Следене
Siddhartha Chib
Siddhartha Chib
Harry C Hartkopf Professor of Econometrics and Statistics
Потвърден имейл адрес: wustl.edu - Начална страница
Заглавие
Позовавания
Позовавания
Година
Understanding the metropolis-hastings algorithm
S Chib, E Greenberg
The american statistician 49 (4), 327-335, 1995
57311995
Bayesian analysis of binary and polychotomous response data
JH Albert, S Chib
Journal of the American statistical Association 88 (422), 669-679, 1993
39961993
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
29761998
Marginal likelihood from the Gibbs output
S Chib
Journal of the american statistical association 90 (432), 1313-1321, 1995
25011995
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
13531995
Marginal likelihood from the Metropolis–Hastings output
S Chib, I Jeliazkov
Journal of the American statistical association 96 (453), 270-281, 2001
13252001
Analysis of multivariate probit models
S Chib, E Greenberg
Biometrika 85 (2), 347-361, 1998
10171998
Estimation and comparison of multiple change-point models
S Chib
Journal of econometrics 86 (2), 221-241, 1998
8031998
Markov chain Monte Carlo methods for stochastic volatility models
S Chib, F Nardari, N Shephard
Journal of Econometrics 108 (2), 281-316, 2002
7822002
Calculating posterior distributions and modal estimates in Markov mixture models
S Chib
Journal of Econometrics 75 (1), 79-97, 1996
6941996
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
6821993
Markov chain Monte Carlo simulation methods in econometrics
S Chib, E Greenberg
Econometric theory 12 (3), 409-431, 1996
6301996
Likelihood inference for discretely observed nonlinear diffusions
O Elerian, S Chib, N Shephard
Econometrica 69 (4), 959-993, 2001
6272001
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
5452007
Bayes inference in regression models with ARMA (p, q) errors
S Chib, E Greenberg
Journal of Econometrics 64 (1-2), 183-206, 1994
5311994
Markov chain Monte Carlo methods: computation and inference
S Chib
Handbook of econometrics 5, 3569-3649, 2001
5052001
Bayes inference in the Tobit censored regression model
S Chib
Journal of Econometrics 51 (1-2), 79-99, 1992
4131992
Analysis of high dimensional multivariate stochastic volatility models
S Chib, F Nardari, N Shephard
Journal of Econometrics 134 (2), 341-371, 2006
4022006
Markov chain Monte Carlo analysis of correlated count data
S Chib, R Winkelmann
Journal of Business & Economic Statistics 19 (4), 428-435, 2001
3002001
Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
S Chib, E Greenberg
Journal of Econometrics 68 (2), 339-360, 1995
2841995
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