E-LIB Suche - Ergebnisse für: Medeiros, Marcelo C

1

Modeling the evolution of deaths from infectious diseases w..:

Collazos, Julian A. A. ; Dias, Ronaldo ; Medeiros, Marcelo C.
Statistics in Medicine. 42 (2023) 7 - p. 993-1012 , 2023

2

Forecasting Large Realized Covariance Matrices: The Benefit..:

Alves, Rafael P ; de Brito, Diego S ; Medeiros, Marcelo C.
Journal of Financial Econometrics. 22 (2023) 3 - p. 696-742 , 2023

Link: https://doi.org/10.1093/..

3

Forecasting with Machine Learning Methods:

, In: Advanced Studies in Theoretical and Applied Econometrics; Econometrics with Machine Learning,

Medeiros, Marcelo C. - p. 111-149 , 2022

Link: https://doi.org/10.1007/..

4

Short-term Covid-19 forecast for latecomers:

Medeiros, Marcelo C. ; Street, Alexandre ; Valladão, Davi..
International Journal of Forecasting. 38 (2022) 2 - p. 467-488 , 2022

Link: https://doi.org/10.1016/..

5

Jumps in stock prices: New insights from old data:

Johnson, James A. ; Medeiros, Marcelo C. ; Paye, Bradley S.
Journal of Financial Markets. 60 (2022) - p. 100708 , 2022

Link: https://doi.org/10.1016/..

6

Do We Exploit all Information for Counterfactual Analysis? ..:

Fan, Jianqing ; Masini, Ricardo ; Medeiros, Marcelo C.
Journal of the American Statistical Association. 117 (2022) 538 - p. 574-590 , 2022

Link: https://doi.org/10.1080/..

7

From zero to hero: Realized partial (co)variances:

Bollerslev, Tim ; Medeiros, Marcelo C. ; Patton, Andrew J..
Journal of Econometrics. 231 (2022) 2 - p. 348-360 , 2022

Link: https://doi.org/10.1016/..

8

Regularized estimation of high‐dimensional vector autoregre..:

Masini, Ricardo P. ; Medeiros, Marcelo C. ; Mendes, Eduardo F.
Journal of Time Series Analysis. 43 (2021) 4 - p. 532-557 , 2021

Link: https://doi.org/10.1111/..

9

Counterfactual Analysis With Artificial Controls: Inference..:

Masini, Ricardo ; Medeiros, Marcelo C.
Journal of the American Statistical Association. 116 (2021) 536 - p. 1773-1788 , 2021

Link: https://doi.org/10.1080/..

10

Machine learning advances for time series forecasting:

Masini, Ricardo P. ; Medeiros, Marcelo C. ; Mendes, Eduardo F.
Journal of Economic Surveys. 37 (2021) 1 - p. 76-111 , 2021

Link: https://doi.org/10.1111/..

11

Counterfactual Analysis and Inference With Nonstationary Da..:

Masini, Ricardo ; Medeiros, Marcelo C.
Journal of Business & Economic Statistics. 40 (2020) 1 - p. 227-239 , 2020

Link: https://doi.org/10.1080/..

12

A Smooth Transition Finite Mixture Model for Accommodating ..:

Kappe, Eelco ; DeSarbo, Wayne S. ; Medeiros, Marcelo C.
Journal of Business & Economic Statistics. 38 (2019) 3 - p. 580-592 , 2019

Link: https://doi.org/10.1080/..

13

Forecasting Inflation in a Data-Rich Environment: The Benef..:

Medeiros, Marcelo C. ; Vasconcelos, Gabriel F. R. ; Veiga, Álvaro.
Journal of Business & Economic Statistics. 39 (2019) 1 - p. 98-119 , 2019

Link: https://doi.org/10.1080/..

14

ArCo: An artificial counterfactual approach for high-dimens..:

Carvalho, Carlos ; Masini, Ricardo ; Medeiros, Marcelo C.
Journal of Econometrics. 207 (2018) 2 - p. 352-380 , 2018

Link: https://doi.org/10.1016/..

15

Real-time inflation forecasting with high-dimensional model..:

Garcia, Márcio G.P. ; Medeiros, Marcelo C. ; Vasconcelos, Gabriel F.R.
International Journal of Forecasting. 33 (2017) 3 - p. 679-693 , 2017

Link: https://doi.org/10.1016/..