logo
CanyamAI summaries for academic research
language
MobileMobile
  • Phone FeatureWeChat Mini Program
EnglishEnglish
noticeNotice
BlogBlog
delete
arrow
Back
S

Siddhartha Chib

washington university in st. louis

46H-index
193Paper Count
2.5WCitation Count
Published Papers 15
Publication Date
logo
Structural breaks, model uncertainty and factor selection
errJournal of Econometrics
IF4
err2025-08-06
err0
PREAI
errSiddhartha Chib; Simon C. Smith
errShare
errSave
Stochastic volatility in mean: Efficient analysis by a generalized mixture sampler
errJournal of Econometrics
IF4
err2025-01-30
err0
errOAAI
errDaichi Hiraki; Siddhartha Chib; Yasuhiro Omori
errShare
errSave
Bayesian estimation and comparison of conditional moment models
errJOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
IF3.6
err2021-12-16
err1
errOAAI
errChib, Siddhartha; Shin, Minchul; Simoni, Anna
errShare
errSave
On Comparing Asset Pricing Models
errJOURNAL OF FINANCE
IF9.5
err2019-11-21
err34
PREAI
errChib, Siddhartha; Zeng, Xiaming; Zhao, Lingxiao
errShare
errSave
Bayesian Estimation and Comparison of Moment Condition Models
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2018-06-28
err35
errOAAI
errChib, Siddhartha; Shin, Minchul; Simoni, Anna
errShare
errSave
Analysis of treatment response data from eligibility designs
errJOURNAL OF ECONOMETRICS
IF4
err2008-06-01
err10
errOAAI
errChib, Siddhartha; Jacobi, Liana
errShare
errSave
Stochastic volatility with leverage: Fast and efficient likelihood inference
errJOURNAL OF ECONOMETRICS
IF4
err2007-10-01
err282
errOAAI
errOmori, Yasuhiro; Chib, Siddhartha; Shephard, Neil; Nakajima, Jouchi
errShare
errSave
Modeling and calculating the effect of treatment at baseline from panel outcomes
errJOURNAL OF ECONOMETRICS
IF4
err2007-10-01
err14
errOAAI
errChib, Siddhartha; Jacobi, Liana
errShare
errSave
Analysis of high dimensional multivariate stochastic volatility models
errJOURNAL OF ECONOMETRICS
IF4
err2006-10-01
err169
PREAI
errChib, Siddhartha; Nardari, Federico; Shephard, Neil
errShare
errSave
Marginal likelihood and Bayes factors for Dirichlet process mixture models
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2003-03-01
err114
errOAAI
errBasu, S; Chib, S
errShare
errSave
Markov chain Monte Carlo methods for stochastic volatility models
errJOURNAL OF ECONOMETRICS
IF4
err2002-06-01
err343
PREAI
errChib, S; Nardari, F; Shephard, N
errShare
errSave
Likelihood inference for discretely observed nonlinear diffusions
errECONOMETRICA
IF7.1
err2001-07-01
err290
errOAAI
errElerian, O; Chib, S; Shephard, N
errShare
errSave
Posterior simulation and Bayes factors in panel count data models
errJOURNAL OF ECONOMETRICS
IF4
err1998-09-01
err72
errOAAI
errChib, S; Greenberg, E; Winkelmann, R
errShare
errSave
Stochastic volatility: Likelihood inference and comparison with ARCH models
errREVIEW OF ECONOMIC STUDIES
IF6.4
err1998-07-01
err1.4K
errOAAI
errKim, S; Shephard, N; Chib, S
errShare
errSave
BAYES PREDICTION IN REGRESSIONS WITH ELLIPTICAL ERRORS
errJOURNAL OF ECONOMETRICS
IF4
err1988-07-01
err28
errOAAI
errCHIB, S; TIWARI, RC; JAMMALAMADAKA, SR
errShare
errSave

Research Directions

No research directions
Co-authors
Cooperation Journals
N
Neil Shephard
H-index: 69 · Papers: 272
R
Rainer Winkelmann
H-index: 46 · Papers: 271
S
Sanjib Basu
H-index: 35 · Papers: 323
R
Ram C. Tiwari
H-index: 32 · Papers: 307
S
Sang‐Joon Kim
H-index: 29 · Papers: 194
View more