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Eduardo Fonseca Mendes
Eduardo Fonseca Mendes
Assistant Professor at Fundação Getulio Vargas
Verified email at fgv.br - Homepage
Title
Cited by
Cited by
Year
Machine learning advances for time series forecasting
RP Masini, MC Medeiros, EF Mendes
Journal of economic surveys 37 (1), 76-111, 2023
2052023
ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
MC Medeiros, EF Mendes
Journal of Econometrics 191 (1), 255-271, 2016
181*2016
Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations
RP Masini, MC Medeiros, EF Mendes
Journal of Time Series Analysis 43 (4), 532-557, 2022
262022
On convergence rates of mixtures of polynomial experts
EF Mendes, W Jiang
Neural computation 24 (11), 3025-3051, 2012
172012
A flexible particle Markov chain Monte Carlo method
EF Mendes, CK Carter, D Gunawan, R Kohn
Statistics and Computing, 2020
15*2020
Adaptive LASSO estimation for ARDL models with GARCH innovations
MC Medeiros, EF Mendes
Econometric Reviews 36 (6-9), 622-637, 2017
152017
Testing for symmetry and conditional symmetry using asymmetric kernels
M Fernandes, EF Mendes, O Scaillet
Annals of the Institute of Statistical Mathematics 67, 649-671, 2015
112015
Some new approaches to forecasting the price of electricity: a study of californian market
EF Mendes, L Oxley, M Reale
Department of Economics, 2008
82008
An extended space approach for particle Markov chain Monte Carlo methods
CK Carter, EF Mendes, R Kohn
arXiv preprint arXiv:1406.5795, 2014
62014
Model selection consistency for cointegrating regressions
EF Mendes
arXiv preprint arXiv:1104.5667, 2011
62011
A note on nonlinear cointegration, misspecification, and bimodality
MC Medeiros, E Mendes, L Oxley
Econometric Reviews 33 (7), 713-731, 2014
5*2014
Cointegrating smooth transition regressions with a stationary transition variable
M Medeiros, E MENDES, L Oxley
Working paper, Pontifical Catholic University of Rio de Janeiro, 2011
52011
Estimation and asymptotic theory for a new class of mixture models
EF Mendes, A Veiga, MC Medeiros
Texto para discussão, 2007
52007
Markov Interacting Importance Samplers
EF Mendes, M Scharth, R Kohn
arXiv preprint arXiv:1502.07039, 2015
32015
Penalized estimation of semi-parametric additive time-series models
M Medeiros, E Mendes
Essays in nonlinear time series econometrics. Oxford University Press, 2013
32013
Detecção de anomalias frequentes no transporte rodoviário urbano
AB Cruz, J Ferreira, D Carvalho, E Mendes, E Pacitti, R Coutinho, F Porto, ...
Anais do XXXIII Simpósio Brasileiro de Banco de Dados, 271-276, 2018
22018
Mining jams into pollution: how Waze data helps estimating air pollution in large cities
JLM Carabetta
12019
Long memory or shifting means? A new approach and application to realised volatility
W Rea, L Oxley, M Reale, E Mendes
Department of Economics and Finance, 2008
12008
Generalized Information Criteria for Structured Sparse Models
EF Mendes, GJP Pinto
arXiv preprint arXiv:2309.01764, 2023
2023
Concentration for high-dimensional linear processes with dependent innovations
EF Mendes, F Lopes
arXiv preprint arXiv:2307.12395, 2023
2023
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