Siddhartha Chib
Siddhartha Chib
Harry C Hartkopf Professor of Econometrics and Statistics
Verified email at wustl.edu - Homepage
TitleCited byYear
‘B Econometrics
S Chib, E Greenbergb
[Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes]: Comment
S Chib, N Shephard
Journal of Business & Economic Statistics 20 (3), 325-327, 2002
82002
A Bayesian note on competing correlation structures in the dynamic linear regression model
S Chib, J Osiewalski, MFJ Steel
Center for Economic Research, Tilburg University, 1991
1991
A new definition of the predictive likelihood
S Chib, SR Jammalamadaka, RC Tiwari
Statistics & probability letters 5 (2), 113-118, 1987
1987
Accept-reject Metropolis-Hastings sampling and marginal likelihood estimation
S Chib, I Jeliazkov
Quality control and applied statistics 51 (1), 41, 2006
32006
Accept–reject Metropolis–Hastings sampling and marginal likelihood estimation
S Chib, I Jeliazkov
Statistica Neerlandica 59 (1), 30-44, 2005
662005
Additive cubic spline regression with Dirichlet process mixture errors
S Chib, E Greenberg
Journal of Econometrics 156 (2), 322-336, 2010
422010
Aıt-Sahalia, Y., Yu, J., Saddlepoint approximations for continuous-time Markov processes 507 Baltagi, BH, Bresson, G., Pirotte, A., Joint LM test for homoskedasticity in a one …
G Bresson, R Bruggemann, H Lutkepohl, P Saikkonen, RS Deo, ...
Journal of Econometrics 134, 665-666, 2006
2006
Analysis of additive instrumental variable models
S Chib, E Greenberg
Journal of Computational and Graphical Statistics 16, 86-114, 2007
52007
Analysis of high dimensional multivariate stochastic volatility models
S Chib, F Nardari, N Shephard
Journal of Econometrics 134 (2), 341-371, 2006
3192006
Analysis of High Frequency Data by Markov Chain Monte Carlo Methods
S Chib
COMPUTING SCIENCE AND STATISTICS, 552-552, 1998
1998
Analysis of multi-category purchase incidence decisions using IRI market basket data
S Chib, PB Seetharaman, A Strijnev
Advances in Econometrics, 57-92, 2002
1042002
Analysis of multifactor affine yield curve models
S Chib, B Ergashev
Journal of the American Statistical Association 104 (488), 1324-1337, 2009
1072009
Analysis of multivariate probit models
S Chib, E Greenberg
Biometrika 85 (2), 347-361, 1998
8341998
Analysis of treatment response data from eligibility designs
S Chib, L Jacobi
Journal of Econometrics 144 (2), 465-478, 2008
122008
Analysis of treatment response data without the joint distribution of potential outcomes
S Chib
Journal of Econometrics 140 (2), 401-412, 2007
512007
Andersen, Torben M., The informational efficiency of price and quantity signals 121 Aurikko, Esko, Testing the functional form of Finnish aggregate imports 223
A Chesher, T Lancaster, S Chib, P Basu, D Corbae, S Ouliaris
Economics Letters 18 (403), 405, 1985
1985
Announcement: Fellows of the Journal of Econometrics
RT Baillie, S Chib, JM Dufour, DF Hendry, A Maravall
Journal of Econometrics 78, 131-133, 1997
1997
Another look at some results on the recursive estimation in the general linear model
S Chib, SR Jammalamadaka, RC Tiwari
The American Statistician 41 (1), 56-58, 1987
81987
ARNOLD ZELLNER
HJ BIERENS, S CHIB, M DAGENAIS, M DEISTLER, JM DUFOUR, ...
Journal of econometrics 67, 1995
1995
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Articles 1–20