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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

Moment-bases estimation of smooth transition regression models with endogenous variables

Dutra Areosa, Waldyr; McAleer, Michael; Medeiros, Marcelo C. - 2008

Persistent link: https://www.econbiz.de/10003893429

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

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

Penalized estimation of semi-parametric additive time-series models

Medeiros, Marcelo C.; Mendes, Eduardo F. - In: Essays in nonlinear time series econometrics, (pp. 215-237). 2014

Persistent link: https://www.econbiz.de/10010385850

Unobserved heterogeneity in regression models : a semiparametric approach based on nonlinear sieves

Assunção, Juliano J.; Burity, Priscila; Medeiros, … - In: Brazilian review of econometrics : BRE ; the review of … 35 (2015) 1, pp. 47-63

Persistent link: https://www.econbiz.de/10011538815

Adaptive LASSO estimation for ARDL models with garch innovations

Medeiros, Marcelo C.; Mendes, Eduardo F. - 2015

In this paper we show the validity of the adaptive LASSO procedure in estimating stationary ARDL(p,q) models with GARCH innovations. We show that, given a set of initial weights, the adaptive Lasso selects the relevant variables with probability converging to one. Afterwards, we show that the...

Persistent link: https://www.econbiz.de/10010505034

Asymptotic theory for regressions with smoothly changing parameters

Hillebrand, Eric; Medeiros, Marcelo C.; Xu, Junyue - 2012

Persistent link: https://www.econbiz.de/10009562840

Estimating high-dimensional time series models

Medeiros, Marcelo C.; Mendes, Eduardo F. - 2012

Persistent link: https://www.econbiz.de/10009614505

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

Fernandes, Marcelo (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003404400