Siddhartha Chib
Siddhartha Chib
Harry C Hartkopf Professor of Econometrics and Statistics
Verified email at wustl.edu - Homepage
TitleCited byYear
Understanding the metropolis-hastings algorithm
S Chib, E Greenberg
The american statistician 49 (4), 327-335, 1995
46271995
Bayesian analysis of binary and polychotomous response data
JH Albert, S Chib
Journal of the American statistical Association 88 (422), 669-679, 1993
33161993
Stochastic volatility: likelihood inference and comparison with ARCH models
S Kim, N Shephard, S Chib
The review of economic studies 65 (3), 361-393, 1998
24101998
Marginal likelihood from the Gibbs output
S Chib
Journal of the american statistical association 90 (432), 1313-1321, 1995
21661995
Marginal likelihood from the Metropolis–Hastings output
S Chib, I Jeliazkov
Journal of the American Statistical Association 96 (453), 270-281, 2001
11492001
Bayesian model choice via Markov chain Monte Carlo methods
BP Carlin, S Chib
Journal of the Royal Statistical Society: Series B (Methodological) 57 (3 …, 1995
11351995
Analysis of multivariate probit models
S Chib, E Greenberg
Biometrika 85 (2), 347-361, 1998
8521998
Hierarchical Bayesian analysis of changepoint problems
BP Carlin, AE Gelfand, AFM Smith
Journal of the Royal Statistical Society: Series C (Applied Statistics) 41 …, 1992
6941992
Markov chain Monte Carlo methods for stochastic volatility models
S Chib, F Nardari, N Shephard
Journal of Econometrics 108 (2), 281-316, 2002
6802002
Estimation and comparison of multiple change-point models
S Chib
Journal of econometrics 86 (2), 221-241, 1998
6471998
Calculating posterior distributions and modal estimates in Markov mixture models
S Chib
Journal of Econometrics 75 (1), 79-97, 1996
6121996
Bayes inference via Gibbs sampling of autoregressive time series subject to Markov mean and variance shifts
JH Albert, S Chib
Journal of Business & Economic Statistics 11 (1), 1-15, 1993
5881993
Likelihood inference for discretely observed nonlinear diffusions
O Elerian, S Chib, N Shephard
Econometrica 69 (4), 959-993, 2001
5742001
Markov chain Monte Carlo simulation methods in econometrics
S Chib, E Greenberg
Econometric theory 12 (3), 409-431, 1996
5361996
Combining sources of preference data
D Hensher, J Louviere, J Swait
Journal of Econometrics 89 (1-2), 197-221, 1998
5311998
Bayes inference in regression models with ARMA (p, q) errors
S Chib, E Greenberg
Journal of Econometrics 64 (1-2), 183-206, 1994
4651994
Markov chain Monte Carlo methods: computation and inference
S Chib
Handbook of econometrics 5, 3569-3649, 2001
4322001
Stochastic volatility with leverage: Fast and efficient likelihood inference
Y Omori, S Chib, N Shephard, J Nakajima
Journal of Econometrics 140 (2), 425-449, 2007
3892007
Bayes inference in the Tobit censored regression model
S Chib
Journal of Econometrics 51 (1-2), 79-99, 1992
3551992
Analysis of high dimensional multivariate stochastic volatility models
S Chib, F Nardari, N Shephard
Journal of Econometrics 134 (2), 341-371, 2006
3152006
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Articles 1–20