S. Chib

发表

Bayesian Model Choice Via Markov Chain Monte Carlo Methods

B. Carlin, S. Chib, 1995 .

Marginal Likelihood From the Metropolis–Hastings Output

S. Chib, Ivan Jeliazkov, 2001 .

Marginal Likelihood from the Gibbs Output

S. Chib, 1995 .

Likelihood based inference for diffusion driven models

M. Pitt, N. Shephard, S. Chib, 2004 .

Bayes inference via Gibbs sampling of autoregressive time series subject to Markov mean and variance shifts

S. Chib, J. Albert, 1993 .

Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths

Michael J. Dueker, S. Chib, 2004 .

Estimation and comparison of multiple change-point models

S. Chib, 1998 .

Markov chain Monte Carlo methods for stochastic volatility models

N. Shephard, S. Chib, Federico Nardari, 2002 .

Posterior Simulation and Bayes Factors in Panel Count Data Models

S. Chib, E. Greenberg, R. Winkelmann, 1998 .

Bayesian Tests and Model Diagnostics in Conditionally Independent Hierarchical Models

S. Chib, J. Albert, 1997 .

Multivariate stochastic volatility

S. Chib, Yasuhiro Omori, Manabu Asai, 2009 .

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

S. Chib, E. Greenberg, 1994 .

Calculating posterior distributions and modal estimates in Markov mixture models

S. Chib, 1996 .

Likelihood INference for Discretely Observed Non-linear Diffusions

N. Shephard, S. Chib, O. Elerian, 2001 .

Analysis of high dimensional multivariate stochastic volatility models

N. Shephard, S. Chib, Federico Nardari, 2006 .

Bayes inference in the Tobit censored regression model

S. Chib, 1992 .

Bayesian analysis of cross-section and clustered data treatment models

S. Chib, B. Hamilton, 2000 .

Bayesian residual analysis for binary response regression models

S. Chib, J. Albert, 1995 .

Markov Chain Monte Carlo Analysis of Correlated Count Data

S. Chib, R. Winkelmann, 2001 .

Analysis of Multi-Factor Affine Yield Curve Models

Bakhodir A Ergashev, S. Chib, Bakhodir A. Ergashev, 2008 .

Analysis of multi-category purchase incidence decisions using IRI market basket data

S. Chib, P. Seetharaman, Andrei Strijnev, 2002 .

Stochastic volatility with leverage: Fast and efficient likelihood inference

N. Shephard, S. Chib, Jouchi Nakajima, 2007 .

Additive cubic spline regression with Dirichlet process mixture errors

S. Chib, E. Greenberg, 2010 .

Marginal Likelihood and Bayes Factors for Dirichlet Process Mixture Models

S. Chib, S. Basu, 2003 .

Likelihood based inference for diffusion driven state space models

S. Chib, 2006 .

Likelihood based inference for observed and partially observed diffusions

M. Pitt, N. Shephard, S. Chib, 2003 .

Markov Chain Monte Carlo Methods for Generalized Stochastic Volatility Models

Siddhartha Chib, Neil Shephard, N. Shephard, 2000 .

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

S. Chib, P. Seetharaman, Andrei Strijnev, 2004 .

Bayes factor consistency

Todd A. Kuffner, S. Chib, T. Kuffner, 2016, 1607.00292.

Semiparametric Multivariate and Multiple Change-Point Modeling

S. Chib, A. Mira, Stefano Peluso, 2019, Bayesian Analysis.

Bayesian model selection for join point regression with application to age‐adjusted cancer rates

Siddhartha Chib, Binbing Yu, Ram C. Tiwari, 2005 .

Which Factors are Risk Factors in Asset Pricing? A Model Scan Framework

S. Chib, Xiaming Zeng, 2020, Journal of Business & Economic Statistics.

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

Siddhartha Chib, S. Chib, 2007 .

Probit Models, Bayesian Analysis of

S. Chib, J. Albert, 2006 .

Semiparametric Bayes analysis of longitudinal data treatment models

Siddhartha Chib, Barton H. Hamilton, S. Chib, 2002 .

Inference in Panel Data Models via Gibbs Sampling

S. Chib, 1996 .

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

Siddhartha Chib, Edward Greenberg, S. Chib, 1995 .

A Gibbs sampling approach

Siddhartha Chib, S. Chib, 1993 .

Semiparametric Modeling and Estimation of Instrumental Variable Models

Siddhartha Chib, Edward Greenberg, S. Chib, 2007 .

Bayesian analysis of binary and polychotomous response data

S. Chib, J. Albert, 1993 .

NONPARAMETRIC BAYES ANALYSIS OF THE SHARP AND FUZZY REGRESSION DISCONTINUITY DESIGNS

S. Chib, E. Greenberg, Anna Simoni, 2022, Econometric Theory.

Causal effects from panel data in randomized experiments with partial compliance

S. Chib, Liana Jacobi, 2008 .

Bayesian Modeling of Treatment Response Data from Eligibility Designs

S. Chib, Liana Jacobi, 2005 .

Analysis of Additive Instrumental Variable Models

S. Chib, E. Greenberg, 2005 .

Discussion on the paper by Kong, McCullagh, Meng, Nicolae and Tan

S. MacEachern, J. Robins, Y. Ritov, 2003 .

MCMC Methods for Fitting and Comparing Multinomial Response Models

Siddhartha Chib, Edward Greenberg, S. Chib, 1998 .

Tailored randomized block MCMC methods with application to DSGE models

Siddhartha Chib, Srikanth Ramamurthy, S. Chib, 2010 .

Bayes regression with autoregressive errors : A Gibbs sampling approach

Siddhartha Chib, S. Chib, 1993 .

Understanding the Metropolis-Hastings Algorithm

S. Chib, E. Greenberg, 1995 .

Estimation and Comparison of Conditional Moment Models

S. Chib, Minchul Shin, Anna Simoni, 2019 .

Stochastic Volatility: Likelihood Inference And Comparison With Arch Models

N. Shephard, S. Chib, Sangjoon Kim, 1996 .

Analysis of Multifactor Affine Yield Curve Models

Bakhodir A Ergashev, S. Chib, 2009 .

Likelihood based inference for diffusion driven state space models

S. Chib, 2006 .

Slope Factors Outperform: Evidence from a Large Comparative Study

S. Chib, Xiaming Zeng, Kuntara Pukthuanthong, 2021, SSRN Electronic Journal.

Asset Pricing with Slope Factors: Model and Evidence of Outperformance

S. Chib, Xiaming Zeng, Kuntara Pukthuanthong, 2022, SSRN Electronic Journal.

Analysis of multivariate probit models

S. Chib, E. Greenberg, 1998 .

Markov Chain Monte Carlo

Siddhartha Chib, S. Chib, 2011, International Encyclopedia of Statistical Science.

Introduction to Simulation and MCMC Methods

Siddhartha Chib, S. Chib, 2011 .

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

Siddhartha Chib, Neil Shephard, N. Shephard, 2002 .

Models of Multi-Category Choice Behavior

S. Chib, V. Rao, Sachin Gupta, 2005 .

Markov Chain Monte Carlo Simulation Methods in Econometrics

Siddhartha Chib, Edward Greenberg, S. Chib, 1996, Econometric Theory.

DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors

S. Chib, Minchul Shin, Fei Tan, 2020, Computational Economics.

High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction

Siddhartha Chib, Minchul Shin, Fei Tan, 2020 .

DSGE Models with Student-t Errors

S. Chib, Srikanth Ramamurthy, 2014 .

MARKOV CHAIN MONTE CARLO METHODS: COMPUTATION AND INFERENCE

Siddhartha Chib, S. Chib, 2001 .

Markov Chain Monte Carlo Technology

S. Chib, 2012 .

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

S. Chib, R. Tiwari, 1991 .

Modeling and Analysis for Categorical Response Data

Siddhartha Chib, S. Chib, 2005 .

Sequential Ordinal Modeling with Applications to Survival Data

J H Albert, S Chib, S. Chib, 2001, Biometrics.

Bayesian econometrics: an introduction

Siddhartha Chib, Gary Koop, William E. Griffiths, 2008 .

Tailored Randomized-block MCMC Methods for Analysis of DSGE Models∗

S. Chib, Srikanth Ramamurthy, 2009 .

Tailored Multiple-block MCMC Methods for Analysis of DSGE Models

S. Chib, Srikanth Ramamurthy, 2009 .

Bayesian estimation and comparison of conditional moment models

Anna Simoni, Siddhartha Chib, Minchul Shin, 2019, Working paper (Federal Reserve Bank of Philadelphia).

Online appendix to : Bayesian Estimation and Comparison of Moment Condition Models

Anna Simoni, Siddhartha Chib, Minchul Shin, 2017 .

Inference in Semiparametric Dynamic Models for Binary Longitudinal Data

Siddhartha Chib, Ivan Jeliazkov, S. Chib, 2006 .

Markov chain Monte Carlo and models of consideration set and parameter heterogeneity

Siddhartha Chib, Jeongwen Chiang, Chakravarthi Narasimhan, 1998 .

On conditional variance estimation in nonparametric regression

Siddhartha Chib, Edward Greenberg, S. Chib, 2012, Statistics and Computing.

Estimation of Semiparametric Models in the Presence of Endogeneity and Sample Selection

Siddhartha Chib, Ivan Jeliazkov, Edward Greenberg, 2009 .

STIMATION OF S EMIPARAMETRIC M ODELS IN THE P RESENCE OF E NDOGENEITY AND S AMPLE S ELECTION Siddhartha Chib

S. Chib, Ivan Jeliazkov, E. Greenberg, 2006 .

Bayes prediction density and regression estimation — A semiparametric approach

S. R. Jammalamadaka, S. Chib, R. Tiwari, 1988 .

Stochastic Volatility with Leverage: Fast Likelihood Inference

Siddhartha Chib, Yasuhiro Omori, Neil Shephard, 2004 .

Panel Data Modeling and Inference: A Bayesian Primer

Siddhartha Chib, S. Chib, 2008 .

Monte Carlo Methods and Bayesian Computation: Overview

Siddhartha Chib, S. Chib, 2001 .

Bayes prediction in the linear model with spherically symmetric errors

S. R. Jammalamadaka, S. Chib, R. Tiwari, 1987 .

Equity premium in a production economy : A parametric example

S. Chib, P. Basu, 1985 .

Bayesian Analysis of Multivariate Probit Models

S. Chib, E. Greenberg, 1996 .

Regression models under competing covariance matrices: A Bayesian perspective

S. Chib, M. Steel, J. Osiewalski, 1993 .

On MCMC sampling in hierarchical longitudinal models

Bradley P. Carlin, Siddhartha Chib, B. Carlin, 1999, Stat. Comput..

Accept–reject Metropolis–Hastings sampling and marginal likelihood estimation

Siddhartha Chib, Ivan Jeliazkov, S. Chib, 2005 .

Stochastic Volatility: Likelihood Inference And Comparison With Arch Models

N. Shephard, S. Chib, Sangjoon Kim, 1996 .

Bayesian Fuzzy Regression Discontinuity Analysis and Returns to Compulsory Schooling

S. Chib, Liana Jacobi, 2016 .

On conditional variance estimation in nonparametric regression

S. Chib, E. Greenberg, 2013, Stat. Comput..

Monetary Policy Regime Changes and the Term Structure: Evidence from a DSGE Model

S. Chib, Srikanth Ramamurthy, K. Kang, 2011 .

Term Structure of Interest Rates in a DSGE Model with Regime Changes

S. Chib, Srikanth Ramamurthy, K. Kang, 2010 .

Non-markovian Regime Switching with Endogenous States and Time-varying State Strengths Non-markovian Regime Switching with Endogenous States and Time-varying State Strengths Non-markovian Regime Switching with Endogenous States and Time-varying State Strengths

Michael J. Dueker, S. Chib, 2022 .

Returns to Compulsory Schooling in Britain: Evidence from a Bayesian Fuzzy Regression Discontinuity Analysis

S. Chib, Liana Jacobi, 2011, SSRN Electronic Journal.

Change-Points in Affine Arbitrage-Free Term Structure Models

S. Chib, K. Kang, 2013 .

Comment on Garland B. Durham and A. Ronald Gallant's "Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes"

Siddhartha Chib, Neil Shephard, N. Shephard, 2001 .

Stochastic Volatility with Leverage: Fast Likelihood Inference (Revised in April 2006, subsequently published in "Journal of Econometrics", 140, 425-449, 2007. )

N. Shephard, S. Chib, Yasuhiro Omori, 2004 .

Efficient Posterior Sampling in Gaussian Affine Term Structure Models

S. Chib, K. Kang, 2016 .

Winners from Winners: A Tale of Risk Factors

S. Chib, Guofu Zhou, Lingxiao Zhao, 2020, SSRN Electronic Journal.

A new definition of the predictive likelihood

S. Chib, R. Tiwari, S. Jammalamadaka, 1987 .

Bayes prediction in regressions with elliptical errors

S. Chib, S. Rao Jammalamadaka, Ram C. Tiwari, 1988 .

Another Look at Some Results on the Recursive Estimation in the General Linear Model

S. Chib, R. Tiwari, S. Jammalamadaka, 1987 .

On Comparing Asset Pricing Models

Siddhartha Chib, Xiaming Zeng, Lingxiao Zhao, 2019 .

Assessing the role of option grants to CEOs: How important is heterogeneity?

S. Chib, N. Baranchuk, 2008 .