Carvalho, D., Vancellote, V., Casais, P.M. et al. "Dataset on bus mobility and environmental indicators from Rio de Janeiro." Nature: Scientific Data. 12
Mendes, E.F. and Leite, F. "Concentration Inequalities for High-Dimensional Linear Processes with Dependent Innovations." Statistica Sinica. Accepted
Masini, R.P., Medeiros, M.C., Mendes, E.F. "Machine Learning Advances for Time Series Forecasting." 2023. Journal of Economic Surveys, 37(1), 76--111
Masini, R.P., Medeiros, M.C., Mendes, E.F. "Regularized Estimation of High-Dimensional Vector Auto-Regressions with Weakly Dependent Innovations." 2022, Journal of Time Series Analysis, 43(4), 532 -- 557.
Mendes, E.F., Gunawan, D. , Carter, C. and Kohn, R. 'Flexible Particle Markov chain Monte Carlo methods with an application to a factor stochastic volatility model.'' 2020, Statistics and Computing, 30, 783 -- 798.
Medeiros, M.C. and Mendes, E.F., ''Adaptive LASSO estimation for ARDL(p,q) models with GARCH innovations.'' 2017, Econometric Reviews, 16, 622--637.
Medeiros, M.C. and Mendes, E.F., "l1-Regularization of High-dimensional Time-Series Models with non-Gaussian and Heteroskedastic Errors." 2016, Journal of Econometrics, 191(1), 255--271.
Fernandes, M., Mendes, E.F. and Scaillet, O., "Testing for symmetry and conditional symmetry using asymmetric kernels." 2015, Annals of the Institute of Statistical Mathematics, 33(7), 649--671.
Medeiros, M.C. and Mendes, E.F., "Penalized estimation of semi-parametric additive time-series models." 2014, Essays in Nonlinear Time Series Econometrics. Niels Haldrup, Mika Meitz, and Pentti Saikkonen (eds.). Oxford University Press. (refereed book chapter)
Medeiros, M.C., Mendes, E.F. and Oxley, L., "A note on nonlinear cointegration, misspecification and bimodality." 2014, Econometric Reviews, 33(7), 713--731.
Mendes, E.F. and Jiang, W., "On Convergence Rates of Mixtures of Polynomial Experts." 2012, Neural Computation, 24(11), 3025--3051.
Mendes, E.F., Oxley, L and Reale, M., "Some new approaches to forecasting the price of electricity: A Study of Californian Market." 2007. MODSIM 2007: International Congress on Modelling and Simulation , 1117--1123
"Generalized Information Criteria for Structured Sparse Models." (with Gabriel Pinto) R&R
"RT: Resilient Transformation for Anomaly Detection in Heteroscedastic Time Series." (with Lais Baroni, Eduardo Ogasawara, et al.) Submitted
''Markov Interacting Importance Samplers.'' (with Scharth, M. and Kohn, R.)
"Estimation risk in conditional expectiles" (with Marcelo Fernandes and Victor Henriques)
"Inferring your way to long-term optimality in Reinforcement Learning " (with Gabriel Pinto)
"Parametric Portfolio Policy with Transaction Costs " (with Gustavo Grivol and Marcelo Fernandes)
"LLM approach to net profit forecasting" (with Regis Miranda)
''An extended space approach for particle Markov chain Monte Carlo methods.'' (with Kohn, R. and Carter, C.)
''Model Selection Consistency for Cointegrating Regressions''