Year |
Citation |
Score |
2020 |
C Marques F P, Graziadei H, Lopes HF. Bayesian generalizations of the integer-valued autoregressive model. Journal of Applied Statistics. 49: 336-356. PMID 35707215 DOI: 10.1080/02664763.2020.1812544 |
0.345 |
|
2020 |
Graziadei H, Lijoi A, Lopes HF, Marques F PC, Prünster I. Prior Sensitivity Analysis in a Semi-Parametric Integer-Valued Time Series Model. Entropy (Basel, Switzerland). 22. PMID 33285844 DOI: 10.3390/e22010069 |
0.314 |
|
2016 |
Lopes HF, Polson NG. Particle Learning for Fat-Tailed Distributions Econometric Reviews. 1-26. DOI: 10.1080/07474938.2015.1092809 |
0.305 |
|
2016 |
do Nascimento FF, Gamerman D, Lopes HF. Time-varying extreme pattern with dynamic models Test. 25: 131-149. DOI: 10.1007/s11749-015-0444-4 |
0.38 |
|
2015 |
Lopes HF, Dias R. Bayesian mixture of parametric and nonparametric density estimation: A Misspecification Problem Brazilian Review of Econometrics. 31: 19-44. DOI: 10.12660/Bre.V31N12011.4134 |
0.442 |
|
2014 |
Heckman JJ, Lopes HF, Piatek R. TREATMENT EFFECTS: A BAYESIAN PERSPECTIVE. Econometric Reviews. 33. PMID 24187431 DOI: 10.1080/07474938.2013.807103 |
0.382 |
|
2014 |
Lopes HF, Polson NG. Bayesian Instrumental Variables: Priors and Likelihoods Econometric Reviews. 33: 100-121. DOI: 10.1080/07474938.2013.807146 |
0.358 |
|
2013 |
Prado R, Lopes HF. Sequential parameter learning and filtering in structured autoregressive state-space models Statistics and Computing. 23: 43-57. DOI: 10.1007/S11222-011-9289-1 |
0.41 |
|
2012 |
Dukic V, Lopes HF, Polson NG. Tracking Epidemics With Google Flu Trends Data and a State-Space SEIR Model. Journal of the American Statistical Association. 107: 1410-1426. PMID 37583443 DOI: 10.1080/01621459.2012.713876 |
0.328 |
|
2012 |
Dukic V, Lopes HF, Polson NG. Tracking Epidemics With Google Flu Trends Data and a State-Space SEIR Model. Journal of the American Statistical Association. 107: 1410-1426. PMID 37583443 DOI: 10.1080/01621459.2012.713876 |
0.328 |
|
2012 |
Lopes HF, Polson NG, Carvalho CM. Bayesian statistics with a smile: A resampling-sampling perspective Brazilian Journal of Probability and Statistics. 26: 358-371. DOI: 10.1214/11-Bjps144 |
0.603 |
|
2012 |
Lopes HF, Johannes MS, Carvalho CM, Polson NG, Pitt M. Particle Learning for Sequential Bayesian Computation Bayesian Statistics 9. DOI: 10.1093/acprof:oso/9780199694587.003.0011 |
0.563 |
|
2012 |
Carvalho CM, Lopes HF, Aguilar O, Mendoza M. Dynamic Stock Selection Strategies: A Structured Factor Model Framework Bayesian Statistics 9. DOI: 10.1093/acprof:oso/9780199694587.003.0002 |
0.562 |
|
2012 |
do Nascimento FF, Gamerman D, Lopes HF. A semiparametric Bayesian approach to extreme value estimation Statistics and Computing. 22: 661-675. DOI: 10.1007/S11222-011-9270-Z |
0.434 |
|
2011 |
Lopes HF, Tobias JL. Confronting prior convictions: On issues of prior sensitivity and likelihood robustness in bayesian analysis Annual Review of Economics. 3: 107-131. DOI: 10.1146/Annurev-Economics-111809-125134 |
0.445 |
|
2011 |
Lopes HF, Gamerman D, Salazar E. Generalized spatial dynamic factor models Computational Statistics and Data Analysis. 55: 1319-1330. DOI: 10.1016/J.Csda.2010.09.020 |
0.436 |
|
2011 |
do Nascimento FF, Gamerman D, Lopes HF. Regression models for exceedance data via the full likelihood Environmental and Ecological Statistics. 18: 495-512. DOI: 10.1007/S10651-010-0148-6 |
0.454 |
|
2011 |
Lopes HF, Tsay RS. Particle filters and Bayesian inference in financial econometrics Journal of Forecasting. 30: 168-209. DOI: 10.1002/For.1195 |
0.344 |
|
2010 |
Lopes HF, Schmidt AM, Salazar E, Gómez M, Achkar M. Measuring the vulnerability of the Uruguayan population to vector-borne diseases via spatially hierarchical factor models Annals of Applied Statistics. 4: 284-303. DOI: 10.1214/11-Aoas497 |
0.378 |
|
2010 |
Carvalho CM, Johannes MS, Lopes HF, Polson NG. Particle Learning and Smoothing Statistical Science. 25: 88-106. DOI: 10.1214/10-Sts325 |
0.552 |
|
2010 |
Carvalho CM, Lopes HF, Polson NG, Taddy MA. Particle learning for general mixtures Bayesian Analysis. 5: 709-740. DOI: 10.1214/10-Ba525 |
0.58 |
|
2010 |
Ausin MC, Lopes HF. Time-varying joint distribution through copulas Computational Statistics and Data Analysis. 54: 2383-2399. DOI: 10.1016/J.Csda.2009.03.008 |
0.449 |
|
2010 |
Abanto-Valle CA, Migon HS, Lopes HF. Bayesian modeling of financial returns: A relationship between volatility and trading volume Applied Stochastic Models in Business and Industry. 26: 172-193. DOI: 10.1002/Asmb.V26:2 |
0.445 |
|
2008 |
Lopes HF, Salazar E, Gamerman D. Spatial dynamic factor analysis Bayesian Analysis. 3: 759-792. DOI: 10.1214/08-Ba329 |
0.404 |
|
2008 |
Silva RdS, Lopes HF. Copula, marginal distributions and model selection: A Bayesian note Statistics and Computing. 18: 313-320. DOI: 10.1007/S11222-008-9058-Y |
0.459 |
|
2007 |
Ausin MC, Lopes HF. Bayesian estimation of ruin probabilities with a heterogeneous and heavy-tailed insurance claim-size distribution Australian and New Zealand Journal of Statistics. 49: 415-434. DOI: 10.1111/J.1467-842X.2007.00492.X |
0.409 |
|
2007 |
Lopes HF, Carvalho CM. Factor stochastic volatility with time varying loadings and Markov switching regimes Journal of Statistical Planning and Inference. 137: 3082-3091. DOI: 10.1016/J.Jspi.2006.06.047 |
0.589 |
|
2007 |
Carvalho CM, Lopes HF. Simulation-based sequential analysis of Markov switching stochastic volatility models Computational Statistics and Data Analysis. 51: 4526-4542. DOI: 10.1016/J.Csda.2006.07.019 |
0.604 |
|
2006 |
Lopes HF, Salazar E. Bayesian model uncertainty in smooth transition autoregressions Journal of Time Series Analysis. 27: 99-117. DOI: 10.1111/J.1467-9892.2005.00455.X |
0.389 |
|
2006 |
Lopes HF, Salazar E. Time Series Mean Level and Stochastic Volatility Modeling by Smooth Transition Autoregressions: A BAYESIAN Approach Advances in Econometrics. 20: 225-238. DOI: 10.1016/S0731-9053(05)20028-2 |
0.343 |
|
2005 |
Nobre AA, Schmidt AM, Lopes HF. Spatio-temporal models for mapping the incidence of malaria in Pará Environmetrics. 16: 291-304. DOI: 10.1002/Env.704 |
0.418 |
|
2004 |
Behrens CN, Lopes HF, Gamerman D. Bayesian analysis of extreme events with threshold estimation Statistical Modelling. 4: 227-244. DOI: 10.1191/1471082X04St075Oa |
0.328 |
|
2004 |
Mendes BVDM, Lopes HF. Data driven estimates for mixtures Computational Statistics and Data Analysis. 47: 583-598. DOI: 10.1016/J.Csda.2003.12.006 |
0.391 |
|
2004 |
Lopes HF, West M. Bayesian model assessment in factor analysis Statistica Sinica. 14: 41-67. |
0.558 |
|
2003 |
Lopes HF, Müller P, Rosner GL. Bayesian meta-analysis for longitudinal data models using multivariate mixture priors. Biometrics. 59: 66-75. PMID 12762442 DOI: 10.1111/1541-0420.00008 |
0.439 |
|
2000 |
Huerta G, Lopes HF. Bayesian forecasting and inference in latent structure for the Brazilian Industrial Production Index Brazilian Review of Econometrics. 20: 1-26. DOI: 10.12660/Bre.V20N12000.2772 |
0.413 |
|
1999 |
Lopes HF, Moreira ARB, Schmidt AM. Hyperparameter estimation in forecast models Computational Statistics and Data Analysis. 29: 387-410. |
0.379 |
|
1997 |
Moreira ARB, Fiorencio A, Lopes HF. Um Modelo para a Previsão Conjunta do PIB, Inflação e Liquidez Brazilian Review of Econometrics. 17: 67-111. DOI: 10.12660/Bre.V17N11997.2871 |
0.392 |
|
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