Siddhartha Chib | Academic Influence

Siddhartha Chib's AcademicInfluence.com Rankings

Siddhartha Chib

Economics

#1027

World Rank

#1200

Historical Rank

Econometrics

#24

World Rank

#25

Historical Rank

economics Degrees

Siddhartha Chib

Mathematics

#3415

World Rank

#5042

Historical Rank

Statistics

#157

World Rank

#203

Historical Rank

mathematics Degrees

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Economics
Mathematics

Siddhartha Chib's Degrees

PhD Economics University of California, Berkeley
Masters Economics University of California, Berkeley
Bachelors Economics University of California, Berkeley

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Why Is Siddhartha Chib Influential?

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According to Wikipedia, Siddhartha Chib is an econometrician and statistician, the Harry C. Hartkopf Professor of Econometrics and Statistics at Washington University in St. Louis. His work is primarily in Bayesian statistics, econometrics, and Markov chain Monte Carlo methods.

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Siddhartha Chib's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Understanding the Metropolis-Hastings Algorithm (1995) (4014)
Bayesian analysis of binary and polychotomous response data (1993) (3324)
Stochastic Volatility: Likelihood Inference And Comparison With Arch Models (1996) (2352)
Marginal Likelihood from the Gibbs Output (1995) (2030)
Marginal Likelihood From the Metropolis–Hastings Output (2001) (1106)
Bayesian Model Choice Via Markov Chain Monte Carlo Methods (1995) (1051)
Analysis of multivariate probit models (1998) (802)
Estimation and comparison of multiple change-point models (1998) (687)
Markov chain Monte Carlo methods for stochastic volatility models (2002) (562)
Bayes inference via Gibbs sampling of autoregressive time series subject to Markov mean and variance shifts (1993) (534)
Likelihood INference for Discretely Observed Non-linear Diffusions (2001) (532)
Markov Chain Monte Carlo Simulation Methods in Econometrics (1996) (479)
MARKOV CHAIN MONTE CARLO METHODS: COMPUTATION AND INFERENCE (2001) (436)
Stochastic volatility with leverage: Fast and efficient likelihood inference (2007) (404)
Bayes inference in regression models with ARMA (p, q) errors (1994) (397)
Analysis of high dimensional multivariate stochastic volatility models (2006) (330)
Bayes inference in the Tobit censored regression model (1992) (326)
Calculating posterior distributions and modal estimates in Markov mixture models (1996) (270)
Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models☆ (1995) (221)
Markov chain Monte Carlo and models of consideration set and parameter heterogeneity (1998) (189)
Multivariate stochastic volatility (2009) (184)
Bayes regression with autoregressive errors : A Gibbs sampling approach (1993) (155)
Stochastic Volatility with Leverage: Fast Likelihood Inference (2004) (154)
Posterior Simulation and Bayes Factors in Panel Count Data Models (1998) (151)
Marginal Likelihood and Bayes Factors for Dirichlet Process Mixture Models (2003) (145)
Tailored randomized block MCMC methods with application to DSGE models (2010) (145)
Bayesian residual analysis for binary response regression models (1995) (143)
Models of Multi-Category Choice Behavior (2005) (143)
Semiparametric Bayes analysis of longitudinal data treatment models (2002) (116)
Markov Chain Monte Carlo Analysis of Correlated Count Data (2001) (113)
Sequential Ordinal Modeling with Applications to Survival Data (2001) (112)
Analysis of multi-category purchase incidence decisions using IRI market basket data (2002) (106)
Bayesian analysis of cross-section and clustered data treatment models (2000) (91)
Inference in Semiparametric Dynamic Models for Binary Longitudinal Data (2006) (89)
Estimation of Semiparametric Models in the Presence of Endogeneity and Sample Selection (2009) (88)
Analysis of Multi-Factor Affine Yield Curve Models (2008) (80)
On MCMC sampling in hierarchical longitudinal models (1999) (74)
Bayesian Tests and Model Diagnostics in Conditionally Independent Hierarchical Models (1997) (73)
Posterior inference on the degrees of freedom parameter in multivariate-t regression models (1991) (73)
Model of Brand Choice with a No-Purchase Option Calibrated to Scanner-Panel Data (2004) (69)
Bayesian model selection for join point regression with application to age‐adjusted cancer rates (2005) (63)
Analysis of treatment response data without the joint distribution of potential outcomes (2007) (57)
DSGE Models with Student-t Errors (2014) (54)
Likelihood based inference for diffusion driven models (2004) (53)
Bayesian Analysis of Multivariate Probit Models (1996) (51)
Additive cubic spline regression with Dirichlet process mixture errors (2010) (51)
Accept–reject Metropolis–Hastings sampling and marginal likelihood estimation (2005) (49)
Bayesian Estimation and Comparison of Moment Condition Models (2016) (47)
Markov Chain Monte Carlo Methods for Generalized Stochastic Volatility Models (2000) (46)
MCMC Methods for Fitting and Comparing Multinomial Response Models (1998) (43)
Change-Points in Affine Arbitrage-Free Term Structure Models (2013) (40)
Analysis of Multifactor Affine Yield Curve Models (2009) (38)
Panel Data Modeling and Inference: A Bayesian Primer (2008) (37)
Semiparametric Modeling and Estimation of Instrumental Variable Models (2007) (35)
Bayes prediction in regressions with elliptical errors (1988) (33)
Bayes prediction in the linear model with spherically symmetric errors (1987) (30)
Non-Markovian Regime Switching with Endogenous States and Time-Varying State Strengths (2004) (30)
Likelihood based inference for diffusion driven state space models (2006) (29)
Bayesian Fuzzy Regression Discontinuity Analysis and Returns to Compulsory Schooling (2016) (27)
A Gibbs sampling approach (1993) (22)
Tailored Randomized-block MCMC Methods for Analysis of DSGE Models∗ (2009) (22)
Bayes factor consistency (2016) (20)
Which Factors are Risk Factors in Asset Pricing? A Model Scan Framework (2020) (18)
Modeling and calculating the effect of treatment at baseline from panel outcomes. (2007) (17)
On Comparing Asset Pricing Models (2019) (16)
Assessing the role of option grants to CEOs: How important is heterogeneity? (2008) (14)
Regression models under competing covariance matrices: A Bayesian perspective (1993) (14)
Term Structure of Interest Rates in a DSGE Model with Regime Changes (2010) (13)
Semiparametric Multivariate and Multiple Change-Point Modeling (2019) (13)
Introduction to Simulation and MCMC Methods (2011) (13)
Comment on Garland B. Durham and A. Ronald Gallant's "Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes" (2001) (12)
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment. (2002) (10)
Bayes prediction density and regression estimation — A semiparametric approach (1988) (10)
Monte Carlo Methods and Bayesian Computation: Overview (2001) (10)
Another Look at Some Results on the Recursive Estimation in the General Linear Model (1987) (9)
Inference in Panel Data Models via Gibbs Sampling (1996) (9)
Analysis of Treatment Response Data From Eligibility Designs (2008) (8)
Bayes estimation of the multiple correlation coefficient (1989) (8)
On conditional variance estimation in nonparametric regression (2013) (8)
Change Points in Term-Structure Models: Pricing, Estimation and Forecasting (2009) (7)
Change Points in Affine Term-Structure Models: Pricing, Estimation and Forecasting∗ (2009) (7)
Outlier detection in the state space model (1994) (6)
Analysis of Additive Instrumental Variable Models (2005) (6)
Markov Chain Monte Carlo Technology (2012) (6)
Monetary Policy Regime Changes and the Term Structure: Evidence from a DSGE Model (2011) (5)
Extreme Bounds Analysis in the Kalman Filter (1991) (5)
Robust bayes analysis in normal linear regression with an improper mixture prior (1991) (5)
NONPARAMETRIC BAYES ANALYSIS OF THE SHARP AND FUZZY REGRESSION DISCONTINUITY DESIGNS (2022) (5)
Returns to Compulsory Schooling in Britain: Evidence from a Bayesian Fuzzy Regression Discontinuity Analysis (2011) (5)
DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors (2020) (4)
Congenital and developmental anomalies in school children. (1981) (4)
Bayesian estimation and comparison of conditional moment models (2019) (3)
Likelihood based inference for observed and partially observed diffusions (2003) (3)
Causal effects from panel data in randomized experiments with partial compliance (2008) (3)
PREDICTIVE EFFICIENCY FOR SIMPLE NON-LINEAR MODELS* (1989) (3)
Winners from Winners: A Tale of Risk Factors (2020) (2)
Efficient Posterior Sampling in Gaussian Affine Term Structure Models (2016) (2)
Equity premium in a production economy : A parametric example (1985) (2)
Markov Chain Monte Carlo (2011) (2)
Bayesian Analysis of Multivariate Count Data (1998) (2)
Slope Factors Outperform: Evidence from a Large Comparative Study (2021) (2)
Stochastic Volatility with Leverage: Fast Likelihood Inference (Revised in April 2006, subsequently published in "Journal of Econometrics", 140, 425-449, 2007. ) (2004) (1)
Modeling and Analysis for Categorical Response Data (2005) (1)
Discussion on the paper by Kong, McCullagh, Meng, Nicolae and Tan (2003) (1)
Multivariate stochastic volatility (Revised in May 2007, Handbook of Financial Time Series (Published in "Handbook of Financial Time Series" (eds T.G. Andersen, R.A. Davis, Jens-Peter Kreiss and T. Mikosch), 365-400. Springer-Verlag: New York. April 2009. ) (2007) (1)
Posterior Simulation and Model Choice in Longitudinal Generalized Linear Models (1996) (1)
Tailored Multiple-block MCMC Methods for Analysis of DSGE Models (2009) (1)
Estimation and Comparison of Conditional Moment Models (2019) (0)
High-Dimensional DSGE Models: Pointers on Prior, Estimation, Comparison, and Prediction (2020) (0)
Finding Risk-Factors ... Without Using Old Data∗ (2021) (0)
Conditional Correlations Between Cross-country Interest Rates : Evidence from an Affine Term Structure Model with Regime Shifts ∗ (2012) (0)
Bayesian Causal Inference Under Conditional Ignorability∗ (2017) (0)
H Hierarchical Bayes Models (2017) (0)
Bayesian Modeling of Treatment Response Data from Eligibility Designs (2005) (0)
Unspanned Macro Factor Selection in Affine Term Structure Models: A Framework (2019) (0)
Probit Models, Bayesian Analysis of (2006) (0)
A new definition of the predictive likelihood (1987) (0)
Structural Breaks in Estimated DSGE Models with Indeterminacy (2005) (0)
Bayesian econometrics: an introduction (2008) (0)
STIMATION OF S EMIPARAMETRIC M ODELS IN THE P RESENCE OF E NDOGENEITY AND S AMPLE S ELECTION Siddhartha Chib (2006) (0)
On conditional variance estimation in nonparametric regression (2012) (0)
N OF AGRICULTURAL ECONOM ; rs BAYESIAN ANALYSIS OF MULTIVARIATE COUNT DATA (2017) (0)
Asset Pricing with Slope Factors: Model and Evidence of Outperformance (2022) (0)
An epidemiological study of dental caries in school children. (1980) (0)
Windows Software for Bayesian MCMC Computations (1999) (0)
International Diversification Gains by Bond Maturity : Evidence from an Affine Term Structure Model with Regime Shifts (2012) (0)

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