Working papers
Jumps in Stock Prices: New Insights from Old Data
2021
Marcelo Medeiros.
TD n. 682
The Proper Use of Google Trends in Forecasting Models
2021
Henrique Fernandes Pires, Marcelo Medeiros.
TD n. 683
Bridging factor and sparse models
2021
Jianqing Fan, Marcelo Medeiros, Ricardo Masini.
TD n. 681
Regularized estimation of high-dimensional vector autoregressions with weakly dependent innovations
2020
Eduardo F. Mendes, Marcelo Medeiros, Ricardo Masini.
TD n. 680
Machine Learning Advances for Time Series Forecasting
2020
Eduardo F. Mendes, Marcelo Medeiros, Ricardo Pereira Masini.
TD n. 679
Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction
2020
Jianqing Fan, Marcelo Medeiros, Ricardo Pereira Masini.
TD n. 678
Targeting in Adaptive Networks
2020
Timo Hiller.
TD n. 677
A Simple Model of Network Formation with Congestion Effects
2020
Timo Hiller.
TD n. 676
Price Dispersion in Dynamic Competition
2020
Rafael Roos Guthmann.
TD n. 675
Multi-Product Pricing: Theory and Evidence From Large Retailers
2020
Carlos Viana de Carvalho, Marco Bonomo, Oleksiy Kryvtsov, Rodolfo Dinis Rigato, Sigal Ribon.
TD n. 687
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