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Markov chain Monte Carlo methods for stochastic volatility models

Chib, Siddhartha; Nardari, Federico; Shephard, Neil - In: Journal of Econometrics 108 (2002) 2, pp. 281-316

Persistent link: https://www.econbiz.de/10005228654

Estimation and comparison of multiple change-point models

Chib, Siddhartha - In: Journal of Econometrics 86 (1998) 2, pp. 221-241

Persistent link: https://www.econbiz.de/10005228743

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

Chib, Siddhartha; Greenberg, Edward - In: Journal of Econometrics 68 (1995) 2, pp. 339-360

Persistent link: https://www.econbiz.de/10005228777

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

Chib, Siddhartha; Jacobi, Liana - In: Journal of Econometrics 140 (2007) 2, pp. 781-801

Persistent link: https://www.econbiz.de/10005228837

Bayes prediction in the linear model with spherically symmetric errors

Jammalamadaka, S. Rao; Tiwari, Ram C.; Chib, Siddhartha - In: Economics Letters 24 (1987) 1, pp. 39-44

Persistent link: https://www.econbiz.de/10005355848

Bayes Prediction Density and Regression Estimation--A Semiparametric Approach.

Tiwari, R C; Jammalamadaka, S R; Chib, Siddhartha - In: Empirical Economics 13 (1988) 3/4, pp. 209-22

Persistent link: https://www.econbiz.de/10005166618

Bayesian analysis of cross-section and clustered data treatment models

Chib, Siddhartha; Hamilton, Barton H. - In: Journal of Econometrics 97 (2000) 1, pp. 25-50

Persistent link: https://www.econbiz.de/10005285343

Analysis of treatment response data from eligibility designs

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

In this paper, we develop and compare two alternative approaches for calculating the effect of the actual intake when treatments are randomized, but compliance with the assignment in the treatment arm is less than perfect for reasons that are correlated with the outcome. The approaches are based...

Persistent link: https://www.econbiz.de/10005285612

Stochastic volatility with leverage: Fast and efficient likelihood inference

Omori, Yasuhiro; Chib, Siddhartha; Shephard, Neil; … - In: Journal of Econometrics 140 (2007) 2, pp. 425-449

Persistent link: https://www.econbiz.de/10005285617

Calculating posterior distributions and modal estimates in Markov mixture models

Chib, Siddhartha - In: Journal of Econometrics 75 (1996) 1, pp. 79-97

Persistent link: https://www.econbiz.de/10005285636