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Selected Bibliography for Hedibert Freitas Lopes
Associate Professor of Econometrics and Statistics


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Published Works

"Confronting Prior Convictions: On Issues of Prior Sensitivity and Likelihood Robustness in Bayesian Analysis." Hedibert F. Lopes and Justin L. Tobias; Annual Review of Economics, 2011, 3(1), pp. 107-31.
http://dx.doi.org/10.1146/annurev-economics-111809-125134

"Particle Learning for General Mixtures." Carlos M. Carvalho, Hedibert Freitas Lopes, Nicholas G. Polson and Matt A. Taddy; Bayesian Analysis, 2010, 5, pp. 709-40.
http://dx.doi.org/10.1214/10-ba525

"Particle Filters and Bayesian Inference in Financial Econometrics." Hedibert F. Lopes and Ruey S. Tsay; Journal of Forecasting, 2011, 30(1), pp. 168-209.
http://dx.doi.org/10.1002/for.1195

"Credit Granting to Small Firms: A Brazilian Case." Felipe Zambaldi, Francisco Aranha, Hedibert Lopes and Ricardo Politi; Journal of Business Research, 2011, 64(3), pp. 309-15.
http://dx.doi.org/10.1016/j.jbusres.2009.11.018

"Extracting S&P500 and NASDAQ Volatility: The Credit Crisis of 2007-2008," Hedibert F. Lopes and Nicholas G. Polson, in A. O'Hagan and M. West: The Oxford Handbook of Applied Bayesian Analysis. Oxford: Oxford University Press, 2010, pp. 319 - 42

"Bayesian Computational Methods in Biomedical Research," Hedibert F. Lopes, P. Muller and N. Ravishanker, in R. Khattree and D. N. Naik: Computational Methods in Biomedical Research. Boca Raton, FL: Chapman & Hall/CRC, 2008, pp. 211-59

"Copula, Marginal Distributions and Model Selection: A bayesian note." Ralph Silva and Hedibert Lopes; Statistics and Computing, 2008, 18(3), pp. 313-20.
http://dx.doi.org/10.1007/s11222-008-9058-y

"Bayesian Estimation of Ruin Probabilities with A Heterogeneous and Heavy-Tailed Insurance Claim-Size Distribution." M. Concepcion Ausin and Hedibert Freitas Lopes; Australian & New Zealand Journal of Statistics, 2007, 49(4), pp. 415-34.
http://dx.doi.org/10.1111/j.1467-842X.2007.00492.x

"Factor Stochastic Volatility with Time Varying Loadings and Markov Switching Regimes." Hedibert Freitas Lopes and Carlos M. Carvalho; Journal of Statistical Planning and Inference, 2007, 137(10), pp. 3082-91.
http://dx.doi.org/10.1016/j.jspi.2006.06.047

"Simulation-Based Sequential Analysis of Markov Switching Stochastic Volatility Models." Carlos M. Carvalho and Hedibert F. Lopes; Computational Statistics & Data Analysis, 2007, 51(9), pp. 4526-42.
http://dx.doi.org/10.1016/j.csda.2006.07.019

Markov Chain Monte Carlo : Stochastic Simulation for Bayesian Inference; Dani Gamerman and Hedibert Freitas Lopes; Texts in Statistical Science Series V. 68; Boca Raton: Taylor & Francis, 2006

"Bayesian Model Uncertainty in Smooth Transition Autoregressions." Hedibert F. Lopes and Esther Salazar; Journal of Time Series Analysis, 2006, 27(1), pp. 99-117.
http://dx.doi.org/10.1111/j.1467-9892.2005.00455.x

"Spatio-Temporal Models for Mapping the Incidence of Malaria in Pará." Aline A. Nobre, Alexandra M. Schmidt and Hedibert F. Lopes; Environmetrics, 2005, 16(3), pp. 291-304.
http://dx.doi.org/10.1002/env.704

"Data Driven Estimates for Mixtures." Beatriz Vaz de Melo Mendes and Hedibert Freitas Lopes; Computational Statistics & Data Analysis, 2004, 47(3), pp. 583-98.
http://dx.doi.org/10.1016/j.csda.2003.12.006

"Bayesian Analysis of Extreme Events with Threshold Estimation." Cibele N. Behrens, Hedibert F. Lopes and Dani Gamerman; Statistical Modeling: An International Journal, 2004, 4(3), pp. 227-44.
http://dx.doi.org/10.1191/1471082X04st075oa

"Bayesian Model Assessment in Factor Analysis." Hedibert Freitas Lopes and Mike West; Statistica Sinica, 2004, 14(1), pp. 41-67.
http://www3.stat.sinica.edu.tw/statistica/j14n1/j14n12/j14n12.html

"Inferência Bayesiana Em Modelos Autoregressivos Com Transição Suave," Esther Salazar and Hedibert Freitas Lopes, Proceedings of the XXIII Brazilian Meeting of Econometrics, Porto Seguro, Brazil: 2003, pp.

"Factor Models: An Annotated Bibliography." Hedibert Freitas Lopes; ISBA Bulletin, 2003, 10(2), pp. 7-10.
http://acd.ufrj.br/~hedibert/0306.pdf

"Bayesian Meta-Analysis for Longitudinal Data Models Using Multivariate Mixture Priors." Hedibert Freitas Lopes, Peter Muller and Gary L. Rosner; Biometrics, 2003, 59(1), pp. 66-75.
http://www.jstor.org/stable/3695813

"Expected Posterior Priors in Factor Analysis." Hedibert Freitas Lopes; Brazilian Journal of Probability and Statistics, 2003, 17, pp. 91-105.

"Comovements and Contagion in Emergent Markets: Stock Indexes Volatilities," Hedibert Freitas Lopes, in Case Studies in Bayesian Statistics. New York: Springer-Verlag, 2002, pp. 285-300

Analise Bayesiana de Decisões : Aspectos Práticos; Helio dos Santos Migon and Hedibert Freitas Lopes; São Paulo: ABE, 2002

"Sailing the Bayesian Boat in a Hostile Sea." Hedibert Freitas Lopes; ISBA Bulletin, 2001, 8(2), pp. 12-13.
http://acd.ufrj.br/~hedibert/0106.pdf

Movimentos Em Mercados Emergentes : Volatilidade de Índices Das Ações; Hedibert Freitas Lopes and Helio dos Santos Migon; Seminários Dimac ;; No. 63;; Brasília: IPEA Diretoria de Estudos macroeconômicos, 2001

"Time-Varying Covariance Structures in Currency Markets." Hedibert Freitas Lopes, O. Aguilar and M. West; Annals of the XXII Brazilian Meeting of Econometrics, 2000.

Bayesian Analysis in Latent Factor and Longitudinal Models; Hedibert Freitas Lopes; Ph.D. Dissertation, Duke University, 2000.

"Bayesian Forecasting and Inference in Latent Structure for the Brazilian Industrial Production Index." Gabriel Huerta and Hedibert Freitas Lopes; Brazilian Review of Econometrics, 2000, 20(1), pp. 1-26.

"Hyperparameter Estimation in Forecast Models." Hedibert Freitas Lopes, Ajax R. Bello Moreira and Alexandra Mello Schmidt; Computational Statistics & Data Analysis, 1999, 29(4), pp. 387-410.
http://dx.doi.org/10.1016/S0167-9473(98)00078-4

Bayesian Forecasting and Inference in Latent Structure for the Brazilian GDP and Industrial Production Index; Gabriel Huerta and Hedibert Freitas Lopes; Discussion papers 99-08.; Durham, N.C.: Institute of Statistics and Decision Sciences Duke University, 1999.
http://ftp.isds.duke.edu/WorkingPapers/99-08.html

"A Multivariate Model to Forecast GNP, Inflation and Liquidity." Ajax R. B. Moreira, Antonio Fiorencio and Hedibert Freitas Lopes; Brazilian Review of Econometrics, 1997, 17, pp. 67-111.

"Um Modelo Para a Previsao Conjunta do Pib, Inflacao e Liquidez (with English Summary )." Ajax R. Bello Moreira, Antonio Fiorencio and Hedibert Freitas Lopes; Revista de Econometria, 1997, 17(1), pp. 67-111.

"Identification of the Common Trends of GNP, Inflation and Liquidity," Ajax R.B. Moreira, Antonio Fiorencio and Hedibert Freitas Lopes, in Perspective of the Brazilian Economy. IPEA, 1996.

"Stochastic Trends of the Brazilian GNP. (in Portuguese)." Elcyon C.R. Lima, Hedibert Freitas Lopes, Ajax R.B. Moreira and Pedro L.V. Pereira; Pesquisa e Planejamento Economico, 1995, 25, pp. 249-78.

"Common Cycles in Structural Identification of Multivariate Systems," Joao V. Issler, Ajax R.B. Moreira and Hedibert Freitas Lopes, Annals of the XVI Brazilian Meeting of Econometrics, Florianopolis, Brazil: 1994.

"Dynamic Effects of Aggregate Demand and Suly Disturbances: The Brazilian Case." Helio S. Migon, Elcyon C.R. Lima and Hedibert Freitas Lopes; Brazilian Review of Economics, 1993, 47, pp. 177-204.

"Efeitos Dinaâmicos Dos Choques de Oferta e Demanda Agregada Sobre o Nível de Atividade Econômica do Brasil." Elcyon Caiado Rocha Lima, Helio dos Santos Migon and Hedibert Freitas Lopes; Revista Brasileira de Economia, 1993, pp. 177-204.

 

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