基本信息
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职业迁徙
个人简介
I conduct research in Markov Chain and Sequential Monte Carlo techniques applied to multivariate econometrics and time-series models; modeling time-varying covariance of multivariate time series through latent factor analysis; Choleski decomposition and other factorizations; dynamic models and Bayesian inference; and computation. I am mainly interested in the implementation of the Bayesian paradigm to solve real large-scale problems in Econometrics and other fields of Economics.
研究兴趣
论文共 135 篇作者统计合作学者相似作者
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引用量
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期刊级别
合作者
合作机构
ENTROPYno. 1 (2024): 94-101
Igor Martins,Hedibert Freitas Lopes
Entropyno. 2 (2024): 142-142
Applied stochastic models in business and industryno. 3 (2023): 447-470
JOURNAL OF APPLIED STATISTICSno. 2 (2022): 336-356
Bayesian analysisno. -1 (2022)
arXiv (Cornell University) (2021)
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作者统计
#Papers: 135
#Citation: 4501
H-Index: 31
G-Index: 63
Sociability: 5
Diversity: 2
Activity: 77
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