Similar Search Results

Likelihood inference for discretely observed nonlinear diffusions

Elerian, Ola; Chib, Siddhartha; Shephard, Neil G. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 4, pp. 959-993

Persistent link: https://www.econbiz.de/10001594726

Marginal likelihood and Bayes factors for Dirichlet process mixture models

Basu, Sanjib; Chib, Siddhartha - In: Journal of the American Statistical Association : JASA 98 (2003) 461, pp. 224-235

Persistent link: https://www.econbiz.de/10001754853

Stochastic volatility with leverage : fast likelihood inference

Omori, Yasuhiro; Chib, Siddhartha; Shephard, Neil G.; … - 2004

Persistent link: https://www.econbiz.de/10002396452

Likelihood based inference for diffusion driven models

Chib, Siddhartha (contributor); Pitt, Michael K. (contributor) - 2004

Persistent link: https://www.econbiz.de/10002396486

Likelihood based inference for diffusion driven models

Chib, Siddhartha (contributor); Pitt, Michael K. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002459152

Stochastic volatility with leverage : fast likelihood inference

Omori, Yasuhiro; Chib, Siddhartha; Shephard, Neil G.; … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002365024

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

Chib, Siddhartha - 2011

In this paper we reevaluate the returns to education based on the increase in the compulsory schooling age from 14 to 15 in the UK in 1947. We provide a Bayesian fuzzy regression discontinuity approach to infer the effect on earnings for a subset of subjects who turned 14 in a narrow window...

Persistent link: https://www.econbiz.de/10013128224

Tailored randomized block MCMC methods with application to DSGE models

Chib, Siddhartha; Ramamurthy, Srikanth - In: Journal of econometrics 155 (2010) 1, pp. 19-38

Persistent link: https://www.econbiz.de/10003965375

DSGE models with student-t errors

Chib, Siddhartha; Ramamurthy, Srikanth - In: Econometric reviews 33 (2014) 1/4, pp. 152-171

Persistent link: https://www.econbiz.de/10010358321

Analysis of treatment response data from eligibility designs

Chib, Siddhartha; Jacobi, Liana - In: Journal of econometrics 144 (2008) 2, pp. 465-478

Persistent link: https://www.econbiz.de/10003774682