5

Bayesian extensions to Diebold-Li term structure model

Márcio Poletti Laurini, Luiz Koodi Hotta
Journal:
International Review of Financial Analysis
Year:
2010
Language:
english
File:
PDF, 4.22 MB
english, 2010
7

A continuous spatio-temporal model for house prices in the USA

Laurini, Márcio Poletti
Journal:
The Annals of Regional Science
Year:
2017
Language:
english
File:
PDF, 10.79 MB
english, 2017
11

Conditional stochastic kernel estimation by nonparametric methods

Márcio Poletti Laurini, Pedro L. Valls Pereira
Journal:
Economics Letters
Year:
2009
Language:
english
File:
PDF, 525 KB
english, 2009
12

New evidence on the role of cognitive skill in economic development

Márcio Poletti Laurini, Eduardo de Carvalho Andrade
Journal:
Economics Letters
Year:
2012
Language:
english
File:
PDF, 235 KB
english, 2012
15

Dynamic functional data analysis with non-parametric state space models

Laurini, Márcio Poletti
Journal:
Journal of Applied Statistics
Year:
2014
Language:
english
File:
PDF, 766 KB
english, 2014
16

A common jump factor stochastic volatility model

Laurini, Márcio Poletti, Mauad, Roberto Baltieri
Journal:
Finance Research Letters
Year:
2015
Language:
english
File:
PDF, 607 KB
english, 2015
17

Generalized moment estimation of stochastic differential equations

Laurini, Márcio Poletti, Hotta, Luiz Koodi
Journal:
Computational Statistics
Year:
2016
Language:
english
File:
PDF, 577 KB
english, 2016
18

Income Estimation Using Night Luminosity: A Continuous Spatial Model

Laurini, Márcio Poletti
Journal:
Spatial Demography
Year:
2016
Language:
english
File:
PDF, 6.45 MB
english, 2016
21

A Common Jump Factor Stochastic Volatility Model

Laurini, Marcio Poletti, Mauad, Roberto
Journal:
SSRN Electronic Journal
Year:
2015
Language:
english
File:
PDF, 786 KB
english, 2015