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Chib, Siddhartha
30
Shephard, Neil
27
Barndorff-Nielsen, Ole E.
7
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3
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3
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3
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3
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2
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2
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2
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2
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2
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1
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9
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6
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4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
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2
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2
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1
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OLC EcoSci
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260
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5
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1
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
Saved in:
2
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:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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