Marcelo Fernandes

Economics and Econometrics · 2005–2019

A researcher in the Science corpus: 4 papers; trusts 25 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 32 citations into it; #10,428 of 23,481 by trust here, #10,133 by citations
• Finance — 30 citations into it; #4,828 of 10,518 by trust here, #4,039 by citations
• Statistics and Probability — 25 citations into it
• Management Science and Operations Research — 7 citations into it; #8,776 of 11,946 by trust here, #6,888 by citations

Whom Marcelo Fernandes trusts overall

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

1. Luc Bauwens
2. Victor Chernozhukov
3. Whitney K. Newey
4. P. Giot
5. P. R. Hansen
6. Yoon-Jae Whang
7. Quanshui Zhao
8. Roger W. Koenker
9. M. Carrasco
10. Alfonso Dufour

Who trusts Marcelo Fernandes overall

1. Maria Pacurar
2. Stavros Degiannakis *
3. Olivier Scaillet
4. George Filis
5. Masayuki Hirukawa
6. Mika Meitz

Papers from Marcelo Fernandes's perspective

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

1. An IV Model of Quantile Treatment Effects
2. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
3. Large sample estimation and hypothesis testing
4. Generalized autoregressive conditional heteroskedasticity
5. A Reality Check for Data Snooping
6. UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION (Econometric Theory)
7. Confidence Intervals for Regression Quantiles
8. Kernel Estimation of Partial Means and a General Variance Estimator
9. The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks
10. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

Their papers

• Modeling and predicting the CBOE market volatility index (2014) — 245 citations
• Nonparametric specification tests for conditional duration models (2005) — 115 citations
• Smoothing Quantile Regressions (2019) — 128 citations
• A family of autoregressive conditional duration models (2006) — 208 citations