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1

Understanding the Metropolis-Hastings Algorithm

Siddhartha Chib and Edward Greenberg

Journal:

The American Statistician

Year:

1995

Language:

english

File:

PDF, 1.87 MB

english, 1995

2

Bayesian Analysis of Binary and Polychotomous Response Data

James H. Albert and Siddhartha Chib

Journal:

Journal of the American Statistical Association

Year:

1993

Language:

english

File:

PDF, 1.88 MB

english, 1993

3

Understanding the Metropolis-Hastings Algorithm

Chib, Siddhartha, Greenberg, Edward

Journal:

The American Statistician

Year:

1995

Language:

english

File:

PDF, 1.04 MB

english, 1995

4

On Comparing Asset Pricing Models

CHIB, SIDDHARTHA, ZENG, XIAMING, ZHAO, LINGXIAO

Journal:

The Journal of Finance

Year:

2019

Language:

english

File:

PDF, 367 KB

english, 2019

5

Bayes inference in regression models with ARMA (p, q) errors

Siddhartha Chib, Edward Greenberg

Journal:

Journal of Econometrics

Year:

1994

Language:

english

File:

PDF, 1.43 MB

english, 1994

6

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models

Kim, Sangjoon, Shepherd, Neil, Chib, Siddhartha

Journal:

Review of Economic Studies

Year:

1998

Language:

english

File:

PDF, 2.36 MB

english, 1998

7

Model of Brand Choice with a No-Purchase Option Calibrated to Scanner-Panel Data

Chib, Siddhartha, Seetharaman, P.B., Strijnev, Andrei

Journal:

Journal of Marketing Research

Year:

2004

Language:

english

File:

PDF, 143 KB

english, 2004

8

Estimation and comparison of multiple change-point models

Siddhartha Chib

Journal:

Journal of Econometrics

Year:

1998

Language:

english

File:

PDF, 236 KB

english, 1998

9

On MCMC sampling in hierarchical longitudinal models

Siddhartha Chib, Bradley P. Carlin

Journal:

Statistics and Computing

Year:

1999

Language:

english

File:

PDF, 156 KB

english, 1999

10

Markov Chain Monte Carlo Simulation Methods in Econometrics

Siddhartha Chib and Edward Greenberg

Journal:

Econometric Theory

Year:

1996

Language:

english

File:

PDF, 2.49 MB

english, 1996

11

Bayesian Residual Analysis for Binary Response Regression Models

Jim Albert and Siddhartha Chib

Journal:

Year:

1995

Language:

english

File:

PDF, 1.03 MB

english, 1995

12

Analysis of Multivariate Probit Models

Siddhartha Chib and Edward Greenberg

Journal:

Year:

1998

Language:

english

File:

PDF, 1.30 MB

english, 1998

13

Markov Chain Monte Carlo Analysis of Correlated Count Data

Siddhartha Chib and Rainer Winkelmann

Journal:

Journal of Business and Economic Statistics

Year:

2001

Language:

english

File:

PDF, 402 KB

english, 2001

14

Marginal Likelihood from the Gibbs Output

Siddhartha Chib

Journal:

Journal of the American Statistical Association

Year:

1995

Language:

english

File:

PDF, 1.67 MB

english, 1995

15

Bayesian Model Choice via Markov Chain Monte Carlo Methods

Bradley P. Carlin and Siddhartha Chib

Journal:

Journal of the Royal Statistical Society Series B (Methodological)

Year:

1995

Language:

english

File:

PDF, 1.12 MB

english, 1995

16

Analysis of Multifactor Affine Yield Curve Models

Chib, Siddhartha, Ergashev, Bakhodir

Journal:

Journal of the American Statistical Association

Year:

2009

Language:

english

File:

PDF, 1.69 MB

english, 2009

17

Model of Brand Choice with a No-Purchase Option Calibrated to Scanner-Panel Data

Siddhartha Chib, P. B. Seetharaman and Andrei Strijnev

Journal:

Journal of Marketing Research

Year:

2004

Language:

english

File:

PDF, 2.05 MB

english, 2004

18

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models

Sangjoon Kim, Neil Shephard and Siddhartha Chib

Journal:

Review of Economic Studies

Year:

1998

Language:

english

File:

PDF, 3.55 MB

english, 1998

19

[Advances in Econometrics] Volume 16 || Analysis of multi-category purchase incidence decisions using IRI market basket data

Chib, Siddhartha

Year:

2002

Language:

english

File:

PDF, 1.82 MB

english, 2002

20

Semiparametric Multivariate and Multiple Change-Point Modeling

Peluso, Stefano, Chib, Siddhartha, Mira, Antonietta

Journal:

Bayesian Analysis

Year:

2018

Language:

english

File:

PDF, 506 KB

english, 2018

21

Calculating posterior distributions and modal estimates in Markov mixture models

Siddhartha Chib

Journal:

Journal of Econometrics

Year:

1996

Language:

english

File:

PDF, 1.35 MB

english, 1996

22

Analysis of high dimensional multivariate stochastic volatility models

Siddhartha Chib, Federico Nardari, Neil Shephard

Journal:

Journal of Econometrics

Year:

2006

Language:

english

File:

PDF, 344 KB

english, 2006

23

Tailored randomized block MCMC methods with application to DSGE models

Siddhartha Chib, Srikanth Ramamurthy

Journal:

Journal of Econometrics

Year:

2010

Language:

english

File:

PDF, 11.06 MB

english, 2010

24

Models of Multi-Category Choice Behavior

P. B. Seetharaman, Siddhartha Chib, Andrew Ainslie, Peter Boatwright, Tat Chan, Sachin Gupta, Nitin Mehta, Vithala Rao, Andrei Strijnev

Journal:

Marketing Letters

Year:

2005

Language:

english

File:

PDF, 149 KB

english, 2005

25

Bayes inference in the Tobit censored regression model

Siddhartha Chib

Journal:

Journal of Econometrics

Year:

1992

Language:

english

File:

PDF, 1.19 MB

english, 1992

26

Sequential Ordinal Modeling with Applications to Survival Data

James H. Albert, Siddhartha Chib

Journal:

Year:

2001

Language:

english

File:

PDF, 839 KB

english, 2001

27

Bayesian Analysis of Binary and Polychotomous Response Data

Albert, James H., Chib, Siddhartha

Journal:

Journal of the American Statistical Association

Year:

1993

Language:

english

File:

PDF, 1.07 MB

english, 1993

28

[Handbook of Econometrics] Volume 5 || Markov Chain Monte Carlo Methods: Computation and Inference

Chib, Siddhartha

Year:

2001

Language:

english

File:

PDF, 3.53 MB

english, 2001

29

Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts

James H. Albert and Siddhartha Chib

Journal:

Journal of Business and Economic Statistics

Year:

1993

Language:

english

File:

PDF, 639 KB

english, 1993

30

[Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes]: Comment

Siddhartha Chib and Neil Shephard

Journal:

Journal of Business and Economic Statistics

Year:

2002

Language:

english

File:

PDF, 158 KB

english, 2002

31

Bayesian Tests and Model Diagnostics in Conditionally Independent Hierarchical Models

Jim Albert and Siddhartha Chib

Journal:

Journal of the American Statistical Association

Year:

1997

Language:

english

File:

PDF, 1.52 MB

english, 1997

32

DSGE Models with Student- t Errors

Chib, Siddhartha, Ramamurthy, Srikanth

Journal:

Econometric Reviews

Year:

2014

Language:

english

File:

PDF, 406 KB

english, 2014

33

Markov Chain Monte Carlo Analysis of Correlated Count Data

Chib, Siddhartha, Winkelmann, Rainer

Journal:

Journal of Business and Economic Statistics

Year:

2001

Language:

english

File:

PDF, 261 KB

english, 2001

34

Robust bayes analysis in normal linear regression with an improper mixture prior

Chib, Siddhartha, Tiwari, Ram C.

Journal:

Communication in Statistics- Theory and Methods

Year:

1991

Language:

english

File:

PDF, 565 KB

english, 1991

35

Bayesian Tests and Model Diagnostics in Conditionally Independent Hierarchical Models

Albert, Jim, Chib, Siddhartha

Journal:

Journal of the American Statistical Association

Year:

1997

Language:

english

File:

PDF, 1.05 MB

english, 1997

36

Sixth Invitational Choice Symposium || Models of Multi-Category Choice Behavior

P. B. Seetharaman, Siddhartha Chib, Andrew Ainslie, Peter Boatwright, Tat Chan, Sachin Gupta, Nitin Mehta, Vithala Rao and Andrei Strijnev

Journal:

Marketing Letters

Year:

2005

Language:

english

File:

PDF, 1.39 MB

english, 2005

37

A new definition of the predictive likelihood

Siddhartha Chib, S. Rao Jammalamadaka, Ram C. Tiwari

Journal:

Statistics & Probability Letters

Year:

1987

Language:

english

File:

PDF, 334 KB

english, 1987

38

Outlier detection in the state space model

Siddhartha Chib, Ram C. Tiwari

Journal:

Statistics & Probability Letters

Year:

1994

Language:

english

File:

PDF, 350 KB

english, 1994

39

Bayes prediction in regressions with elliptical errors

Siddhartha Chib, Ram C. Tiwari, S.Rao Jammalamadaka

Journal:

Journal of Econometrics

Year:

1988

Language:

english

File:

PDF, 1.09 MB

english, 1988

40

Predictive efficiency for simple non-linear models

Thomas F. Cooley, William R. Parke, Siddhartha Chib

Journal:

Journal of Econometrics

Year:

1989

Language:

english

File:

PDF, 616 KB

english, 1989

41

Bayes regression with autoregressive errors: A Gibbs sampling approach

Siddhartha Chib

Journal:

Journal of Econometrics

Year:

1993

Language:

english

File:

PDF, 1008 KB

english, 1993

42

Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models

Siddhartha Chib, Edward Greenberg

Journal:

Journal of Econometrics

Year:

1995

Language:

english

File:

PDF, 1.12 MB

english, 1995

43

Stochastic volatility with leverage: Fast and efficient likelihood inference

Yasuhiro Omori, Siddhartha Chib, Neil Shephard, Jouchi Nakajima

Journal:

Journal of Econometrics

Year:

2007

Language:

english

File:

PDF, 707 KB

english, 2007

44

Modeling and calculating the effect of treatment at baseline from panel outcomes

Siddhartha Chib, Liana Jacobi

Journal:

Journal of Econometrics

Year:

2007

Language:

english

File:

PDF, 335 KB

english, 2007

45

Analysis of treatment response data without the joint distribution of potential outcomes

Siddhartha Chib

Journal:

Journal of Econometrics

Year:

2007

Language:

english

File:

PDF, 208 KB

english, 2007

46

Analysis of treatment response data from eligibility designs

Siddhartha Chib, Liana Jacobi

Journal:

Journal of Econometrics

Year:

2008

Language:

english

File:

PDF, 841 KB

english, 2008

47

Additive cubic spline regression with Dirichlet process mixture errors

Siddhartha Chib, Edward Greenberg

Journal:

Journal of Econometrics

Year:

2010

Language:

english

File:

PDF, 869 KB

english, 2010

48

Semiparametric Bayes analysis of longitudinal data treatment models

Siddhartha Chib, Barton H. Hamilton

Journal:

Journal of Econometrics

Year:

2002

Language:

english

File:

PDF, 195 KB

english, 2002

49

Bayesian analysis of cross-section and clustered data treatment models

Siddhartha Chib, Barton H. Hamilton

Journal:

Journal of Econometrics

Year:

2000

Language:

english

File:

PDF, 338 KB

english, 2000

50

Markov chain Monte Carlo methods for stochastic volatility models

Siddhartha Chib, Federico Nardari, Neil Shephard

Journal:

Journal of Econometrics

Year:

2002

Language:

english

File:

PDF, 304 KB

english, 2002