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Prezados Carlinhos e Gauss,
Obrigado por mencionar meu trabalho. Esse artigo faz parte de uma sequencia de desenvolvimentos metodologicos que venho propondo nos ultimos anos em analise fatorial moderna e estruturada todos ligados a cuidadosas aplicacoes em diversas areas. Abaixo segue uma amostra para aqueles interessados em versoes modernas dos tradicionais modelos fatoriais (http://faculty.chicagobooth.edu/hedibert.lopes/research/papers.html) 1. Constructing economically justified aggregates: an application of the early origins of health. Journal of Econometrics (2012) 2. Measuring vulnerability via spatially hierarchical factor models. Annals of Applied Statistics (2012) 3. Dynamic stock selection strategies: a structured factor model approach (with discussion). Bayesian Statistics 9 (2011) 4. Generalized spatial dynamic factor models. Computational Statistics and Data Analysis (2011) 5. Spatial dynamic factor models. Bayesian Analysis (2008) 6. Factor stochastic volatility with time varying loadings and Markov switching regimes. Journal of Statistical Planning and Inference (2007) 7. Bayesian model assessment in factor analysis. Statistica Sinica (2004) 8. Co-movements and contagion in emergent markets: stock indexes volatilities. Case Studies in Bayesian Statistics (2002) mais 10.Parsimonious Bayesian factor analysis when number of factors is unknown 11.Efficient Bayesian inference for multivariate factor stochastic volatility models 12.Dynamic nonparametric factor models 13.Bayesian grouped factor models and industry/debt classification schemes Grande abracos e nos vemos no SINAPE 2012, Hedibert |