引用次数
引用: 32,682
H-指数: 49
I10-指数 : 85
出版物: 188
Bayesian Semiparametric Multivariate Change Point Analysis
Stefano Peluso , Mira Antonietta , Chib Shiddharta
ISBA 2016 World Meeting 1 -1
2016
Semiparametric Multivariate Change Point Analysis
A Mira , S Peluso , S Chib
CFE 2015 International Conference on Computational and Financial Econometrics
2015
The Editors and Associate Editors of this Journal wish to express their appreciation to the following persons who acted as referees in the period May 1989 to May 1990
MM Ali , G Arminger , B Baltagi , P Bekker
Journal of Econometrics 47 401 -402
1991
Bayesian modeling of binary repeated measures data with application to crossover trials
J Albert , S Chib
STATISTICS TEXTBOOKS AND MONOGRAPHS 151 577 -600
27
1996
E., Greenberg, 1998,“
S Chib
Analysis of multivariate probit models. Biometrika 85 ( 2) 347 -361
22
0Marginal Output from the Gibbs Output1
S Chib
Journal of the American Statistical Association 90 1313 -1321
8
1995
EG reenberg (1 996)
S Chib
M arkov chain M onte Carlosimulation methods in econometrics, Econometric T heory 1 ( 2) 40 -40
5
Bayesian Analysis Computation and Communication (BACC): A resource for investigators, clients and students
John Geweke , S Chib
University of Minnesota working paper
2
1998
Analysis of High Frequency Data by Markov Chain Monte Carlo Methods
S Chib
COMPUTING SCIENCE AND STATISTICS 552 -552
1998
Andersen, Torben M., The informational efficiency of price and quantity signals 121 Aurikko, Esko, Testing the functional form of Finnish aggregate imports 223
A Chesher , T Lancaster , S Chib , P Basu
Economics Letters 18 ( 403) 405 -405
1985
Cheng, Ph. E. and GD Lin, Maximum likelihood estimation of survival function under the Koziol-Green proportional hazards model Cheng, P., see J. Fu Chhetry, D., G. Kimeldorf and H. Zahedi, Dependence structures in which uncorre-latedness implies independence
S Chib , SR Jammalamadaka , RC Tiwari
On Comparing Asset Pricing Models
SIDDHARTHA CHIB , XIAMING ZENG , LINGXIAO ZHAO
Journal of Finance 75 ( 1) 551 -577
49
2020
On MCMC sampling in hierarchical longitudinal models
SIDDHARTHA CHIB , BRADLEY P. CARLIN
Statistics and Computing 9 ( 1) 17 -26
256
1999
Bayesian residual analysis for binary response regression models
JIM ALBERT , SIDDHARTHA CHIB
Biometrika 82 ( 4) 747 -769
99
1995
ARNOLD ZELLNER
YACINE AÏT-SAHALIA , BADI H BALTAGI , HERMAN J BIERENS , MOSHE BUCHINSKY
Journal of Experimental Psychology: Learning, memory, and cognition 22 ( 1-3)
2002
TAKESHI AMEMIYA AA. RONALD GALLANT CHENG HSIAO PETER ROBINSON
ARNOLD ZELLNER , Y YACINE ÀIT-SAHALIA , BADI H BALTAGI , HERMAN J BIERENS
Journal Of Econometrics
2001
ARNOLD ZELLNER
HERMAN J BIERENS , SIDDHARTHA CHIB , MARCEL DAGENAIS , MANFRED DEISTLER
Journal of Econometrics 67
1995
TAKESHI AMEMIYA CHENG HSIAO PETER ROBINSON
ARNOLD ZELLNER , Y YACINE AÏT-SAHALIA , BADI H BALTAGI , HERMAN J BIERENS
Journal of Experimental Psychology: Learning, memory, and cognition 22 ( 1-3) 199 -199
2002
SANGJOON KIM
NEIL SHEPHARD , SIDDHARTHA CHIB
Recent Developments in Time Series 10 196 -196
2003
Incorporating Multiple Change Points in Arbitrage-Free Models of the Yield Curve with Latent and Macro-Economic Factors
SIDDHARTHA CHIB , KYUHO KANG
2008