1. Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P.
   In: Journal of Economic Surveys.
   RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111.

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2. Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P.
   In: Papers.
   RePEc:arx:papers:2012.12802.

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3. Nonlinear Error Correction Models With an Application to Commodity Prices. (2013). Medeiros, Marcelo ; Magri, Rafael .
   In: Brazilian Review of Econometrics.
   RePEc:sbe:breart:v:33:y:2013:i:2:a:24116.

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4. A (semi-)parametric functional coefficient autoregressive conditional duration model. (2013). Medeiros, Marcelo ; Fernandes, Marcelo ; Veiga, Alvaro.
   In: Textos para discussão.
   RePEc:fgv:eesptd:343.

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5. Asymptotic Theory for Regressions with Smoothly Changing Parameters. (2013). Medeiros, Marcelo ; Hillebrand, Eric ; Eric, Hillebrand ; Junyue, Xu ; Medeiros Marcelo C., .
   In: Journal of Time Series Econometrics.
   RePEc:bpj:jtsmet:v:5:y:2013:i:2:p:133-162:n:3.

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6. Asymptotic Theory for Regressions with Smoothly Changing Parameters. (2012). Medeiros, Marcelo ; Hillebrand, Eric ; Xu, Junyue .
   In: CREATES Research Papers.
   RePEc:aah:create:2012-31.

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7. Structure and Asymptotic theory for Nonlinear Models with GARCH Errors. (2011). Medeiros, Marcelo ; McAleer, Michael ; Chan, Felix.
   In: Econometric Institute Research Papers.
   RePEc:ems:eureir:22216.

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8. Moment-based estimation of smooth transition regression models with endogenous variables. (2011). Medeiros, Marcelo ; McAleer, Michael ; Areosa, Waldyr.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:165:y:2011:i:1:p:100-111.

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9. Moment-based estimation of smooth transition regression models with endogenous variables. (2010). Medeiros, Marcelo ; McAleer, Michael ; Areosa, Waldyr.
   In: Textos para discussão.
   RePEc:rio:texdis:571.

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10. Linearity Testing Against a Fuzzy Rule-based Model. (2010). Medeiros, Marcelo ; Aznarte M., José Luis ; Jose Manuel Benitez Sanchez, .
    In: Textos para discussão.
    RePEc:rio:texdis:566.

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11. Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors. (2010). McAleer, Michael ; Chan, Felix ; Medeiros, Marcelo C..
    In: Working Papers in Economics.
    RePEc:cbt:econwp:10/79.

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12. Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables. (2009). Medeiros, Marcelo ; McAleer, Michael ; Areosa, Waldyr.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2009cf671.

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13. Moment-bases estimation of smooth transition regression models with endogenous variables. (2008). Medeiros, Marcelo ; McAleer, Michael ; Areosa, Waldyr.
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:14154.

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14. A note on the identifiability of the conditional expectation for the mixtures of neural networks. (2008). Stockis, Jean-Pierre ; Franke, Jurgen ; Tadjuidje-Kamgaing, Joseph.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:78:y:2008:i:6:p:739-742.

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15. An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals. (2008). Slottje, Daniel ; Medeiros, Marcelo ; McAleer, Michael ; Ramos, Vicente ; Rey-Maquieira, Javier.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:147:y:2008:i:2:p:372-383.

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16. A neural network demand system with heteroskedastic errors. (2008). Slottje, Daniel ; Medeiros, Marcelo ; McAleer, Michael.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:147:y:2008:i:2:p:359-371.

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17. A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries. (2008). Medeiros, Marcelo ; McAleer, Michael.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:147:y:2008:i:1:p:104-119.

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18. A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries. (2007). Medeiros, Marcelo ; McAller, Michael.
    In: Textos para discussão.
    RePEc:rio:texdis:544.

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19. A (semi-)parametric functional coefficient autoregressive conditional duration model. (2006). Medeiros, Marcelo ; Fernandes, Marcelo ; Veiga, Alvaro.
    In: Textos para discussão.
    RePEc:rio:texdis:535.

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20. Structure and asymptotic theory for STAR(1)-GARCH(1,1) models. (2005). Chan, Felix ; Medeiros, Marcelo Cunha ; McAller, Michael.
    In: Textos para discussão.
    RePEc:rio:texdis:506.

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