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~isPartOf:"Journal of econometrics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~language:"eng"
~language:"est"
~language:"ron"
~person:"Chib, Siddhartha"
~subject:"Behavioural finance"
~subject:"EU countries"
~subject:"Lieferkette"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel"
~subject:"Risiko"
~subject:"Schätzung"
~subject:"Theory"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Case study"
~type_genre:"Handbuch"
~type_genre:"Übersichtsarbeit"
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Behavioural finance
EU countries
Lieferkette
Nichtparametrisches Verfahren
Panel
Risiko
Schätzung
Theory
USA
Theorie
12
Estimation theory
10
Schätztheorie
10
Markov chain
6
Markov-Kette
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Bayes-Statistik
4
Bayesian inference
4
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
2
Volatility
2
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2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Bayesian model comparison
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1
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1
Factor analysis
1
Faktorenanalyse
1
Forecasting model
1
Kapitaleinkommen
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Modellierung
1
Panel study
1
Portfolio selection
1
Portfolio-Management
1
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Chib, Siddhartha
Phillips, Peter C. B.
44
Linton, Oliver
33
Su, Liangjun
24
Pesaran, M. Hashem
23
Lee, Lung-fei
21
Li, Qi
21
Hsiao, Cheng
20
Chen, Xiaohong
19
Gao, Jiti
19
Koop, Gary
19
Robinson, Peter M.
19
Ghysels, Eric
18
Gouriéroux, Christian
18
Xiao, Zhijie
18
Baltagi, Badi H.
17
Lewbel, Arthur
17
Schmidt, Peter
17
Todorov, Viktor
17
White, Halbert
17
Yu, Jun
17
Bollerslev, Tim
16
Swanson, Norman R.
16
Park, Joon Y.
15
Simchi-Levi, David
15
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
14
Bai, Jushan
14
Diebold, Francis X.
14
McAleer, Michael
14
Simar, Léopold
14
Chen, Songnian
13
Horowitz, Joel
13
Slottje, Daniel Jonathan
13
Timmermann, Allan
13
Cai, Zongwu
12
Corradi, Valentina
12
Florens, Jean-Pierre
12
Lee, Hau Leung
12
Maasoumi, Esfandiar
12
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Journal of econometrics
Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric theory
2
Journal of the American Statistical Association : JASA
2
Computational economics
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The review of economic studies
1
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ECONIS (ZBW)
13
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1
Winners from winners : a tale of risk factors
Chib, Siddhartha
;
Zhao, Lingxiao
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 396-414
Persistent link: https://www.econbiz.de/10014470017
Saved in:
2
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
Saved in:
3
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/10003569968
Saved in:
4
Markov chain Monte Carlo methods for stochastic volatility models
Chib, Siddhartha
;
Nardari, Federico
;
Shephard, Neil G.
- In:
Journal of econometrics
108
(
2002
)
2
,
pp. 281-316
Persistent link: https://www.econbiz.de/10001657610
Saved in:
5
Semiparametric Bayes analysis of longitudinal data treatment models
Chib, Siddhartha
;
Hamilton, Barton Hughes
- In:
Journal of econometrics
110
(
2002
)
1
,
pp. 67-89
Persistent link: https://www.econbiz.de/10001689443
Saved in:
6
Bayesian analysis of cross-section and clustered data treatment models
Chib, Siddhartha
;
Hamilton, Barton Hughes
- In:
Journal of econometrics
97
(
2000
)
1
,
pp. 25-50
Persistent link: https://www.econbiz.de/10001487308
Saved in:
7
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/10001243492
Saved in:
8
Posterior simulation and Bayes factors in panel count data models
Chib, Siddhartha
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10001243867
Saved in:
9
Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
Chib, Siddhartha
- In:
Journal of econometrics
68
(
1995
)
2
,
pp. 339-360
Persistent link: https://www.econbiz.de/10001184631
Saved in:
10
Bayes inference in regression models with ARMA (p,q) errors
Chib, Siddhartha
- In:
Journal of econometrics
64
(
1994
)
1
,
pp. 183-206
Persistent link: https://www.econbiz.de/10001166427
Saved in:
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