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Eduardo Fonseca Mendes
Eduardo Fonseca Mendes
Assistant Professor at Fundação Getulio Vargas
Verified email at fgv.br - Homepage
Title
Cited by
Cited by
Year
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
138*2016
Machine learning advances for time series forecasting
RP Masini, MC Medeiros, EF Mendes
Journal of Economic Surveys, 2021
552021
Adaptive LASSO estimation for ARDL models with GARCH innovations
MC Medeiros, EF Mendes
Econometric Reviews 36 (6-9), 622-637, 2017
132017
On convergence rates of mixtures of polynomial experts
EF Mendes, W Jiang
Neural computation 24 (11), 3025-3051, 2012
132012
A flexible particle Markov chain Monte Carlo method
EF Mendes, CK Carter, D Gunawan, R Kohn
Statistics and Computing, 2020
12*2020
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
122015
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
92022
Some new approaches to forecasting the price of electricity: a study of californian market
EF Mendes, L Oxley, M Reale
Department of Economics, 2008
82008
An extended space approach for particle Markov chain Monte Carlo methods
CK Carter, EF Mendes, R Kohn
arXiv preprint arXiv:1406.5795, 2014
72014
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
52011
Estimation and asymptotic theory for a new class of mixture models
EF Mendes, A Veiga, MC Medeiros
Texto para discussão, 2007
52007
Model selection consistency for cointegrating regressions
EF Mendes
arXiv preprint arXiv:1104.5667, 2011
42011
Markov Interacting Importance Samplers
EF Mendes, M Scharth, R Kohn
arXiv preprint arXiv:1502.07039, 2015
32015
Penalized estimation of semi-parametric additive time-series models
MC Medeiros, EF Mendes
Essays in Nonlinear Time Series Econometrics, 215-237, 2014
32014
Detecção de anomalias frequentes no transporte rodoviário urbano
AB Cruz, J Ferreira, D Carvalho, E Mendes, E Pacitti, R Coutinho, F Porto, ...
Anais do XXXIII Simpósio Brasileiro de Banco de Dados, 271-276, 2018
22018
Mining jams into pollution: how Waze data helps estimating air pollution in large cities
JLM Carabetta
12019
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
12008
Machine learning para avaliação do controle externo
RL Cardoso, E Mendes, MA Vasarhelyi
2022
Antídoto à rivalidade: sororidade, substantivo feminino: termo usado usado para expressar empatia entre mulheres ganha força nas redes sociais
D Tinoco
2016
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