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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

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

Bayesian fuzzy regression discontinuity analysis and returns to compulsory schooling

Chib, Siddhartha; Jacobi, Liana - In: Journal of applied econometrics 31 (2016) 6, pp. 1026-1047

Persistent link: https://www.econbiz.de/10011686235

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

Analysis of multi-category purchase incidence decisions using IRI market basket data

Chib, Siddhartha; Seetharaman, P. B.; Strijnev, Andrei - In: Econometric models in marketing, (pp. 57-92). 2002

Persistent link: https://www.econbiz.de/10001657506

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

Markov chain Monte Carlo methods : computation and inference

Chib, Siddhartha - 2001

Persistent link: https://www.econbiz.de/10001631166

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

Non-markovian regime switching with endogenous states and time-varying state strengths

Chib, Siddhartha (contributor); Dueker, Michael (contributor) - 2004 - [Elektronische Ressource]

"This article presents a non-Markovian regime switching model in which the regime states depend on the sign of an autoregressive latent variable. The magnitude of the latent variable indexes the 'strength' of the state or how deeply the system is embedded in the current regime. In this model,...

Persistent link: https://www.econbiz.de/10002421354

Likelihood based inference for diffusion driven models

Chib, Siddhartha (contributor); Pitt, Michael K. (contributor) - 2004

Persistent link: https://www.econbiz.de/10002396486