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Carlos Eduardo Pedreira

Personal Details

First Name:Carlos
Middle Name:Eduardo
Last Name:Pedreira
Suffix:
RePEc Short-ID:ppe25
https://sites.google.com/site/pedreira56/

Affiliation

(50%) Universidade Federal do Rio de Janeiro - Faculdade de Medicina (Federal University of Rio de Janeiro - Faculty of Medicine)

http://www.ufrj.br/
Brazil, Rio de Janeiro

(50%) Universidade federal do Rio de Janeiro - COPPE (Federal University of Rio de Janeiro - COPPE)

http://www.coppe.ufrj.br/
Rio de Janeiro

Research output

as
Jump to: Working papers Articles

Working papers

  1. Monteiro Andre & Carneiro Dionisio & Pedreira Carlos, 2005. "An Application of Clustering Analysis to International Private Indebtedness," Computational Economics 0505001, EconWPA.
  2. Mayte Suarez Farinãs & Carlos Eduardo Pedreira & Marcelo C. Medeiros, 2003. "Local-global neural networks: a new approach for nonlinear time series modelling," Textos para discussão 470, Department of Economics PUC-Rio (Brazil).
  3. Marcelo C. Medeiros & Carlos E. Pedreira, 2001. "What are the effects of forecasting linear time series with neural networks," Textos para discussão 446, Department of Economics PUC-Rio (Brazil).
  4. Marcelo Cunha Medeiros & Álvaro Veiga & Carlos Eduardo Pedreira, 2000. "Modelling exchange rates: smooth transitions, neural networks, and linear models," Textos para discussão 432, Department of Economics PUC-Rio (Brazil).
  5. André Monteiro D'Almeida Monteiro & Dionísio Dias Carneiro & Carlos Eduardo Pedreira, 1999. "The application of clustering analysis to international private indebtedness," Textos para discussão 412, Department of Economics PUC-Rio (Brazil).

Articles

  1. Mayte Suarez -Farinas & Carlos E. Pedreira & Marcelo C. Medeiros, 2004. "Local Global Neural Networks: A New Approach for Nonlinear Time Series Modeling," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 1092-1107, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Mayte Suarez Farinãs & Carlos Eduardo Pedreira & Marcelo C. Medeiros, 2003. "Local-global neural networks: a new approach for nonlinear time series modelling," Textos para discussão 470, Department of Economics PUC-Rio (Brazil).

    Cited by:

    1. McAleer, Michael & Medeiros, Marcelo C. & Slottje, Daniel, 2008. "A neural network demand system with heteroskedastic errors," Journal of Econometrics, Elsevier, vol. 147(2), pages 359-371, December.
    2. Medeiros, Marcelo C. & McAleer, Michael & Slottje, Daniel & Ramos, Vicente & Rey-Maquieira, Javier, 2008. "An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals," Journal of Econometrics, Elsevier, vol. 147(2), pages 372-383, December.
    3. Areosa, Waldyr Dutra & McAleer, Michael & Medeiros, Marcelo C., 2011. "Moment-based estimation of smooth transition regression models with endogenous variables," Journal of Econometrics, Elsevier, vol. 165(1), pages 100-111.
    4. José Luis Aznarte & Marcelo Cunha Medeiros & José Manuel Benítez Sánchez, 2010. "Linearity Testing Against a Fuzzy Rule-based Model," Textos para discussão 566, Department of Economics PUC-Rio (Brazil).
    5. Fernandes, Marcelo & Medeiros, Marcelo C. & Veiga, Alvaro, 2013. "A (semi-)parametric functional coefficient autoregressive conditional duration model," Textos para discussão 343, FGV/EESP - Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
    6. Felix Chan & Michael McAleer & Marcelo C. Medeiros, 2010. "Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors," KIER Working Papers 754, Kyoto University, Institute of Economic Research.
    7. Stockis, Jean-Pierre & Tadjuidje-Kamgaing, Joseph & Franke, Jürgen, 2008. "A note on the identifiability of the conditional expectation for the mixtures of neural networks," Statistics & Probability Letters, Elsevier, vol. 78(6), pages 739-742, April.
    8. McAleer, Michael & Medeiros, Marcelo C., 2008. "A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries," Journal of Econometrics, Elsevier, vol. 147(1), pages 104-119, November.
    9. Hillebrand Eric & Medeiros Marcelo C. & Xu Junyue, 2013. "Asymptotic Theory for Regressions with Smoothly Changing Parameters," Journal of Time Series Econometrics, De Gruyter, vol. 5(2), pages 133-162, April.
    10. Medeiros, Marcelo C & Magri, Rafael, 2013. "Nonlinear Error Correction Models With an Application to Commodity Prices," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 33(2), November.

  2. Marcelo C. Medeiros & Carlos E. Pedreira, 2001. "What are the effects of forecasting linear time series with neural networks," Textos para discussão 446, Department of Economics PUC-Rio (Brazil).

    Cited by:

    1. Cadenas, Erasmo & Rivera, Wilfrido, 2009. "Short term wind speed forecasting in La Venta, Oaxaca, México, using artificial neural networks," Renewable Energy, Elsevier, vol. 34(1), pages 274-278.

  3. Marcelo Cunha Medeiros & Álvaro Veiga & Carlos Eduardo Pedreira, 2000. "Modelling exchange rates: smooth transitions, neural networks, and linear models," Textos para discussão 432, Department of Economics PUC-Rio (Brazil).

    Cited by:

    1. Houda Ben Hadj Boubaker, 2011. "The Forecasting Performance of Seasonal and Nonlinear Models," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 1(1), pages 26-39, March.
    2. Juan Reboredo & José Matías & Raquel Garcia-Rubio, 2012. "Nonlinearity in Forecasting of High-Frequency Stock Returns," Computational Economics, Springer;Society for Computational Economics, vol. 40(3), pages 245-264, October.
    3. Leila Ali & Marie Lebreton, 2013. "The Fall of Bretton Woods: Which Geography Matters?," Economics Bulletin, AccessEcon, vol. 33(2), pages 1396-1419.

Articles

  1. Mayte Suarez -Farinas & Carlos E. Pedreira & Marcelo C. Medeiros, 2004. "Local Global Neural Networks: A New Approach for Nonlinear Time Series Modeling," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 1092-1107, December.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (3) 2001-05-02 2001-09-26 2003-10-28
  2. NEP-CMP: Computational Economics (2) 2001-05-02 2001-09-26
  3. NEP-NET: Network Economics (2) 2001-05-02 2001-09-26
  4. NEP-ECM: Econometrics (1) 2001-09-26
  5. NEP-ENT: Entrepreneurship (1) 2001-09-26
  6. NEP-FMK: Financial Markets (1) 2001-05-02
  7. NEP-IFN: International Finance (1) 2001-05-02

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