Browsing All of EconStor by Author Medeiros, Marcelo C.

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Showing results 21 to 36 of 36
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Year of PublicationTitleAuthor(s)
2010 Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatilityHillebrand, Eric; Medeiros, Marcelo C.
2010 Moment-based estimation of smooth transition regression models with endogenous variablesAreosa, Waldyr Dutra; McAleer, Michael; Medeiros, Marcelo C.
2010 Modeling and Forecasting Short-term Interest Rates: The Benefits of Smooth Regimes, Macroeconomic Variables, and BaggingAudrino, Francesco; Medeiros, Marcelo C.
2010 Linear Programming-Based Estimators in Simple Linear RegressionPreve, Daniel; Medeiros, Marcelo C.
2010 Forecasting Realized Volatility with Linear and Nonlinear ModelsMcAleer, Michael; Medeiros, Marcelo C.
2010 Nonlinear Cointegration, Misspecification and BimodalityMedeiros, Marcelo C.; Mendes, Eduardo; Oxley, Les
2012 Estimating High-Dimensional Time Series Models.Medeiros, Marcelo C.; Mendes, Eduardo F.
2012 Let´s do it again: bagging equity premium predictorsHillebrand, Eric; Lee, Tae-hwy; Medeiros, Marcelo C.
2014 Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio ChoiceCallot, Laurent; Kock, Anders B.; Medeiros, Marcelo C.
2015 l1-Regularization of High-Dimensional Time-Series Models with Flexible InnovationsMedeiros, Marcelo C.; Mendes, Eduardo F.
2015 Adaptative LASSO estimation for ARDL models with GARCH innovationsMedeiros, Marcelo C.; Mendes, Eduardo F.
2015 Is the convergence of the manufacturing sector unconditional?Assunção, Juliano; Burity, Priscilla; Medeiros, Marcelo C.
2015 Structure and asymptotic theory for nonlinear models with GARCH errorsChan, Felix; McAleer, Michael; Medeiros, Marcelo C.
2015 O impacto de anúncios econômicos no mercado futuro brasileiro de ações, juros e câmbioSantos, Francisco Eduardo de Luna e Almeida; Garcia, Márcio Gomes Pinto; Medeiros, Marcelo C.
2016 A estabilidade da desigualdade no Brasil entre 2006 e 2012: Resultados adicionaisMedeiros, Marcelo C.; de Souza, Pedro H. G. F.
2016 Desigualdades de gênero em tempo de trabalho pago e não pago no Brasil, 2013Pinheiro, Luana Simões; Medeiros, Marcelo C.