Details about Hedibert Freitas Lopes

Access statistics for papers by Hedibert Freitas Lopes.

Last updated 2025-01-14. Update your information in the RePEc Author Service.

Short-id: pfr466

Working Papers

2024

1. What events matter for exchange rate volatility ?
   Papers, arXiv.org

2023

2. Stochastic volatility models with skewness selection
   Papers, arXiv.org
3. When it counts -- Econometric identification of the basic factor model based on GLT structures
   Papers, arXiv.org View citations (3)
   See also Journal Article When It Counts—Econometric Identification of the Basic Factor Model Based on GLT Structures, Econometrics, MDPI (2023) View citations (2) (2023)

2017

4. Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models
   Papers, arXiv.org View citations (52)

Journal Articles

2023

1. When It Counts—Econometric Identification of the Basic Factor Model Based on GLT Structures
   Econometrics, 2023, 11, (4), 1-30 View citations (2)
   See also Working Paper When it counts -- Econometric identification of the basic factor model based on GLT structures, Papers (2023) View citations (3) (2023)

2013

2. Handbook of Markov Chain Monte Carlo by BROOKS, S., GELMAN, A., JONES, G. L. and MENG, X
   Biometrics, 2013, 69, (3), 801-801

2003

3. Bayesian Meta-analysis for Longitudinal Data Models Using Multivariate Mixture Priors
   Biometrics, 2003, 59, (1), 66-75 View citations (1)

Chapters

2019

1. Scalable Semiparametric Inference for the Means of Heavy-tailed Distributions
   A chapter in Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling: Part B, 2019, vol. 40B, pp 141-156

2006

2. Time Series Mean Level and Stochastic Volatility Modeling by Smooth Transition Autoregressions: A BAYESIAN Approach
   A chapter in Econometric Analysis of Financial and Economic Time Series, 2006, pp 225-238