Eduardo Fonseca Mendes

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Marcelo C. MedeirosProfessor, Department of Economics, The University of Illinois at Urbana-ChampaignDirección de correo verificada de illinois.edu
Ricardo MasiniUniversity of California, DavisDirección de correo verificada de ucdavis.edu
Les OxleyProfessor of Economics, University of WaikatoDirección de correo verificada de waikato.ac.nz
robert kohnProfessor of Economics University of New South WalesDirección de correo verificada de unsw.edu.au
Christopher CarterDirección de correo verificada de unsw.edu.au
David GunawanUniversity of WollongongDirección de correo verificada de uow.edu.au
Marco RealeAssociate Professor, University of CanterburyDirección de correo verificada de canterbury.ac.nz
Marcelo FernandesSao Paulo School of Economics, FGVDirección de correo verificada de fgv.br
Olivier ScailletProfessor of Finance and Statistics, University of Geneva (GSEM) and Swiss Finance InstituteDirección de correo verificada de unige.ch
Alvaro VeigaProfessor Associado, Departamento de Engenharia Elétrica, PUC-RioDirección de correo verificada de ele.puc-rio.br
Marcel ScharthUniversity of Sydney Business SchoolDirección de correo verificada de sydney.edu.au
Eduardo OgasawaraCEFET/RJDirección de correo verificada de ieee.org

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Eduardo Fonseca Mendes

Assistant Professor at Fundação Getulio Vargas

Dirección de correo verificada de fgv.br - Página principal

Econometric theory statistical learning Monte Carlo simulation methods


Título Ordenar por citas Ordenar por año Ordenar por título	Citado por Citado por	Año
Machine learning advances for time series forecasting RP Masini, MC Medeiros, EF Mendes Journal of economic surveys 37 (1), 76-111, 2023	389	2023
ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors MC Medeiros, EF Mendes Journal of Econometrics 191 (1), 255-271, 2016	196*	2016
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
A flexible particle Markov chain Monte Carlo method EF Mendes, CK Carter, D Gunawan, R Kohn Statistics and Computing, 2020	17*	2020
On convergence rates of mixtures of polynomial experts EF Mendes, W Jiang Neural computation 24 (11), 3025-3051, 2012	17	2012
Adaptive LASSO estimation for ARDL models with GARCH innovations MC Medeiros, EF Mendes Econometric Reviews 36 (6-9), 622-637, 2017	16	2017
Testing for symmetry and conditional symmetry using asymmetric kernels M Fernandes, EF Mendes, O Scaillet Annals of the Institute of Statistical Mathematics 67 (4), 649-671, 2015	12	2015
Some new approaches to forecasting the price of electricity: a study of californian market EF Mendes, L Oxley, M Reale Department of Economics, 2008	8	2008
An extended space approach for particle Markov chain Monte Carlo methods CK Carter, EF Mendes, R Kohn arXiv preprint arXiv:1406.5795, 2014	7	2014
Model selection consistency for cointegrating regressions EF Mendes arXiv preprint arXiv:1104.5667, 2011	6	2011
A note on nonlinear cointegration, misspecification, and bimodality MC Medeiros, E Mendes, L Oxley Econometric Reviews 33 (7), 713-731, 2014	5*	2014
Cointegrating smooth transition regressions with a stationary transition variable M Medeiros, E MENDES, L Oxley Working paper, Pontifical Catholic University of Rio de Janeiro, 2011	5	2011
Estimation and asymptotic theory for a new class of mixture models EF Mendes, A Veiga, MC Medeiros Texto para discussão, 2007	5	2007
Markov interacting importance samplers EF Mendes, M Scharth, R Kohn arXiv preprint arXiv:1502.07039, 2015	4	2015
Penalized estimation of semi-parametric additive time-series models M Medeiros, E Mendes Essays in nonlinear time series econometrics. Oxford University Press, 2013	3	2013
Mining jams into pollution: how Waze data helps estimating air pollution in large cities JLM Carabetta	2	2019
Detecção de anomalias frequentes no transporte rodoviário urbano AB Cruz, J Ferreira, D Carvalho, E Mendes, E Pacitti, R Coutinho, F Porto, ... Simpósio Brasileiro de Banco de Dados (SBBD), 271-276, 2018	2	2018
Long memory or shifting means? A new approach and application to realised volatility W Rea, L Oxley, M Reale, E Mendes Department of Economics and Finance, 2008	1	2008
Generalized Information Criteria for Structured Sparse Models EF Mendes, GJP Pinto arXiv preprint arXiv:2309.01764, 2023		2023
Concentration inequalities for high-dimensional linear processes with dependent innovations EF Mendes, F Lopes arXiv preprint arXiv:2307.12395, 2023		2023

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