Balancing Flexibility and Interpretability: A Conditional Linear Model Estimation via Random Forest R Masini, M Medeiros arXiv preprint arXiv:2502.13438, 2025 | | 2025 |
| Sharp Anti-Concentration Inequalities for Extremum Statistics via Copulas MD Cattaneo, RP Masini, WG Underwood arXiv preprint arXiv:2502.07699, 2025 | | 2025 |
| Higher-order refinements of small bandwidth asymptotics for density-weighted average derivative estimators MD Cattaneo, MH Farrell, M Jansson, RP Masini Journal of Econometrics, 105855, 2024 | | 2024 |
| Fixed-Point Solution via Estimation Techniques R Masini, V Orestes Available at SSRN 3414589, 2023 | | 2023 |
| Supplementary Material for: Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction J Fan, R Masini, MC Medeiros | | 2021 |
| Supplementary Material for Counterfactual Analysis with Artificial Controls: Inference, High Dimensions and Nonstationarity R Masini, MC Medeiros | | 2021 |
| A Framework for Solving Non-Linear DSGE Models R Masini, V Orestes A Framework for Solving Non-Linear DSGE Models: Masini, Ricardo| uOrestes …, 2019 | | 2019 |
| SUPPLEMENTARY MATERIAL FOR ARCO: AN ARTIFICIAL COUNTERFACTUAL APPROACH FOR HIGH-DIMENSIONAL PANEL TIME-SERIES DATA C Carvalho, R Masini, MC Medeiros | | |
Marcelo C. MedeirosProfessor, Department of Economics, The University of Illinois at Urbana-ChampaignDirección de correo verificada de illinois.edu