Eduardo Fonseca Mendes
Eduardo Fonseca Mendes
Assistant Professor at Fundação Getulio Vargas
Verified email at - Homepage
Cited by
Cited by
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
Testing for symmetry and conditional symmetry using asymmetric kernels
M Fernandes, EF Mendes, O Scaillet
Annals of the Institute of Statistical Mathematics 67 (4), 649-671, 2015
Some new approaches to forecasting the price of electricity: a study of californian market
EF Mendes, L Oxley, M Reale
Department of Economics, 2008
A flexible particle Markov chain Monte Carlo method
EF Mendes, CK Carter, D Gunawan, R Kohn
Statistics and Computing, 2020
On convergence rates of mixtures of polynomial experts
EF Mendes, W Jiang
Neural computation 24 (11), 3025-3051, 2012
Adaptive LASSO estimation for ARDL models with GARCH innovations
MC Medeiros, EF Mendes
Econometric Reviews 36 (6-9), 622-637, 2017
An extended space approach for particle Markov chain Monte Carlo methods
CK Carter, EF Mendes, R Kohn
arXiv preprint arXiv:1406.5795, 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
Estimation and asymptotic theory for a new class of mixture models
EF Mendes, A Veiga, MC Medeiros
Texto para discussão, 2007
Markov Interacting Importance Samplers
EF Mendes, M Scharth, R Kohn
arXiv preprint arXiv:1502.07039, 2015
A Note on Nonlinear Cointegration, Misspecification, and Bimodality
MC Medeiros, E Mendes, L Oxley
Econometric Reviews 33 (7), 713-731, 2014
Model selection consistency for cointegrating regressions
EF Mendes
arXiv preprint arXiv:1104.5667, 2011
Regularized Estimation of High-Dimensional Vector AutoRegressions with Weakly Dependent Innovations
RP Masini, MC Medeiros, EF Mendes
arXiv preprint arXiv:1912.09002, 2019
Penalized Estimation of Semi-Parametric Additive Time-Series Models
MC Medeiros, EF Mendes
Essays in Nonlinear Time Series Econometrics, 215-237, 2014
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
Detecçao de Anomalias Frequentes no Transporte Rodoviario Urbano
A Cruz, J Ferreira, D Carvalho, E Mendes, E Pacitti, R Coutinho, F Porto, ...
Detection of spurious and real breaks in realized volatility: An empirical study of the DIJA
W Rea, E Mendes, L Oxley, M Reale
University of Canterbury. Economics., 2007
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