Carlos M Carvalho, Assistant Professor of Econometrics and Statistics, University of Chicago
- Education:
- PhD, Duke University, 2006
- MS, Duke University, 2005
- MS, Federal University of Rio de Janeiro, 2002
- BS, IBMEC Business School (Brazil), 1999
- Contact Info:
- 114 Old Chemistry Bldg.
- 919 684-8753
- cmc35@duke.edu
- http://www.isds.duke.edu/~carlos/
Thesis: Structure and Sparsity in High-Dimensional Multivariate Analysis
Curriculum Vitae- Representative Publications
- Carvalho C.M., Massam H., West M.. "Simulation of hyper inverse-Wishart distributions in graphical models." Biometrika (2007).
- Carvalho C.M. , West M.. "Dynamic Matrix-Variate Graphical Models." Bayesian Analysis (2007).
- Carvalho C.M., Lopes H.. "Simulation-based sequential analysis of Markov switching stochastic volatility models." Computational Statistics and Data Analysis (2007).
- Lopes H., Carvalho C.M.. "Factor models with time-varying loadings and regime switiching." Journal of Statistical Planning and Inference (2007).
- Jones B., Carvalho C.M., Dobra A., Hans C., Carter C., West M.. "Experiments." Statistical Science (2005).