Access Statistics for Hedibert Freitas Lopes
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models | 0 | 0 | 0 | 2 | 0 | 1 | 16 | 57 |
| Stochastic volatility models with skewness selection | 0 | 0 | 0 | 7 | 0 | 1 | 10 | 31 |
| What events matter for exchange rate volatility ? | 0 | 0 | 2 | 11 | 0 | 1 | 13 | 26 |
| When it counts -- Econometric identification of the basic factor model based on GLT structures | 0 | 0 | 1 | 14 | 0 | 0 | 8 | 27 |
| Total Working Papers | 0 | 0 | 3 | 34 | 0 | 3 | 47 | 141 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Bayesian Meta-analysis for Longitudinal Data Models Using Multivariate Mixture Priors | 0 | 0 | 0 | 0 | 0 | 0 | 7 | 9 |
| Handbook of Markov Chain Monte Carlo by BROOKS, S., GELMAN, A., JONES, G. L. and MENG, X | 0 | 0 | 0 | 9 | 0 | 2 | 5 | 45 |
| When It Counts—Econometric Identification of the Basic Factor Model Based on GLT Structures | 0 | 0 | 0 | 4 | 1 | 3 | 11 | 25 |
| Total Journal Articles | 0 | 0 | 0 | 13 | 1 | 5 | 23 | 79 |
| Chapter | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Scalable Semiparametric Inference for the Means of Heavy-tailed Distributions | 0 | 0 | 0 | 4 | 0 | 0 | 5 | 22 |
| Time Series Mean Level and Stochastic Volatility Modeling by Smooth Transition Autoregressions: A BAYESIAN Approach | 0 | 0 | 0 | 1 | 0 | 0 | 7 | 12 |
| Total Chapters | 0 | 0 | 0 | 5 | 0 | 0 | 12 | 34 |
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