المؤلفون: Hiraki, Daichi, Chib, Siddhartha, Omori, Yasuhiro

مصطلحات موضوعية: Economics - Econometrics, Quantitative Finance - Mathematical Finance, Statistics - Applications, Statistics - Computation

URL الوصول: http://arxiv.org/abs/2404.13986

المؤلفون: Chib, Siddhartha, Shimizu, Kenichi

مصطلحات موضوعية: Statistics - Methodology, Economics - Econometrics, Statistics - Applications, Statistics - Computation

URL الوصول: http://arxiv.org/abs/2308.12470

المؤلفون: Chib, Siddhartha, Shin, Minchul, Simoni, Anna

مصطلحات موضوعية: Mathematics - Statistics Theory, Economics - Econometrics

URL الوصول: http://arxiv.org/abs/2110.13531

المؤلفون: Chib, Siddhartha, Shimizu, Kenichi

مصطلحات موضوعية: Statistics - Methodology, Economics - Econometrics, Statistics - Applications, Statistics - Computation

Relation: http://arxiv.org/abs/2308.12470

الاتاحة: http://arxiv.org/abs/2308.12470

المؤلفون: Chib, Siddhartha, Kuffner, Todd A.

مصطلحات موضوعية: Mathematics - Statistics Theory

URL الوصول: http://arxiv.org/abs/1607.00292

المؤلفون: Chib, Siddhartha, Shin, Minchul, Simoni, Anna

مصطلحات موضوعية: Statistics - Methodology, Mathematics - Statistics Theory

URL الوصول: http://arxiv.org/abs/1606.02931

المؤلفون: CHIB, SIDDHARTHA, ZENG, XIAMING, ZHAO, LINGXIAO

المصدر: The Journal of Finance, 2020 Feb 01. 75(1), 551-577.

URL الوصول: https://www.jstor.org/stable/45277798

المؤلفون: Chib, Siddhartha, Shin, Minchul, Simoni, Anna

المساهمون: Centre National de la Recherche Scientifique (CNRS)

المصدر: ISSN: 0035-9246.

مصطلحات موضوعية: Bayesian inference, Bernstein-von Mises theorem, Conditional moment restrictions, Exponentially tilted empirical likelihood, Marginal likelihood, Misspecification, Posterior consistency, [SHS.ECO]Humanities and Social Sciences/Economics and Finance, [SHS.STAT]Humanities and Social Sciences/Methods and statistics, [STAT.ME]Statistics [stat]/Methodology [stat.ME], [STAT.ML]Statistics [stat]/Machine Learning [stat.ML], [STAT.TH]Statistics [stat]/Statistics Theory [stat.TH]

Relation: hal-03504122; https://hal.science/hal-03504122; https://hal.science/hal-03504122/document; https://hal.science/hal-03504122/file/CSS_Manuscript1c.pdf

الاتاحة: https://hal.science/hal-03504122
https://hal.science/hal-03504122/document
https://hal.science/hal-03504122/file/CSS_Manuscript1c.pdf

المؤلفون: Chib, Siddhartha¹ chib@wustl.edu, Smith, Simon C.² simon.c.smith@frb.gov

المصدر: Working Papers: U.S. Federal Reserve Board's Finance & Economic Discussion Series. May2024, p1-45. 46p.

مصطلحات موضوعية: *PARSIMONIOUS models, *INVESTMENT policy, *FINANCIAL markets, *PORTFOLIO management (Investments), *ECONOMIC research

المؤلفون: Chib, Siddhartha, Shin, Minchul, Simoni, Anna

المصدر: Journal of the American Statistical Association, 2018 Dec 01. 113(524), 1656-1668.

URL الوصول: https://www.jstor.org/stable/45029548

المؤلفون: Tiwari, Ram C., Cronin, Kathleen A., Davis, William, Feuer, Eric J., Yu, Binbing, Chib, Siddhartha

المصدر: Journal of the Royal Statistical Society. Series C (Applied Statistics), 2005 Jan 01. 54(5), 919-939.

URL الوصول: https://www.jstor.org/stable/3592677

المؤلفون: Chib, Siddhartha, Winkelmann, Rainer

المصدر: Journal of Business & Economic Statistics, 2001 Oct 01. 19(4), 428-435.

URL الوصول: https://www.jstor.org/stable/1392277

المؤلفون: Albert, James H., Chib, Siddhartha

المصدر: Biometrics, 2001 Sep 01. 57(3), 829-836.

URL الوصول: https://www.jstor.org/stable/3068422

المؤلفون: Elerian, Ola, Chib, Siddhartha, Shephard, Neil

المصدر: Econometrica, 2001 Jul 01. 69(4), 959-993.

URL الوصول: https://www.jstor.org/stable/2692250

المؤلفون: Chib, Siddhartha, Jeliazkov, Ivan

المصدر: Journal of the American Statistical Association, 2001 Mar 01. 96(453), 270-281.

URL الوصول: https://www.jstor.org/stable/2670365

المؤلفون: Chib, Siddhartha, Jeliazkov, Ivan

المصدر: Statistica Neerlandica. 59(1)

مصطلحات موضوعية: model comparison, Bayes factor, Gaussian regression, lognormal density, log-t density, Markov chain Monte Carlo, logit model

وصف الملف: application/pdf

URL الوصول: https://escholarship.org/uc/item/4cf6s8gj

المؤلفون: Chib, Siddhartha¹ (AUTHOR) chib@wustl.edu, Zhao, Lingxiao² (AUTHOR) lingxiao@phbs.pku.edu.cn, Zhou, Guofu¹ (AUTHOR) zhou@wustl.edu

المصدر: Management Science. Jan2024, Vol. 70 Issue 1, p396-414. 19p.

مصطلحات موضوعية: *EXPECTED returns, *SHARPE ratio, *PRICES

المؤلفون: Kim, Sangjoon, Shephard, Neil, Chib, Siddhartha

المصدر: The Review of Economic Studies, 1998 Jul 01. 65(3), 361-393.

URL الوصول: https://www.jstor.org/stable/2566931

المؤلفون: Chib, Siddhartha, Greenberg, Edward

المصدر: Biometrika, 1998 Jun 01. 85(2), 347-361.

URL الوصول: https://www.jstor.org/stable/2337362

المؤلفون: Albert, Jim, Chib, Siddhartha

المصدر: Journal of the American Statistical Association, 1997 Sep 01. 92(439), 916-925.

URL الوصول: https://www.jstor.org/stable/2965555