Please use this identifier to cite or link to this item: https://repositorio.insper.edu.br/handle/11224/4471

HEDIBERT FREITAS LOPES

Citation name Lopes, Hedibert Freitas
ORCID https://orcid.org/0000-0002-8429-0353
Lattes http://lattes.cnpq.br/7679840055825288

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Participations as Author

Publication DateTitleAll Statement of ResponsibilityType
2009Credit granting to small firms: a Brazilian caseZambaldi, Felipe; Aranha, Francisco; Lopes, Hedibert Freitas; Politi. Ricardo; Artigo Científico
2010-09Direct Evidence for Postmeiotic Transcription During Drosophila melanogaster SpermatogenesisVibranovski, Maria D.; Chalopin, Domitille S.; Lopes, Hedibert Freitas; Long, Manyuan; Karr, Timothy L.; Artigo Científico
2010Particle Learning for General MixturesCarvalho, Carlos M.; Lopes, Hedibert Freitas; Polson, Nicholas G.; Taddy, Matt A.; Artigo Científico
2010Particle Learning and SmoothingCarvalho, Carlos M.; Michael S. Johannes; Lopes, Hedibert Freitas; Polson, Nicholas G.; Artigo Científico
2010Bayesian modeling of financial returns: a relationship between volatility and trading volumeAbanto-Valle, Carlos A.; Migon, Helio S.; Lopes, Hedibert Freitas; Artigo Científico
2010Time-varying joint distribution through copulasAusin, M. Concepcion; Lopes, Hedibert Freitas; Artigo Científico
2011-03-01Generalized spatial dynamic factor modelsLopes, Hedibert Freitas; Gamerman, Dani; Salazar, Esther; Artigo Científico
2011-03-04Bayesian mixture of parametric and nonparametric density estimation: A Misspecification ProblemLopes, Hedibert Freitas; Dias, Ronaldo; Artigo Científico
2011-03Confronting Prior Convictions: On Issues of Prior Sensitivity and Likelihood Robustness in Bayesian AnalysisLopes, Hedibert Freitas; Tobias, Justin L.; Artigo Científico
2011-08-03A semiparametric Bayesian approach to extreme value estimationNascimento, Fernando Ferraz do; Gamerman, Dani; Lopes, Hedibert Freitas; Artigo Científico
2011Particle Learning for Sequential Bayesian ComputationLopes, Hedibert Freitas; Carvalho, Carlos M.; Johannes, Michael S.; Polson, Nicholas G.; Artigo Científico
2011Particle Filters and Bayesian Inference in Financial EconometricsLopes, Hedibert Freitas; Tsay, Ruey S.; Artigo Científico
2011Regression models for exceedance data via the full likelihoodLopes, Hedibert Freitas; Nascimento, Fernando Ferraz do; Gamerman, Dani; Artigo Científico
2012-03Measuring the vulnerability of the Uruguayan population to vector-borne diseases via spatially hierarchical factor modelsLopes, Hedibert Freitas; Schmidt, Alexandra M.; Salazar, Esther; Gómez, Mariana; Achkar, Marcel; Artigo Científico
2012-06-12Re-analysis of the larval testis data on meiotic sex chromosome inactivation revealed evidence for tissue-specific gene expression related to the drosophila X chromosomeVibranovski, Maria D.; Zhang, Yong E.; Kemkemer, Claus; Lopes, Hedibert Freitas; Karr, Timothy L.; Long, Manyuan; Artigo Científico
2012-12Tracking Epidemics With Google Flu Trends Data and a State-Space SEIR ModelDukic, Vanja; Lopes, Hedibert Freitas; Polson, Nicholas G.; Artigo Científico
2012Bayesian statistics with a smile: a resampling-sampling perspectiveLopes, Hedibert Freitas; Polson, Nicholas G.; Carvalho, Carlos M.; Artigo Científico
2013Sequential parameter learning and filtering in structured autoregressive state-space modelsPrado, Raquel; Lopes, Hedibert Freitas; Artigo Científico
2014-01TREATMENT EFFECTS: A BAYESIAN PERSPECTIVEHeckman, James J.; Lopes, Hedibert Freitas; Piatek, Rémi; Artigo Científico
2014-09-25Bayesian Instrumental Variables: Priors and LikelihoodsLopes, Hedibert Freitas; Polson, Nicholas G.; Artigo Científico
2015-05-14Time-varying extreme pattern with dynamic modelsNascimento, Fernando Ferraz do; Gamerman, Dani; Lopes, Hedibert Freitas; Artigo Científico
2016-01-05Particle Learning for Fat-Tailed DistributionsLopes, Hedibert Freitas; Polson, Nicholas G.; Artigo Científico
2016-11-15Cholesky realized stochastic volatility modelShirota, Shinichiro; Omori, Yasuhiro; Lopes, Hedibert Freitas; Piao, Haixiang; Artigo Científico
2017-04-28Bayesian Factor Model Shrinkage for Linear IV Regression With Many InstrumentsHahn, P. Richard; He, Jingyu; Lopes, Hedibert Freitas; Artigo Científico
2017Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility ModelsKastner, Gregor; Frühwirth-Schnatter, Sylvia; Lopes, Hedibert Freitas; Artigo Científico
2018-09-07Efficient sampling for Gaussian linear regression with arbitrary priorsHahn, P. Richard; He, Jingyu; Lopes, Hedibert Freitas; Artigo Científico
2018-10-08On the Long-Run Volatility of StocksCarvalho, Carlos M.; Lopes, Hedibert Freitas; McCulloch, Robert E.; Artigo Científico
2019-02-11Bayesian semiparametric Markov switching stochastic volatility modelVirbickaité, Audrone; Lopes, Hedibert Freitas; Artigo Científico
2019Walk on the Wild Side: Temporarily Unstable Paths and Multiplicative SunspotsAscari, Guido; Banomolo, Paolo; Lopes, Hedibert Freitas; Artigo Científico
2020-01-06Prior Sensitivity Analysis in a Semi-Parametric Integer-Valued Time Series ModelGraziadei, Helton; Lijoi, Antonio; Lopes, Hedibert Freitas; Marques Filho, Paulo Cilas; Prünster, Igor; Artigo Científico
2020Modeling sea-level processes on the U.S. Atlantic CoastBerrett, Candace; Christensen, William F.; Sain, Stephan R.; Sandholtz, Nathan; Coats, David W.; Tebaldi, Claudia; Lopes, Hedibert Freitas; Artigo Científico
2021-11The illusion of the illusion of sparsity: an exercise in prior sensitivityFava, Bruno Vinicius Nunes; Lopes, Hedibert Freitas; Artigo Científico
2021How many hospitalizations has the COVID-19 vaccination already prevented in São PauloIzbick, Rafael; Bastos, Leonardo S.; Izbicki, Meyer; Lopes, Hedibert Freitas; Santos, Tiago Mendonça dos; Artigo Científico
2022Bayesian generalizations of the integer-valued autoregressive modelLopes, Hedibert Freitas; Marques Filho, Paulo Cilas; Graziadei, Helton; Artigo Científico
2011Particle Learning for Sequential Bayesian ComputationLopes, Hedibert Freitas; Johannes, Michael S.; Carvalho, Carlos M.; Polson, Nicholas G.; Capítulo de Livro
2011Dynamic stock selection strategies: A structured factor model frameworkCarvalho, Carlos M; Lopes, Hedibert Freitas; Aguilar, Omar; Capítulo de Livro
2013Online Bayesian learning in dynamic models: An illustrative introduction to particle methodsLopes, Hedibert Freitas; Carvalho, Carlos M.; Capítulo de Livro
2013The extended Liu and West filter: Parameter learning in Markov switching stochastic volatility modelsRios, Maria Paula; Lopes, Hedibert Freitas; Capítulo de Livro
2014Modern Bayesian Factor AnalysisLopes, Hedibert Freitas; Capítulo de Livro
2014Analysis of Exchange Rates via Multivariate Bayesian Factor Stochastic Volatility ModelsKastner, Gregor; Frühwirth-Schnatter, Sylvia; Lopes, Hedibert Freitas; Capítulo de Livro
2019Dynamic modelsSchmidt, Alexandra M.; Lopes, Hedibert Freitas; Capítulo de Livro
2017-06-21Sequential Bayesian learning for stochastic volatility with variance-gamma jumps in returnsWarty, Samir P.; Lopes, Hedibert Freitas; Polson, Nicholas G.; Discussion Paper