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Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data

Soares, Lacir J.; Medeiros, Marcelo C. - In: International Journal of Forecasting 24 (2008) 4, pp. 630-644

The goal of this paper is to describe a forecasting model for the hourly electricity load in the area covered by an electric utility located in the southeast of Brazil. A different model is constructed for each hour of the day. Each model is based on a decomposition of the daily series of each...

Persistent link: https://www.econbiz.de/10005429504

Asymptotic theory for regressions with smoothly changing parameters

Hillebrand, Eric; Medeiros, Marcelo C.; Xu, Junyue - In: Journal of time series econometrics 5 (2013) 2, pp. 133-162

Persistent link: https://www.econbiz.de/10010225454

Counterfactual analysis and inference with nonstationary data

Masini, Ricardo; Medeiros, Marcelo C. - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 227-239

Persistent link: https://www.econbiz.de/10012804103

Forecasting macroeconomic variables in data-rich environments

Medeiros, Marcelo C.; Vasconcelos, Gabriel F. R. - In: Economics letters 138 (2016), pp. 50-52

Persistent link: https://www.econbiz.de/10011615474

A smooth transition finite mixture model for accommodating unobserved heterogeneity

Kappe, Eelco; DeSarbo, Wayne; Medeiros, Marcelo C. - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 3, pp. 580-592

Persistent link: https://www.econbiz.de/10012262497

Nonlinearity, breaks, and long-range dependence in time-series models

Hillebrand, Eric; Medeiros, Marcelo C. - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 23-41

Persistent link: https://www.econbiz.de/10011691143

L1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors

Medeiros, Marcelo C.; Mendes, Eduardo F. - In: Journal of econometrics 191 (2016) 1, pp. 255-271

Persistent link: https://www.econbiz.de/10011598121

Modeling and forecasting large realized covariance matrices and portfolio choice

Callot, Laurent A. F.; Kock, Anders Bredahl; Medeiros, … - In: Journal of applied econometrics 32 (2017) 1, pp. 140-158

Persistent link: https://www.econbiz.de/10011688494

A (semi)parametric functional coefficient logarithmic autoregressive conditional duration model

Fernandes, Marcelo; Medeiros, Marcelo C.; Veiga, Alvaro - In: Econometric reviews 35 (2016) 5/7, pp. 1221-1250

Persistent link: https://www.econbiz.de/10011591186

Model selection and shrinkage : an overview

Caner, Mehmet; Medeiros, Marcelo C. - In: Econometric reviews 35 (2016) 8/10, pp. 1343-1346

Persistent link: https://www.econbiz.de/10011592330