Hedibert Freitas Lopes: Seminar talks

1. TBA, invited talk on the Bayesian Statistics Working Group, Department of Statistics at North Carolina State University, November 18th 2008.

2. Particle Learning and Smoothing, Invited talk, Department of Biostatistics, University of Michigan, October 30th 2008.

3. Spatial dynamic factor model, Invited talk, Department of Statistical Sciences, Duke University, September 12th 2008.

4. On mixture of Kalman filtering and learning, Invited talk, Department of Statistical Methods, Federal Univesity of Rio de Janeiro, August 2008.

5. Sequential Monte Carlo methods, Invited tutorial, Department of Statistical Methods, Federal Univesity of Rio de Janeiro, August 2008.

6. Spatial dynamic factor model, Invited talk, Department of Statistics, University of Missouri, February 2008.

7. Choleski stochastic volatility, Invited talk, Department of Statistics, University of Missouri, February 2008.

8. Factor stochastic volatility, Invited talk, 2007 Macro Seminar Series, Research Department, Federal Reserve Bank of Atlanta, November 2007.

9. Sex chromosome evolution and gene expression in Drosophila spermatogenesis , Invited talk, Department of Statistical Methods, Federal University of Rio de Janeiro, November 2007.

10. Spatial dynamic factor model, Invited talk, Facultad de Ciencias Economicas y Empresariales, University of Zaragoza, June 2007.

11. Time-varying covariances: a Cholesky decomposition approach, Invited talk, Departament of Probability and Statistics, Universidad Autonoma de Mexico (UNAM), March 2007. slides in PDF.

12. Spatial dynamic factor model, Invited talk, Department of Statistics, University of Connecticut, November 2006.

13. Factor stochastic volatility time-varying loadings and switching regime, Invited talk, Institute for Applied Economic Research (IPEA), Rio de Janeiro, September 2006.

14. Spatial dynamic factor model, Invited talk, Institute of Advanced Studies, Vienna, March 2006.

15. Spatial dynamic factor model, Invited talk, Department of Applied Mathematics and Statistics, University of California at Santa Cruz, November 2005.

16. Time-varying covariances: a Cholesky decomposition approach, Invited talk, Department of Statistics, Pennsylvania State University, State College, November 2005. slides in PDF.

17. Spatial dynamic factor model, Invited talk, Department of Statistics, University of Chicago, Chicago, Illinois, October 2005. slides in PDF.

18. Bayesian Analysis of Extreme Events with Threshold Estimation, Invited talk, Department of Statistics, New Mexico University, Albuquerque, New Mexico, April 2005. slides in PDF.

19. Time-varying variances through copulas, Invited talk, Department of Statistical Methods, Federal University of Rio de Janeiro, March 2005.

20. Bayesian Analysis of Extreme Events with Threshold Estimation, Invited talk, Department of Mathematics, Statistics and Computer Sciences, University of Illinois at Chicago, Chicago, October 2004.

21. Bayesian analysis of extreme events with threshold estimation, Invited talk, Graduate School of Economics, Getulio Vargas Foundation, Rio de Janeiro, August 2004. slides in PDF.

22. Multivariate Stochastic Volatility: factor analysis and alternatives, Invited talk, Department of Statistical Methods, Federal University of Rio de Janeiro, August 2004.

23. Bayesian Inference and Model Assessment for the Analysis of Smooth Transition Autoregressive Time Series Models, Invited talk, Department of Economics, Pontificia Universidade Catolica (PUC), Rio de Janeiro, August 2004.

24. Bayesian Inference and Model Assessment for the Analysis of Smooth Transition Autoregressive Time Series Models, Invited talk, Department of Statistics, Federal University of Parana, August 2004.

25. Univariate and multivariate Bayesian analysis for smooth transition autoregressive model, Talk ministred at Northern Illinois University, March 19th 2004. slides in PDF.

26. Measuring Financial Contagion through Multivariate Stochastic Volatility Models. Talk ministred at the Federal Reserve Bank of Atlanta, Atlanta, February 2003.

27. Model Uncertainty in Factor Analysis. Invicted Talk, Graduate School of Business, University of Chicago, February 2003. slides in postscript

28. Measuring Contagion through Factor Stochastic Volatility Models. Talk ministred at the Seminar Series, Economics Department, Pontifícia Universidade Católica (PUC), Rio de Janeiro, October 2002.

29. Bayesian Meta-analysis for longitudinal data models using multivariate mixture priors. Talk ministred at the Seminar Series, IMECC Unicamp, Campinas, May 23rh 2002. Zipped Slides

30. Factor Models and Stochastic Volatility: Emergent Markets Contagion Talk ministred at the Instituto Brasileiro de Mercado de Capitais (IBMEC), Sao Paulo, November 2001.

31. Simulation-based Filtering in Dynamic Models: Factor Stochastic Volatilities. Talk ministred at Escola de Pos-Graduacao em Economia da Fundacao Getulio Vargas, Rio de Janeiro, November 2001.

32. Simulation-based Smoothing and Filtering in Factor Stochastic Volatility Models. Talk given at the Institute of Statistics and Decision Sciences, Duke University, October 2001. Zipped Slides

33. Comovements and Contagion in Emergent Markets: Stock Indexes Volatilities. Talk ministred at the Seminar Series in the Centro de Investigaciones en Matematicas (CIMAT), Guanajuato, Mexico, July 2001.

34. Comovements and Contagion in Emergent Markets: Stock Indexes Volatilities. Talk ministred at the Seminar Series of the Institute for Applied Economic Research (IPEA), Rio de JAneiro, July 2001.

35. Bayesian Forecasting and Inference in Latent Structure for the Brazilian Industrial Production. Invited talk given at the Federal University of Minas Gerais, November 2000.