# Research

## Working papers

Working papers

- Abanto-Valle, C. A., Langrock, R. Chen, M.-H. Cardoso, M. V. (2015). "Stochastic Volatility in mean Models with heavy-tailed distributions: A maximum likelihood approach using structured Hidden Markov models".
- Abanto-Valle, C. A., Bazán, J. L. and Smith, A. C. (2014). "State space mixed models for binary responses with skewed inverse links using JAGS".

## Publications (articles)

Publications (articles)

- Nascimento, M. G. L., Abanto-Valle, C. A. and Mendoça, M. J. (2018). "Multivariate Spatial IV Regression". Brazilian Review of Econometrics,
**38**, 357-333. - Abanto-Valle, C. A., Langrock, R., Chen, M.-H. and Cardoso, M. V. (2017). "Maximum likelihood estimation for stochastic volatility in mean models with heavy-tailed distributions". Applied Stochastic Models in Business and Industry,
**33**, 394-408. - Leão, W. L., Abanto-Valle, C. A. and Chen, M.-H. (2017). "Stochastic volatility in mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew student's t distribution". Statistics and its Interface,
**10**, 529-541. - Abanto-Valle, C. A., Dey, D. K. and Xun, J. (2015). "Binary state space mixed models with flexible link functions: a case study on deep brain stimulation on attention reaction time". Statistics and its Interface,
**8**, 187-194. - Lachos, V. H., Chen, M.-H., Abanto-Valle, C. A. and Azevedo, C. L. N. (2015). "Quantile regression for censored mixed-effects models with applications to HIV studies". Statistics and its Interface,
**8**, 203-2015. - Abanto-Valle, C. A., Lachos, V. H. and Dey, D. K. (2015). "Bayesian estimation of a skew-Student-t stochastic volatility model". Methodology and Computing in Applied Probability, 17, 721-738.
- Abanto-Valle, Carlos A., Wang. C., Wang. X., Wang,F.-X. and Chen, M.-H. (2014). "Bayesian inference for stochastic volatility models using the generalized skew-t distribution with applications to the Shenzhen Stock Exchange returns. Statistics and its Interface,
**7**, 487-502. **71**, 274-287.- Lachos, V.H. , Cabral, C. R. B. and Abanto-Valle, C.A. (2012). "A non-iterative sampling Bayesian method for mixed models with normal independent distributions". Journal of Applied Statistics,
**39**, 531-549. - Abanto-Valle, Carlos A. , Migon, H. S. and Lachos, V. H. (2012). "Stochastic volatility in mean models with heavy-tailed distributions". Brazilian Journal of Probability and Statistics,
**26**, 402-422. - Abanto-Valle, C. A., Lachos, V. H. and
**28**, 430-447. - Abanto-Valle, C. A., Migon, H.S. and Lachos, V.H. (2011). "Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: A Bayesian approach". Journal of Statistical Planning and Inference,
**141**, 1875-1887. - Garay, A. M., Lachos, V.H. and Abanto-Valle, C.A. (2011). "Nonlinear regression models based on scale mixtures of skew-normal distributions". Journal of the Korean Statistical Society,
**40**, 115-124. - Lachos, V.H., Angolini, T. and Abanto-Valle, C. A. (2011). "On estimation and local influence analysis for measurement errors models under heavy-tailed distributions". Statistical Papers,
**52**, 567-590. - Abanto-Valle, C.A., Bandyopadhyay, Lachos, V. H. and Enriquez, I. (2010) . "Robust Bayesian Analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions". Computational Statistics & Data Analysis,
**54,**2883-2898. - Abanto-Valle, C.A. , Migon, H.S. and Lopes, H. F. (2010). "Bayesian modeling of financial returns: A relationship between volatility and trading volume". Applied Stochastic Models in Business and Industry,
**26**, 172-193. - Bandyopadhyay, D. , Lachos, V.H., Abanto-Valle, C.A. and Ghosh, P. (2010) . "Linear mixed models for skew-normal/independent bivariate responses with an application to periodontal disease". Statistics in Medicine,
**29**, 2643-2655.

## Publications (contributions in books)

Publications (contributions in books)

- Gamerman, D. Abanto-Valle, C. A., Silva, R. S. and Martins, T. G. (2016). "Dynamic models for discrete-valued time series". In Handbook of discrete-valued time series, eds. Richard A. Davis, Robert Lund and Nalini Ravishanker, N.Y: CRC, pp. 165-18