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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
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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
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Bayes prediction regressions with elliptical errors
Chib, Siddhartha - In: Journal of econometrics 3 (1988), pp. 349-360
Persistent link: https://www.econbiz.de/10001046320
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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
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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
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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
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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
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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
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Bayes regression with autoregressive errors : a Gibbs sampling approach
Chib, Siddhartha - In: Journal of econometrics 58 (1993) 3, pp. 275-294
Persistent link: https://www.econbiz.de/10001149104
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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