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A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael; Medeiros, Marcelo C. - In: Journal of econometrics 147 (2008) 1, pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
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A neural network demand system with heteroskedastic errors
McAleer, Michael; Medeiros, Marcelo C.; Slottje, Daniel … - In: Journal of econometrics 147 (2008) 2, pp. 359-371
Persistent link: https://www.econbiz.de/10003809381
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An alternative approach to estimating demand : neural network regression with conditional volatility for high frequency air passenger arrivals
Medeiros, Marcelo C.; McAleer, Michael; Slottje, Daniel … - In: Journal of econometrics 147 (2008) 2, pp. 372-383
Persistent link: https://www.econbiz.de/10003809387
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Linear programming-based estimators in simple linear regression
Preve, Daniel; Medeiros, Marcelo C. - In: Journal of econometrics 165 (2011) 1, pp. 128-236
Persistent link: https://www.econbiz.de/10009374479
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Moment-based estimation of smooth transition regression models with endogenous variables
Areosa, Waldyr Dutra; McAleer, Michael; Medeiros, Marcelo C. - In: Journal of econometrics 165 (2011) 1, pp. 100-111
Persistent link: https://www.econbiz.de/10009374482
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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
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ArCo : an artificial counterfactual approach for high-dimensional panel time-series data
Carvalho, Carlos Viana de; Masini, Ricardo; Medeiros, … - In: Journal of econometrics 207 (2018) 2, pp. 352-380
Persistent link: https://www.econbiz.de/10012116360
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From zero to hero : realized partial (co)variances
Bollerslev, Tim; Medeiros, Marcelo C.; Patton, Andrew J.; … - In: Journal of econometrics 231 (2022) 2, pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
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Usefulness of proxy variables in linear models with sthochastic regressors
Teräsvirta, Timo - In: Journal of econometrics 36 (1987) 3, pp. 377-382
Persistent link: https://www.econbiz.de/10003693105
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Underestimation of mean square error matrix in misspecified linear models
Teräsvirta, Timo - In: Journal of econometrics 18 (1982) 2, pp. 281-284
Persistent link: https://www.econbiz.de/10002914226