Realized volatility
Econometric Reviews
V 27, 01/02/2008Michael McAller, Marcelo Medeiros.
Journal
Browse the categories to access the content of academic, scientific and opinion publications of the professors and students of the Department of Economics PUC-Rio.
A neural network demand system with heteroskedastic errors
Journal of Econometrics
V 147, P 359-371, 01/02/2008Michael McAller, Daniel Slottje, Marcelo Medeiros.
A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries
Journal of Econometrics
V 147, P 104-119, 01/02/2008Michael McAller, Marcelo Medeiros.
An alternative approach to to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals
Journal of Econometrics
V 147, P 372-383, 01/02/2008Michael McAller, Daniel Slottje, Vicente Ramos, Javier Rey Maquieira, Marcelo Medeiros.
Rural organization and land reform in Latin America: the role of nonagricultural benefits of landholding
Economic Development and Cultural Change
V 56, N 4, 01/02/2008Juliano Assunção.
"A pesquisa em Economia no Brasil: Uma avaliação Empírica dos Conflitos entre Quantidade e Qualidade"
Revista Brasileira de Economia
V 62, N 4, P 467-495, 01/01/2008Walter Novaes.
Modeling and forecasting short term electricity load: a comparison of methods with an application to Brazilian data
International Journal of Forecasting
V 24, P 630-644, 01/01/2008Lacir Soares, Marcelo Medeiros.
The demographic transition and the sexual division of labor
Journal of Political Economy
V 116, N 61, P 1058-1104, 01/01/2008Bruno Falcão, Rodrigo Reis Soares.
Wealth transfers and the role of collateral when lifetimes are uncertain
Economic Theory
V 36, N 3, 01/01/2008Abdelkrin Seghir, Juan Pablo Torres-Martínez.
Tree-structured smooth transition regression models
Computation Statistics and Data Analysis
V 52, 01/01/2008Joel C. Rosa, Alvaro Veiga, Marcelo Medeiros.
Econometrics of auctions by least squares
Journal of Applied Econometrics
V 23, P 925-948, 01/01/2008Leonardo Rezende.
Collateralized assets and asymmetric information
Journal of Mathematical Economics
V 44, N 5-6, 01/01/2008Juan Pablo Torres-Martínez, Myrian Beatriz da Silva Petrassi.
Testing household-specific explanations for the inverse productivity relationship
American Journal of Agricultural Economics
V 89, N 4, 01/01/2007Luis Braido, Juliano Assunção.
Health and the evolution of welfare across Brazilian municipalities
Journal of Development Economics
V 84, P 590-608, 01/01/2007Rodrigo Reis Soares.
On the determinants of mortality reductions in the developing world.
Population and Development Review
V 33, N 2, P 247-287, 01/01/2007Rodrigo Reis Soares.
Fertility in post demographic transition countries
Pharmaceuticals Policy and Law
V 9, P 15-27, 01/01/2007Rodrigo Reis Soares.
Efficient semi parametric estimation of quantile treatment effects
Econometrica
V 75, P 259-277, 01/01/2007Sergio Firpo.
General equilibrium in CLO markets
Journal of Mathematical Economics
V 43, 01/01/2007Juan Pablo Torres-Martínez.
General equilibrium in CLO markets
Journal of Mathematical Economics
V 43, 01/01/2007Juan Pablo Torres-Martínez, Mariano Steinert.