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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Chib, Siddhartha
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Economics Series Working Papers / Department of Economics, Oxford University
69
Economics Papers / Economics Group, Nuffield College, University of Oxford
59
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The 2001 JBES Invited Paper - Comment - Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion
Chib, Siddhartha
;
Shephard, Neil
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 325-326
Persistent link: https://www.econbiz.de/10008216274
Saved in:
2
Markov chain Monte Carlo analysis of correlated count data
Chib, Siddhartha
;
Winkelmann, Rainer
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
4
,
pp. 428-435
Persistent link: https://www.econbiz.de/10001646360
Saved in:
3
Bayes inference via Gibbs sampling of autoregressive time series subject to Markov mean and variance shifts
Albert, Jim
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10001137110
Saved in:
4
Which factors are risk factors in asset pricing? : a model scan framework
Chib, Siddhartha
;
Zeng, Xiaming
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 771-783
Persistent link: https://www.econbiz.de/10012313369
Saved in:
5
Markov Chain Monte Carlo Analysis of Correlated Count Data
Chib, Siddhartha
;
Winkelmann, Rainer
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
4
,
pp. 428-435
Persistent link: https://www.econbiz.de/10008216782
Saved in:
6
Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts
Albert, James H.
;
Chib, Siddhartha
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10008224940
Saved in:
7
Estimation of an asymmetric stochastic volatility model for asset returns
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 429-434
Persistent link: https://www.econbiz.de/10001209347
Saved in:
8
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
9
Econometric analysis of vast covariance matrices using composite realized kernels and their application to portfolio choice
Lunde, Asger
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 504-518
Persistent link: https://www.econbiz.de/10011692391
Saved in:
10
Estimation of an Asymmetric Stochastic Volatility Model for Asset Returns
Harvey, Andrew C.
;
Shephard, Neil
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 429-434
Persistent link: https://www.econbiz.de/10008220742
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