Siddhartha Chib

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Which Factors are Risk Factors in Asset Pricing? A Model Scan Framework Journal of Business and Economic Statistics	2024-10-28	Paper
Bayesian estimation and comparison of conditional moment models Journal of the Royal Statistical Society. Series B. Statistical Methodology	2024-09-10	Paper
NONPARAMETRIC BAYES ANALYSIS OF THE SHARP AND FUZZY REGRESSION DISCONTINUITY DESIGNS Econometric Theory	2023-06-13	Paper
DSGE models with Student-\(t\) errors Econometric Reviews	2022-05-31	Paper
Semiparametric multivariate and multiple change-point modeling Bayesian Analysis	2019-08-07	Paper
Bayesian Estimation and Comparison of Moment Condition Models Journal of the American Statistical Association	2019-03-20	Paper
Additive cubic spline regression with Dirichlet process mixture errors Journal of Econometrics	2016-08-01	Paper
Tailored randomized block MCMC methods with application to DSGE models Journal of Econometrics	2016-07-25	Paper
Bayes factor consistency	2016-07-01	Paper
Analysis of treatment response data from eligibility designs Journal of Econometrics	2016-06-13	Paper
Analysis of high dimensional multivariate stochastic volatility models Journal of Econometrics	2016-05-02	Paper
Bayes prediction in the linear model with spherically symmetric errors Economics Letters	2016-01-01	Paper
On conditional variance estimation in nonparametric regression Statistics and Computing	2015-10-16	Paper
Stochastic volatility with leverage: fast and efficient likelihood inference Journal of Econometrics	2012-09-23	Paper
Analysis of treatment response data without the joint distribution of potential outcomes Journal of Econometrics	2012-09-23	Paper
Modeling and calculating the effect of treatment at baseline from panel outcomes Journal of Econometrics	2012-09-23	Paper
Sequential Ordinal Modeling with Applications to Survival Data Biometrics	2011-03-01	Paper
Analysis of multifactor affine yield curve models Journal of the American Statistical Association	2011-02-01	Paper
Multivariate Stochastic Volatility Handbook of Financial Time Series	2009-11-27	Paper
Bayesian Model Selection for Join Point Regression with Application to Age-Adjusted Cancer Rates Journal of the Royal Statistical Society Series C: Applied Statistics	2007-09-07	Paper
Inference in Semiparametric Dynamic Models for Binary Longitudinal Data Journal of the American Statistical Association	2007-08-20	Paper
Stochastic volatility: likelihood inference and comparison with ARCH models	2006-03-09	Paper
Accept–reject Metropolis–Hastings sampling and marginal likelihood estimation Statistica Neerlandica	2005-09-01	Paper
Marginal Likelihood and Bayes Factors for Dirichlet Process Mixture Models Journal of the American Statistical Association	2004-06-10	Paper
scientific article; zbMATH DE number 1983944 (Why is no real title available?)	2003-09-22	Paper
Marginal Likelihood From the Metropolis–Hastings Output Journal of the American Statistical Association	2003-08-06	Paper
Markov chain Monte Carlo methods for stochastic volatility models. Journal of Econometrics	2003-04-02	Paper
Semiparametric Bayes analysis of longitudinal data treatment models Journal of Econometrics	2003-02-17	Paper
Likelihood Inference for Discretely Observed Nonlinear Diffusions Econometrica	2002-05-28	Paper
Bayesian analysis of cross-section and clustered data treatment models Journal of Econometrics	2001-10-03	Paper
Markov chain Monte Carlo and models of consideration set and parameter heterogeneity Journal of Econometrics	2001-06-19	Paper
Analysis of multivariate probit models Biometrika	2000-06-13	Paper
Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models Review of Economic Studies	1998-11-10	Paper
Bayesian Tests and Model Diagnostics in Conditionally Independent Hierarchical Models	1998-06-18	Paper
Estimation and comparison of multiple change-point models Journal of Econometrics	1998-01-01	Paper
Posterior simulation and Bayes factors in panel count data models Journal of Econometrics	1998-01-01	Paper
Marginal Likelihood from the Gibbs Output	1997-08-19	Paper
Bayesian residual analysis for binary response regression models Biometrika	1997-04-27	Paper
Calculating posterior distributions and modal estimates in Markov mixture models Journal of Econometrics	1996-12-08	Paper
scientific article; zbMATH DE number 795289 (Why is no real title available?)	1995-12-13	Paper
Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models Journal of Econometrics	1995-11-14	Paper
Bayes inference in regression models with ARMA\((p,q)\) errors Journal of Econometrics	1995-03-01	Paper
Outlier detection in the state space model Statistics & Probability Letters	1994-09-05	Paper
Bayesian Analysis of Binary and Polychotomous Response Data	1993-11-14	Paper
Bayes regression with autoregressive errors. A Gibbs sampling approach Journal of Econometrics	1993-08-25	Paper
Posterior inference on the degrees of freedom parameter in multivariate- \(t\) regression models Economics Letters	1992-09-26	Paper
Robust bayes analysis in normal linear regression with an improper mixture prior Communications in Statistics: Theory and Methods	1991-01-01	Paper
Predictive efficiency for simple non-linear models Journal of Econometrics	1989-01-01	Paper
scientific article; zbMATH DE number 4174130 (Why is no real title available?)	1989-01-01	Paper
Bayes estimation of the multiple correlation coefficient Communications in Statistics: Theory and Methods	1989-01-01	Paper
Bayes prediction in regressions with elliptical errors Journal of Econometrics	1988-01-01	Paper
A new definition of the predictive likelihood Statistics & Probability Letters	1987-01-01	Paper

Research outcomes over time

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