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Additive cubic spline regression with Dirichlet process mixture errors
Chib, Siddhartha; Greenberg, Edward - In: Journal of econometrics 156 (2010) 2, pp. 322-336
Persistent link: https://www.econbiz.de/10008648811
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Markov chain Monte Carlo simulation methods in econometrics
Chib, Siddhartha - In: Econometric theory 12 (1996) 3, pp. 409-431
Persistent link: https://www.econbiz.de/10001207536
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Posterior simulation and Bayes factors in panel count data models
Chib, Siddhartha - In: Journal of econometrics 86 (1998) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10001243867
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Bayes inference in regression models with ARMA (p,q) errors
Chib, Siddhartha - In: Journal of econometrics 64 (1994) 1, pp. 183-206
Persistent link: https://www.econbiz.de/10001166427
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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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Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
Chib, Siddhartha - In: Journal of econometrics 68 (1995) 2, pp. 339-360
Persistent link: https://www.econbiz.de/10001184631
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Posterior simulation and Bayes factors in panel count data models
Chib, Siddhartha; Greenberg, Edward; Winkelmann, Rainer - In: Journal of econometrics 86 (1998) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10006788948
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Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
Chib, Siddhartha; Greenberg, Edward - In: Journal of econometrics 68 (1995) 2, pp. 339-360
Persistent link: https://www.econbiz.de/10006797941
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Markov Chain Monte Carlo Simulation Methods in Econometrics
Chib, Siddhartha; Greenberg, Edward - In: Econometric theory 12 (1996) 3, pp. 409-431
Persistent link: https://www.econbiz.de/10007003680
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Analysis of Multivariate Probit Models
Chib, Siddhartha; Greenberg, Edward - 1997
This paper provides a unified simulation-based Bayesian and non-Bayesian analysis of correlated binary data using the multivariate probit model. The posterior distribution is simulated by Markov chain Monte Carlo methods, and maximum likelihood estimates are obtained by a Monte Carlo version of...
Persistent link: https://www.econbiz.de/10014060679