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Analysis of high dimensional multivariate stochastic volatility models
Chib, Siddhartha; Nardari, Federico; Shephard, Neil - In: Journal of econometrics 134 (2006) 2, pp. 341-372
Persistent link: https://www.econbiz.de/10007279810
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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
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Stochastic volatility with leverage: Fast and efficient likelihood inference
Omori, Yasuhiro; Chib, Siddhartha; Shephard, Neil; … - In: Journal of econometrics 140 (2007) 2, pp. 425-449
Persistent link: https://www.econbiz.de/10007761426
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Markov chain Monte Carlo methods for stochastic volatility models
Chib, Siddhartha; Nardari, Federico; Shephard, Neil - In: Journal of econometrics 108 (2002) 2, pp. 281-316
Persistent link: https://www.econbiz.de/10006769396
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Likelihood Inference for Discretely Observed Nonlinear Diffusions
Elerian, Ola; Chib, Siddhartha; Shephard, Neil - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 4, pp. 959-994
Persistent link: https://www.econbiz.de/10006773355
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Theory and Methods - Inference in Semiparainetric Dynamic Models for Binary Longitudinal Data
Chib, Siddhartha; Jeliazkov, Ivan - In: Journal of the American Statistical Association : JASA 101 (2006) 474, pp. 685-700
Persistent link: https://www.econbiz.de/10007268838
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Theory and Methods - Marginal Likelihood and Bayes Factors for Dirichlet Process Mixture Models
Basu, Sanjib; Chib, Siddhartha - In: Journal of the American Statistical Association : JASA 98 (2003) 461, pp. 224-235
Persistent link: https://www.econbiz.de/10006613786
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Theory and Methods - Marginal Likelihood From the Metropolis -- Hastings Output
Chib, Siddhartha; Jeliazkov, Ivan - In: Journal of the American Statistical Association : JASA 96 (2001) 453, pp. 270-281
Persistent link: https://www.econbiz.de/10006621306
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Bayesian Tests and Model Diagnostics in Conditionally Independent Hierarchical Models
Albert, Jim; Chib, Siddhartha - In: Journal of the American Statistical Association : JASA 92 (1997) 439, pp. 916-925
Persistent link: https://www.econbiz.de/10006630213
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Marginal Likelihood From the Gibbs Output
Chib, Siddhartha - In: Journal of the American Statistical Association : JASA 90 (1995) 432, pp. 1313-1321
Persistent link: https://www.econbiz.de/10006635592