Siddhartha Chib

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Neil ShephardFrank B. Baird Jr, Professor of Science, Dept of Economics & Dept of Statistics, Harvard UniversityEmail yang diverifikasi di fas.harvard.edu
Jim AlbertEmeritus Professor of Statistics, Bowling Green State UniversityEmail yang diverifikasi di bgsu.edu
Ivan JeliazkovAssociate Professor of Economics and Statistics, University of California IrvineEmail yang diverifikasi di uci.edu
Yasuhiro OmoriUniversity of TokyoEmail yang diverifikasi di e.u-tokyo.ac.jp
Bradley P. CarlinPhaseV TrialsEmail yang diverifikasi di counterpointstat.com
Rainer WinkelmannProfessor of Economics, University of ZurichEmail yang diverifikasi di econ.uzh.ch
Kyu Ho KangKorea universityEmail yang diverifikasi di korea.ac.kr
Federico NardariProfessor of Finance, University of MelbourneEmail yang diverifikasi di unimelb.edu.au
Jouchi NakajimaBank of JapanEmail yang diverifikasi di boj.or.jp
Minchul ShinFederal Reserve Bank of PhiladelphiaEmail yang diverifikasi di phil.frb.org
Anna SimoniCNRS and CREST, Ensae, Ecole PolytechniqueEmail yang diverifikasi di ensae.fr
S Rao Jammalamadaka (J.S. Rao)Distinguished Professor, Department of Statistics and Applied Probability, Univ of California, SantaEmail yang diverifikasi di ucsb.edu

Ikuti

Siddhartha Chib

Harry C Hartkopf Professor of Econometrics and Statistics

Email yang diverifikasi di wustl.edu - Beranda

Bayesian inference Metropolis-Hastings Binary response Marginal likelihood Stochastic volatility


Judul Urutkan menurut kutipan Urutkan menurut tahun Urutkan menurut judul	Dikutip oleh Dikutip oleh	Tahun
Understanding the metropolis-hastings algorithm S Chib, E Greenberg The american statistician 49 (4), 327-335, 1995	6391	1995
Bayesian analysis of binary and polychotomous response data JH Albert, S Chib Journal of the American statistical Association 88 (422), 669-679, 1993	4440	1993
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	3278	1998
Marginal likelihood from the Gibbs output S Chib Journal of the american statistical association 90 (432), 1313-1321, 1995	2660	1995
Bayesian model choice via Markov chain Monte Carlo methods BP Carlin, S Chib Journal Of The Royal Statistical Society Series B: Statistical Methodology …, 1995	1482	1995
Marginal likelihood from the Metropolis–Hastings output S Chib, I Jeliazkov Journal of the American statistical association 96 (453), 270-281, 2001	1429	2001
Analysis of multivariate probit models S Chib, E Greenberg Biometrika 85 (2), 347-361, 1998	1134	1998
Estimation and comparison of multiple change-point models S Chib Journal of econometrics 86 (2), 221-241, 1998	876	1998
Markov chain Monte Carlo methods for stochastic volatility models S Chib, F Nardari, N Shephard Journal of Econometrics 108 (2), 281-316, 2002	841	2002
Calculating posterior distributions and modal estimates in Markov mixture models S Chib Journal of Econometrics 75 (1), 79-97, 1996	758	1996
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	714	1993
Likelihood inference for discretely observed nonlinear diffusions O Elerian, S Chib, N Shephard Econometrica 69 (4), 959-993, 2001	679	2001
Markov chain Monte Carlo simulation methods in econometrics S Chib, E Greenberg Econometric theory 12 (3), 409-431, 1996	671	1996
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	654	2007
Markov chain Monte Carlo methods: computation and inference S Chib Handbook of econometrics 5, 3569-3649, 2001	601	2001
Bayes inference in regression models with ARMA (p, q) errors S Chib, E Greenberg Journal of Econometrics 64 (1-2), 183-206, 1994	564	1994
Bayes inference in the Tobit censored regression model S Chib Journal of Econometrics 51 (1-2), 79-99, 1992	470	1992
Analysis of high dimensional multivariate stochastic volatility models S Chib, F Nardari, N Shephard Journal of Econometrics 134 (2), 341-371, 2006	452	2006
Markov chain Monte Carlo analysis of correlated count data S Chib, R Winkelmann Journal of Business & Economic Statistics 19 (4), 428-435, 2001	333	2001
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	288	1995

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