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Stochastic volatility : likelihood inference and comparison with ARCH models
Kim, Sangjoon; Shephard, Neil G.; Chib, Siddhartha - 1997
Persistent link: https://www.econbiz.de/10000932608
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Posterior simulation and model choice in longitudinal generalized linear models
Chib, Siddhartha - 1996
Persistent link: https://www.econbiz.de/10000943118
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Bayesian analysis of multivariate count data
Chib, Siddhartha - 1998
Persistent link: https://www.econbiz.de/10000996540
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A Bayesian note on competing correlation structures in the dynamic linear regression model
Chib, Siddhartha; Osiewalski, Jacek; Steel, Mark F. J. - 1991
Persistent link: https://www.econbiz.de/10000812547
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Posterior inference on the degrees of freedom parameter in multivariate-t regression models
Chib, Siddhartha; Osiewalski, Jacek; Steel, Mark F. J. - 1990
Persistent link: https://www.econbiz.de/10000797048
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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
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Bayes inference in the Tobit censored regression model
Chib, Siddhartha - In: Journal of econometrics 51 (1992) 1, pp. 79-99
Persistent link: https://www.econbiz.de/10001118271
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Posterior inference on the degrees of freedom parameter in multivariate-t regression models
Chib, Siddhartha - In: Economics letters 37 (1991) 4, pp. 391-397
Persistent link: https://www.econbiz.de/10001120374
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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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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