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Estimating spatial autocorrelation with sampled network data
Zhou, Jing; Tu, Yundong; Chen, Yuxin; Wang, Hansheng - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 130-138
Persistent link: https://www.econbiz.de/10011704139
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Stochastic volatility with leverage : fast and efficient likelihood inference
Omori, Yasuhiro; Chib, Siddhartha; Shephard, Neil G.; … - In: Journal of econometrics 140 (2007) 2, pp. 425-449
Persistent link: https://www.econbiz.de/10003569881
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Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola; Chib, Siddhartha; Shephard, Neil G. - 2000
Persistent link: https://www.econbiz.de/10009581671
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Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro; Chib, Siddhartha; Shephard, Neil G.; … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
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Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro; Chib, Siddhartha; Shephard, Neil G.; … - 2004
Persistent link: https://www.econbiz.de/10002396452
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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/10001754853
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Bayesian empirical likelihood estimation and comparison of moment condition models
Chib, Siddhartha; Shin, Minchul; Simoni, Anna - 2016 - This version: June, 2016
Persistent link: https://www.econbiz.de/10011855311