Eduardo Fonseca Mendes

Eduardo Fonseca Mendes

Escola Brasileira de Administração Pública e de Empresas Fundação Getulio Vargas - / Brazil
Economics & Econometrics / Economics
AD Scientific Index ID: 4729895
Brazilian School of Public and Business Administration Getulio Vargas Foundation
person_outline Eduardo Fonseca Mendes's MOST POPULAR ARTICLES
1-) Machine learning advances for time series forecastingRP Masini, MC Medeiros, EF MendesJournal of economic surveys 37 (1), 76-111, 20231902023
2-) ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errorsMC Medeiros, EF MendesJournal of Econometrics 191 (1), 255-271, 2016178*2016
3-) Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovationsRP Masini, MC Medeiros, EF MendesJournal of Time Series Analysis 43 (4), 532-557, 2022162022
4-) A flexible particle Markov chain Monte Carlo methodEF Mendes, CK Carter, D Gunawan, R KohnStatistics and Computing, 202017*2020
5-) On convergence rates of mixtures of polynomial expertsEF Mendes, W JiangNeural computation 24 (11), 3025-3051, 2012162012