Marcelo C. Medeiros

Economics and Econometrics · 2008–2020

A researcher in the Science corpus: 10 papers; trusts 151 researchers and is trusted by 28 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 178 citations into it; #3,061 of 23,481 by trust here, #4,570 by citations
• Finance — 162 citations into it; #1,846 of 10,518 by trust here, #2,010 by citations
• Statistics and Probability — 119 citations into it; #2,936 of 12,932 by trust here, #3,038 by citations
• Management Science and Operations Research — 47 citations into it; #4,940 of 11,946 by trust here, #3,977 by citations
• Artificial Intelligence — 36 citations into it
• Statistical Learning Theory — 26 citations into it
• Control and Systems Engineering — 20 citations into it
• Optimization & Training — 17 citations into it

Whom Marcelo C. Medeiros trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. P. R. Hansen
2. Tim Bollerslev
3. Hui Zou
4. Robert F. Engle
5. Ole E. Barndorff-Nielsen
6. Torben G. Andersen
7. Michael Mcaleer
8. S. Ling
9. Trevor J. Hastie
10. Robert Tibshirani

Who trusts Marcelo C. Medeiros overall

1. James W. Taylor
2. Michael Mcaleer
3. Ricardo P. Masini
4. Ji Hyung Lee
5. Tetsuya Takaishi
6. Stavros Degiannakis *
7. P. R. Hansen
8. F. Bandi
9. Fulvio Corsi
10. Bruno Ferman

Papers from Marcelo C. Medeiros's perspective

Ordered by how strongly the researchers Marcelo C. Medeiros trusts endorse each paper. Same corpus, a different order for every researcher.

1. Regression Shrinkage and Selection via the Lasso
2. Generalized autoregressive conditional heteroskedasticity
3. Estimating the Dimension of a Model
4. The Adaptive Lasso and Its Oracle Properties
5. Addendum: Regularization and variable selection via the elastic net
6. Separating Microstructure Noise from Volatility
7. Model selection and estimation in regression with grouped variables
8. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
9. Asymptotics for lasso-type estimators
10. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Their papers

• A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries (2008) — 199 citations
• Realized Volatility: A Review (2008) — 534 citations
• ℓ1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors (2016) — 130 citations
• Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data (2008) — 232 citations
• Modeling and predicting the CBOE market volatility index (2014) — 245 citations
• Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice (2017) — 94 citations
• ArCo: An artificial counterfactual approach for high-dimensional panel time-series data (2018) — 74 citations
• Machine Learning Advances for Time Series Forecasting (2020) — 468 citations
• Forecasting Inflation in a Data-Rich Environment: The Benefits of Machine Learning Methods (2019) — 312 citations
• MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL (2009) — 73 citations