@article{,
  author = {Helio S. Migon and Elcyon C. R. Lima and Hedibert F. Lopes},
  title = {Efeitos dinamicos dos choques de oferta e demanda agregada sobre o nıvel de atividade economica do Brasil},
  journal = {Revista Brasileira de Economia},
  year = {1993},
  volume = {47},
  pages = {177-204}
}

@article{Lopes1999,
  author = {Hedibert Freitas Lopes and Ajax R.Bello Moreira and Alexandra Mello Schmidt},
  title = {Hyperparameter estimation in forecast models},
  journal = {Computational Statistics & Data Analysis},
  publisher = {Elsevier BV},
  year = {1999},
  volume = {29},
  number = {4},
  pages = {387--410},
  doi = {https://doi.org/10.1016/s0167-9473(98)00078-4}
}

@article{Huerta2000,
  author = {Gabriel Huerta and Hedibert Freitas Lopes},
  title = {Bayesian forecasting and inference in latent structure for the Brazilian Industrial Production Index},
  journal = {Brazilian Review of Econometrics},
  publisher = {Fundacao Getulio Vargas},
  year = {2000},
  volume = {20},
  number = {1},
  pages = {1},
  doi = {https://doi.org/10.12660/bre.v20n12000.2772}
}

@article{Lopes2002,
  author = {Hedibert Freitas Lopes and Helio S Migon},
  title = {Comovements and contagion in emergent markets: stock indexes volatilities},
  journal = {Case Studies in Bayesian Statistics},
  year = {2002},
  volume = {VI},
  pages = {285--300}
}

@article{Lopes2003,
  author = {Hedibert Freitas Lopes and Peter Müller and Gary L. Rosner},
  title = {Bayesian Meta-analysis for Longitudinal Data Models Using Multivariate Mixture Priors},
  journal = {Biometrics},
  publisher = {Wiley},
  year = {2003},
  volume = {59},
  number = {1},
  pages = {66--75},
  doi = {https://doi.org/10.1111/1541-0420.00008}
}

@article{Lopes2003,
  author = {Hedibert Freitas Lopes},
  title = {Expected Posterior Priors in Factor Analysis},
  journal = {Brazilian Journal of Probability and Statistics},
  year = {2003},
  volume = {17},
  number = {1},
  pages = {91--105}
}

@article{Behrens2004,
  author = {Cibele N Behrens and Hedibert F Lopes and Dani Gamerman},
  title = {Bayesian analysis of extreme events with threshold estimation},
  journal = {Statistical Modelling},
  publisher = {SAGE Publications},
  year = {2004},
  volume = {4},
  number = {3},
  pages = {227--244},
  doi = {https://doi.org/10.1191/1471082x04st075oa}
}

@article{Lopes2004,
  author = {Hedibert F. Lopes and Mike West},
  title = {BAYESIAN MODEL ASSESSMENT IN FACTOR ANALYSIS},
  journal = {Statistica Sinica},
  year = {2004},
  volume = {14},
  number = {1},
  pages = {41--67}
}

@article{Mendes2004,
  author = {Mendes, Beatriz Vaz de Melo and Hedibert Freitas Lopes},
  title = {Data driven estimates for mixtures},
  journal = {Computational Statistics & Data Analysis},
  publisher = {Elsevier BV},
  year = {2004},
  volume = {47},
  number = {3},
  pages = {583--598},
  doi = {https://doi.org/10.1016/j.csda.2003.12.006}
}

@article{Nobre2005,
  author = {Aline A. Nobre and Alexandra M. Schmidt and Hedibert F. Lopes},
  title = {Spatio-temporal models for mapping the incidence of malaria in Pará},
  journal = {Environmetrics},
  publisher = {Wiley},
  year = {2005},
  volume = {16},
  number = {3},
  pages = {291--304},
  doi = {https://doi.org/10.1002/env.704}
}

@article{Lopes2006,
  author = {Hedibert F. Lopes and Esther Salazar},
  title = {Bayesian Model Uncertainty In Smooth Transition Autoregressions},
  journal = {Journal of Time Series Analysis},
  publisher = {Wiley},
  year = {2006},
  volume = {27},
  number = {1},
  pages = {99--117},
  doi = {https://doi.org/10.1111/j.1467-9892.2005.00455.x}
}

@article{Silva2006,
  author = {Silva, Ralph dos Santos and Hedibert F. Lopes and Helio S. Migon},
  title = {The Extended Generalized Inverse Gaussian Distribution for Log-linear and Stochastic Volatility Models},
  journal = {Brazilian Journal of Probability and Statistics},
  year = {2006},
  volume = {20},
  number = {1},
  pages = {67--91}
}

@article{Ausin2007,
  author = {M. Concepcion Ausin and Hedibert F. Lopes},
  title = {BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY-TAILED INSURANCE CLAIM-SIZE DISTRIBUTION},
  journal = {Australian & New Zealand Journal of Statistics},
  publisher = {Wiley},
  year = {2007},
  volume = {49},
  number = {4},
  pages = {415--434},
  doi = {https://doi.org/10.1111/j.1467-842x.2007.00492.x}
}

@article{Carvalho2007,
  author = {Carlos M. Carvalho and Hedibert F. Lopes},
  title = {Simulation-based sequential analysis of Markov switching stochastic volatility models},
  journal = {Computational Statistics & Data Analysis},
  publisher = {Elsevier BV},
  year = {2007},
  volume = {51},
  number = {9},
  pages = {4526--4542},
  doi = {https://doi.org/10.1016/j.csda.2006.07.019}
}

@article{Lopes2007,
  author = {Hedibert Freitas Lopes and Carlos M. Carvalho},
  title = {Factor stochastic volatility with time varying loadings and Markov switching regimes},
  journal = {Journal of Statistical Planning and Inference},
  publisher = {Elsevier BV},
  year = {2007},
  volume = {137},
  number = {10},
  pages = {3082--3091},
  doi = {https://doi.org/10.1016/j.jspi.2006.06.047}
}

@article{Lopes2008,
  author = {Hedibert Freitas Lopes and Esther Salazar and Dani Gamerman},
  title = {Spatial dynamic factor analysis},
  journal = {Bayesian Analysis},
  publisher = {Institute of Mathematical Statistics},
  year = {2008},
  volume = {3},
  number = {4},
  pages = {759--792},
  doi = {https://doi.org/10.1214/08-ba329}
}

@article{Silva2008,
  author = {Silva, Ralph dos Santos and Hedibert Freitas Lopes},
  title = {Copula, marginal distributions and model selection: a Bayesian note},
  journal = {Statistics and Computing},
  publisher = {Springer Science and Business Media LLC},
  year = {2008},
  volume = {18},
  number = {3},
  pages = {313--320},
  doi = {https://doi.org/10.1007/s11222-008-9058-y}
}

@article{Vibranovski2009,
  author = {Maria D. Vibranovski and Hedibert F. Lopes and Timothy L. Karr and Manyuan Long},
  title = {Stage-Specific Expression Profiling of Drosophila Spermatogenesis Suggests that Meiotic Sex Chromosome Inactivation Drives Genomic Relocation of Testis-Expressed Genes},
  journal = {PLoS Genetics},
  publisher = {Public Library of Science (PLoS)},
  year = {2009},
  volume = {5},
  number = {11},
  pages = {e1000731},
  doi = {https://doi.org/10.1371/journal.pgen.1000731}
}

@article{AbantoValle2010,
  author = {Carlos A. Abanto-Valle and Helio S. Migon and Hedibert F. Lopes},
  title = {Bayesian modeling of financial returns: A relationship between volatility and trading volume},
  journal = {Applied Stochastic Models in Business and Industry},
  publisher = {Wiley},
  year = {2010},
  volume = {26},
  number = {2},
  pages = {172--193},
  doi = {https://doi.org/10.1002/asmb.789}
}

@article{Ausin2010,
  author = {M. Concepcion Ausin and Hedibert F. Lopes},
  title = {Time-varying joint distribution through copulas},
  journal = {Computational Statistics & Data Analysis},
  publisher = {Elsevier BV},
  year = {2010},
  volume = {54},
  number = {11},
  pages = {2383--2399},
  doi = {https://doi.org/10.1016/j.csda.2009.03.008}
}

@article{Carvalho2010,
  author = {Carlos M. Carvalho and Michael S. Johannes and Hedibert F. Lopes and Nicholas G. Polson},
  title = {Particle Learning and Smoothing},
  journal = {Statistical Science 2010, Vol. 25, No. 1, 88-106},
  year = {2010},
  doi = {https://doi.org/10.1214/10-STS325}
}

@article{Carvalho2010a,
  author = {Carlos M. Carvalho and Hedibert F. Lopes and Nicholas G. Polson and Matt A. Taddy},
  title = {Particle learning for general mixtures},
  journal = {Bayesian Analysis},
  publisher = {Institute of Mathematical Statistics},
  year = {2010},
  volume = {5},
  number = {4},
  pages = {709--740},
  doi = {https://doi.org/10.1214/10-ba525}
}

@inbook{Hore2010,
  author = {Satadru Hore and Michael Johannes and Hedibert F. Lopes and Robert Mcculloch and Nicholas G. Polson},
  title = {Bayesian computation in finance},
  booktitle = {Frontiers of Statistical Decision Making and and Bayesian Analysis - In Honor of James O. Berger},
  year = {2010},
  pages = {383--96}
}

@article{Lopes2010,
  author = {Hedibert F. Lopes and Ruey S. Tsay},
  title = {Particle filters and Bayesian inference in financial econometrics},
  journal = {Journal of Forecasting},
  publisher = {Wiley},
  year = {2010},
  volume = {30},
  number = {1},
  pages = {168--209},
  doi = {https://doi.org/10.1002/for.1195}
}

@inbook{Lopes2010,
  author = {Hedibert F. Lopes and Nicholas G. Polson},
  title = {Extracting SP500 and NASDAQ volatility: The credit crisis of},
  booktitle = {Handbook of Applied Bayesian Analysis},
  year = {2010},
  pages = {319--361}
}

@article{Nascimento2010,
  author = {Nascimento, Fernando Ferraz do and Dani Gamerman and Hedibert Freitas Lopes},
  title = {Regression models for exceedance data via the full likelihood},
  journal = {Environmental and Ecological Statistics},
  publisher = {Springer Science and Business Media LLC},
  year = {2010},
  volume = {18},
  number = {3},
  pages = {495--512},
  doi = {https://doi.org/10.1007/s10651-010-0148-6}
}

@article{Vibranovski2010,
  author = {Maria D. Vibranovski and Domitille S. Chalopin and Hedibert F. Lopes and Manyuan Long and Timothy L. Karr},
  title = {Direct Evidence for Postmeiotic Transcription During Drosophila melanogaster Spermatogenesis},
  journal = {Genetics},
  publisher = {Oxford University Press (OUP)},
  year = {2010},
  volume = {186},
  number = {1},
  pages = {431--433},
  doi = {https://doi.org/10.1534/genetics.110.118919}
}

@inbook{Carvalho2011,
  author = {Carlos M. Carvalho and Hedibert F. Lopes and Omar Aguilar},
  title = {Dynamic stock selection strategies: A structured factor model approach (with discussion)},
  booktitle = {Bayesian Statistics 9},
  year = {2011},
  pages = {69--90}
}

@inbook{Lopes2011,
  author = {Hedibert F. Lopes and Carlos M. Carvalho and Nicholas G. Polson and Michael Johannes},
  title = {Particle learning for sequential Bayesian computation (with discussion)},
  booktitle = {Bayesian Statistics 9},
  year = {2011},
  pages = {317--360}
}

@article{Lopes2011a,
  author = {Hedibert Freitas Lopes and Dani Gamerman and Esther Salazar},
  title = {Generalized spatial dynamic factor models},
  journal = {Computational Statistics & Data Analysis},
  publisher = {Elsevier BV},
  year = {2011},
  volume = {55},
  number = {3},
  pages = {1319--1330},
  doi = {https://doi.org/10.1016/j.csda.2010.09.020}
}

@article{Lopes2011b,
  author = {Hedibert F. Lopes and Justin L. Tobias},
  title = {Confronting Prior Convictions: On Issues of Prior Sensitivity and Likelihood Robustness in Bayesian Analysis},
  journal = {Annual Review of Economics},
  publisher = {Annual Reviews},
  year = {2011},
  volume = {3},
  number = {1},
  pages = {107--131},
  doi = {https://doi.org/10.1146/annurev-economics-111809-125134}
}

@article{Nascimento2011,
  author = {Nascimento, Fernando Ferraz do and Dani Gamerman and Hedibert Freitas Lopes},
  title = {A semiparametric Bayesian approach to extreme value estimation},
  journal = {Statistics and Computing},
  publisher = {Springer Science and Business Media LLC},
  year = {2011},
  volume = {22},
  number = {2},
  pages = {661--675},
  doi = {https://doi.org/10.1007/s11222-011-9270-z}
}

@article{Prado2011,
  author = {Raquel Prado and Hedibert F. Lopes},
  title = {Sequential parameter learning and filtering in structured autoregressive state-space models},
  journal = {Statistics and Computing},
  publisher = {Springer Science and Business Media LLC},
  year = {2011},
  volume = {23},
  number = {1},
  pages = {43--57},
  doi = {https://doi.org/10.1007/s11222-011-9289-1}
}

@article{Zambaldi2011,
  author = {Felipe Zambaldi and Francisco Aranha and Hedibert Lopes and Ricardo Politi},
  title = {Credit granting to small firms: A Brazilian case},
  journal = {Journal of Business Research},
  publisher = {Elsevier BV},
  year = {2011},
  volume = {64},
  number = {3},
  pages = {309--315},
  doi = {https://doi.org/10.1016/j.jbusres.2009.11.018}
}

@article{Dukic2012,
  author = {Dukic, " and Vanja, Hedibert and Lopes, Nicholas and Polson},
  title = {Tracking Epidemics With Google Flu Trends Data and a State-Space SEIR Model},
  journal = {Journal of the American Statistical Association},
  year = {2012},
  volume = {107},
  number = {500},
  pages = {1410--426}
}

@article{Lopes_2012,
  author = {Hedibert F. Lopes and Alexandra M. Schmidt and Esther Salazar and Mariana Gómez and Marcel Achkar},
  title = {Measuring the vulnerability of the Uruguayan population to vector-borne diseases via spatially hierarchical factor models},
  journal = {The Annals of Applied Statistics},
  publisher = {Institute of Mathematical Statistics},
  year = {2012},
  volume = {6},
  number = {1},
  pages = {284--303},
  doi = {https://doi.org/10.1214/11-aoas497}
}

@article{Lopes2012,
  author = {Hedibert F. Lopes and Nicholas G. Polson and Carlos M. Carvalho},
  title = {Bayesian statistics with a smile: A resampling–sampling perspective},
  journal = {Brazilian Journal of Probability and Statistics},
  publisher = {Institute of Mathematical Statistics},
  year = {2012},
  volume = {26},
  number = {4},
  pages = {358--371},
  doi = {https://doi.org/10.1214/11-bjps144}
}

@article{Vibranovski2012,
  author = {Maria D Vibranovski and Yong E Zhang and Claus Kemkemer and Nicholas W VanKuren and Hedibert F Lopes and Timothy L Karr and Manyuan Long},
  title = {Segmental dataset and whole body expression data do not support the hypothesis that non-random movement is an intrinsic property of Drosophila retrogenes},
  journal = {BMC Evolutionary Biology},
  publisher = {Springer Science and Business Media LLC},
  year = {2012},
  volume = {12},
  number = {1},
  pages = {169},
  doi = {https://doi.org/10.1186/1471-2148-12-169}
}

@article{Vibranovski2012a,
  author = {Maria D Vibranovski and Yong E Zhang and Claus Kemkemer and Hedibert F Lopes and Timothy L Karr and Manyuan Long},
  title = {Re-analysis of the larval testis data on meiotic sex chromosome inactivation revealed evidence for tissue-specific gene expression related to the drosophila X chromosome},
  journal = {BMC Biology},
  publisher = {Springer Science and Business Media LLC},
  year = {2012},
  volume = {10},
  number = {1},
  doi = {https://doi.org/10.1186/1741-7007-10-49}
}

@article{Heckman2013,
  author = {James J. Heckman and Hedibert F. Lopes and Rémi Piatek},
  title = {Treatment Effects: A Bayesian Perspective},
  journal = {Econometric Reviews},
  publisher = {Informa UK Limited},
  year = {2013},
  volume = {33},
  number = {1-4},
  pages = {36--67},
  doi = {https://doi.org/10.1080/07474938.2013.807103}
}

@inbook{Kastner2013,
  author = {Gregor Kastner and Sylvia Fruhwirth,-Schnatter and Hedibert F. Lopes},
  title = {Analysis of exchange rates via multivariate Bayesian factor stochastic volatility models},
  booktitle = {The Contribution of Young Researchers to Bayesian Statistics},
  year = {2013},
  pages = {181--186}
}

@article{Lopes2013,
  author = {Hedibert F. Lopes and Nicholas G. Polson},
  title = {Bayesian Instrumental Variables: Priors and Likelihoods},
  journal = {Econometric Reviews},
  publisher = {Informa UK Limited},
  year = {2013},
  volume = {33},
  number = {1-4},
  pages = {100--121},
  doi = {https://doi.org/10.1080/07474938.2013.807146}
}

@inbook{Lopes2013a,
  author = {Hedibert F. Lopes and Carlos M. Carvalho},
  title = {Online Bayesian learning in dynamic models: An illustrative introduction to particle methods},
  booktitle = {Bayesian Theory and Applications},
  year = {2013},
  pages = {203--228}
}

@inbook{Rios2013,
  author = {Maria Rios and Hedibert F. Lopes},
  title = {The extended Liu and West filter: PL in MSSV models},
  booktitle = {State-Space Models: Applications in Economics and Finance},
  year = {2013},
  pages = {23--61}
}

@inbook{Lopes2014,
  author = {Hedibert F. Lopes},
  title = {Lopes (2014) Modern Bayesian Factor Analysis},
  booktitle = {Bayesian Inference in the Social Sciences},
  publisher = {Wiley},
  year = {2014},
  pages = {115--153}
}

@article{Lopes2015,
  author = {Hedibert F. Lopes and Nicholas G. Polson},
  title = {Particle Learning for Fat-Tailed Distributions},
  journal = {Econometric Reviews},
  publisher = {Informa UK Limited},
  year = {2015},
  volume = {35},
  number = {8-10},
  pages = {1666--1691},
  doi = {https://doi.org/10.1080/07474938.2015.1092809}
}

@article{Lopes2015a,
  author = {Hedibert F. Lopes and Ronaldo Dias},
  title = {Bayesian mixture of parametric and nonparametric density estimation: A Misspecification Problem},
  journal = {Brazilian Review of Econometrics},
  publisher = {Fundacao Getulio Vargas},
  year = {2015},
  volume = {31},
  number = {1},
  pages = {19},
  doi = {https://doi.org/10.12660/bre.v31n12011.4134}
}

@article{Nascimento2015,
  author = {Nascimento, Fernando Ferraz do and Dani Gamerman and Hedibert Freitas Lopes},
  title = {Time-varying extreme pattern with dynamic models},
  journal = {TEST},
  publisher = {Springer Science and Business Media LLC},
  year = {2015},
  volume = {25},
  number = {1},
  pages = {131--149},
  doi = {https://doi.org/10.1007/s11749-015-0444-4}
}

@article{Hahn2017,
  author = {P. Richard Hahn and Jingyu He and Hedibert Lopes},
  title = {Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments},
  journal = {Journal of Business & Economic Statistics},
  publisher = {Informa UK Limited},
  year = {2017},
  volume = {36},
  number = {2},
  pages = {278--287},
  doi = {https://doi.org/10.1080/07350015.2016.1172968}
}

@article{Kastner_2017,
  author = {Gregor Kastner and Sylvia Frühwirth-Schnatter and Hedibert Freitas Lopes},
  title = {Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models},
  journal = {Journal of Computational and Graphical Statistics},
  year = {2017},
  volume = {26},
  number = {4},
  pages = {905--917},
  doi = {https://doi.org/10.1080/10618600.2017.1322091}
}

@article{Shirota2017,
  author = {Shinichiro Shirota and Yasuhiro Omori and Hedibert. F. Lopes and Haixiang Piao},
  title = {Cholesky realized stochastic volatility model},
  journal = {Econometrics and Statistics},
  publisher = {Elsevier BV},
  year = {2017},
  volume = {3},
  pages = {34--59},
  doi = {https://doi.org/10.1016/j.ecosta.2016.08.003}
}

@article{Warty2017,
  author = {Samir P. Warty and Hedibert F. Lopes and Nicholas G. Polson},
  title = {Sequential Bayesian learning for stochastic volatility with variance-gamma jumps in returns},
  journal = {Applied Stochastic Models in Business and Industry},
  publisher = {Wiley},
  year = {2017},
  volume = {34},
  number = {4},
  pages = {460--479},
  doi = {https://doi.org/10.1002/asmb.2258}
}

@article{Carvalho2018,
  author = {Carlos M. Carvalho and Hedibert F. Lopes and Robert E. McCulloch},
  title = {On the Long-Run Volatility of Stocks},
  journal = {Journal of the American Statistical Association},
  publisher = {Informa UK Limited},
  year = {2018},
  volume = {113},
  number = {523},
  pages = {1050--1069},
  doi = {https://doi.org/10.1080/01621459.2017.1407769}
}

@article{FruehwirthSchnatter2018,
  author = {Sylvia Fruehwirth-Schnatter and Hedibert Freitas Lopes},
  title = {Sparse Bayesian Factor Analysis when the Number of Factors is Unknown},
  year = {2018}
}

@article{Hahn2018a,
  author = {P. Richard Hahn and Jingyu He and Hedibert F. Lopes},
  title = {Efficient Sampling for Gaussian Linear Regression With Arbitrary Priors},
  journal = {Journal of Computational and Graphical Statistics},
  publisher = {Informa UK Limited},
  year = {2018},
  volume = {28},
  number = {1},
  pages = {142--154},
  doi = {https://doi.org/10.1080/10618600.2018.1482762}
}

@article{Santos2018,
  author = {Santos, Pedro Henrique Filipini dos and Hedibert Freitas Lopes},
  title = {Tree-Based Bayesian Treatment Effect Analysis},
  year = {2018}
}

@article{Ascari2019,
  author = {Guido Ascari and Paolo Bonomolo and Hedibert F. Lopes},
  title = {Walk on the Wild Side: Temporarily Unstable Paths and Multiplicative Sunspots},
  journal = {American Economic Review},
  publisher = {American Economic Association},
  year = {2019},
  volume = {109},
  number = {5},
  pages = {1805--1842},
  doi = {https://doi.org/10.1257/aer.20160576}
}

@article{Berrett2019,
  author = {Candace Berrett and William F. Christensen and Stephan R. Sain and Nathan Sandholtz and David W. Coats and Claudia Tebaldi and Hedibert F. Lopes},
  title = {Modeling sea-level processes on the U.S. Atlantic Coast},
  journal = {Environmetrics},
  publisher = {Wiley},
  year = {2019},
  volume = {31},
  number = {4},
  doi = {https://doi.org/10.1002/env.2609}
}

@article{Lopes2019,
  author = {Hedibert F. Lopes and Nicholas G. Polson},
  title = {Bayesian hypothesis testing: Redux},
  journal = {Brazilian Journal of Probability and Statistics},
  publisher = {Institute of Mathematical Statistics},
  year = {2019},
  volume = {33},
  number = {4},
  pages = {745--755},
  doi = {https://doi.org/10.1214/19-bjps442}
}

@article{Lopes2019a,
  author = {Hedibert Lopes and Matthew Taddy and Matthew Gardner},
  title = {Semi-parametric inference for the means of heavy-tailed distributions},
  journal = {Advances in Econometrics: Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling, Part B},
  year = {2019},
  volume = {40}
}

@inbook{Schmidt2019,
  author = {Alexandra M. Schmidt and Hedibert F. Lopes},
  title = {Dynamic models},
  booktitle = {Handbook of Environmental and Ecological Statistics},
  publisher = {Chapman & Hall},
  year = {2019},
  pages = {57--80}
}

@article{Virbickaite2019,
  author = {Audronė Virbickaitė and Hedibert F. Lopes},
  title = {Bayesian semiparametric Markov switching stochastic volatility model},
  journal = {Applied Stochastic Models in Business and Industry},
  publisher = {Wiley},
  year = {2019},
  volume = {35},
  number = {4},
  pages = {978--997},
  doi = {https://doi.org/10.1002/asmb.2434}
}

@article{Virbickaite2019a,
  author = {Audronė Virbickaitė and Hedibert F. Lopes and M. Concepción Ausín and Pedro Galeano},
  title = {Particle learning for Bayesian semi-parametric stochastic volatility model},
  journal = {Econometric Reviews},
  publisher = {Informa UK Limited},
  year = {2019},
  volume = {38},
  number = {9},
  pages = {1007--1023},
  doi = {https://doi.org/10.1080/07474938.2018.1514022}
}

@article{Bolfarine2020,
  author = {Henrique Bolfarine and Carlos M. Carvalho and Hedibert F. Lopes and Jared S. Murray},
  title = {Decoupling Shrinkage and Selection in Gaussian Linear Factor Analysis},
  year = {2020}
}

@article{Fava2020,
  author = {Bruno Fava and Hedibert F. Lopes},
  title = {The Illusion of the Illusion of Sparsity: An exercise in prior sensitivity},
  year = {2020}
}

@article{Graziadei2020,
  author = {Helton Graziadei and Antonio Lijoi and Hedibert F. Lopes and Paulo C. Marques F. and Igor Prünster},
  title = {Prior Sensitivity Analysis in a Semi-Parametric Integer-Valued Time Series Model},
  journal = {Entropy},
  publisher = {MDPI AG},
  year = {2020},
  volume = {22},
  number = {1},
  pages = {69},
  doi = {https://doi.org/10.3390/e22010069}
}

@article{PauloC.Marques2020,
  author = {Paulo C. Marques F. and Helton Graziadei and Hedibert F. Lopes},
  title = {Bayesian generalizations of the integer-valued autoregressive model},
  journal = {Journal of Applied Statistics},
  publisher = {Informa UK Limited},
  year = {2020},
  pages = {1--21},
  doi = {https://doi.org/10.1080/02664763.2020.1812544}
}

@article{Uribe2020,
  author = {Paloma W. Uribe and Hedibert F. Lopes},
  title = {Dynamic sparsity on dynamic regression models},
  year = {2020}
}

@article{Levy2021,
  author = {Bruno P. C. Levy and Hedibert F. Lopes},
  title = {Dynamic Ordering Learning in Multivariate Forecasting},
  year = {2021}
}