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DSGE Models with Student-<italic>t</italic> Errors

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

This paper deals with Dynamic Stochastic General Equilibrium (DSGE) models under a multivariate student-<italic>t</italic> distribution for the structural shocks. Based on the solution algorithm of Klein (2000) and the gamma-normal representation of the <italic>t</italic>-distribution, the TaRB-MH algorithm of Chib and...

Persistent link: https://www.econbiz.de/10010975481

Sequential Ordinal Modeling with Applications to Survival Data

Albert, James H.; Chib, Siddhartha - In: Biometrics 57 (2001) 3, pp. 829-836

Persistent link: https://www.econbiz.de/10010946996

Theory and Methods - 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/10006613786

Theory and Methods - Marginal Likelihood From the Metropolis -- Hastings Output

Chib, Siddhartha; Jeliazkov, Ivan - In: Journal of the American Statistical Association : JASA 96 (2001) 453, pp. 270-281

Persistent link: https://www.econbiz.de/10006621306

Bayesian Tests and Model Diagnostics in Conditionally Independent Hierarchical Models

Albert, Jim; Chib, Siddhartha - In: Journal of the American Statistical Association : JASA 92 (1997) 439, pp. 916-925

Persistent link: https://www.econbiz.de/10006630213

Marginal Likelihood From the Gibbs Output

Chib, Siddhartha - In: Journal of the American Statistical Association : JASA 90 (1995) 432, pp. 1313-1321

Persistent link: https://www.econbiz.de/10006635592

Bayesian Analysis of Binary and Polychotomous Response Data

Albert, James H.; Chib, Siddhartha - In: Journal of the American Statistical Association : JASA 88 (1993) 422, pp. 669-679

Persistent link: https://www.econbiz.de/10006638847

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

Chib, Siddhartha; Seetharaman, P.B.; Strijnev, Andrei - In: Journal of marketing research : JMR 41 (2004) 2, pp. 184-196

Persistent link: https://www.econbiz.de/10006646964

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

Chiang, Jeongwen; Chib, Siddhartha; Narasimhan, Chakravarthi - In: Journal of econometrics 89 (1999) 1, pp. 223-248

Persistent link: https://www.econbiz.de/10006786605

Posterior simulation and Bayes factors in panel count data models

Chib, Siddhartha; Greenberg, Edward; Winkelmann, Rainer - In: Journal of econometrics 86 (1998) 1, pp. 33-54

Persistent link: https://www.econbiz.de/10006788948