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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

Likelihood based inference for diffusion driven models

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

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

Likelihood based inference for diffusion driven models

Chib, Siddhartha (contributor); Pitt, Michael K. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002459152

Likelihood inference for discretely observed nonlinear diffusions

Elerian, Ola; Chib, Siddhartha; Shephard, Neil G. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 4, pp. 959-993

Persistent link: https://www.econbiz.de/10001594726

Likelihood inference for discretely observed non-linear diffusions

Elerian, Ola; Chib, Siddhartha; Shephard, Neil G. - 2000

Persistent link: https://www.econbiz.de/10009581671

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

Markov chain Monte Carlo methods : computation and inference

Chib, Siddhartha - 2001

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

Markov chain Monte Carlo technology

Chib, Siddhartha (contributor) - 2004

In the past fifteen years computational statistics has been enriched by a powerful, somewhat abstract method of generating variates from a target probability distribution that is based on Markov chains whose stationary distribution is the probability distribution of interest. This class of...

Persistent link: https://www.econbiz.de/10003024175

Introduction to Simulation and MCMC Methods

Chib, Siddhartha - In: The Oxford handbook of Bayesian econometrics. 2012

Persistent link: https://www.econbiz.de/10013476739

Explaining the early years of the euro exchange rate : an episode of learning about a new central bank

Gómez, Manuel; Melvin, Michael; Nardari, Federico - In: European economic review : EER 51 (2007) 3, pp. 505-520

Persistent link: https://www.econbiz.de/10003443133