← All authors Siddhartha Chib Washington University in St. Louis (from arXiv:2603.07780, 2026) · OpenAlex
76 papers in scope · 71 published · 5 on the econ.EM arXiv · 21,446 citations · h-index 41 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Yasuhiro Omori Daichi Hiraki Yuta Yamauchi Victor H. Aguiar Christopher D. Walker Nail Kashaev Kenichi Shimizu John Gardner Raiden B. Hasegawa Dylan S. Small Pedro H. C. Sant’Anna Jonathan Roth S A Karim Ting Ye Yusufcan Masatlıoĝlu John Poe Alyssa Bilinski Brantly Callaway Xavier Jaravel Kirill Borusyak Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (7 of 76)
working paper 2026 · arXiv
working paper 2025 · arXiv
Structural breaks, model uncertainty and factor selection
published 2025 · Journal of Econometrics
with Simon C. Smith
published 2025 · Journal of Econometrics · 1 citations · first circulated 2024
working paper 2025 · arXiv
working paper 2024 · arXiv · 1 citations
Factor Selection and Structural Breaks
published 2024 · Finance and Economics Discussion Series · 1 citations
with Simon C. Smith, Simon Smith
working paper 2023 · arXiv · 1 citations
Winners from Winners: A Tale of Risk Factors
published 2023 · Management Science · 33 citations · first circulated 2019
with Lingxiao Zhao, Guofu Zhou, Dashan Huang
NONPARAMETRIC BAYES ANALYSIS OF THE SHARP AND FUZZY REGRESSION DISCONTINUITY DESIGNS
published 2022 · Econometric Theory · 15 citations
published 2021 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 4 citations · first circulated 2019
DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors
published 2021 · Computational Economics · 8 citations · first circulated 2020
On Comparing Asset Pricing Models
published 2019 · The Journal of Finance · 104 citations
with Xiaming Zeng, Lingxiao Zhao
Which Factors are Risk Factors in Asset Pricing? A Model Scan Framework
published 2019 · Journal of Business and Economic Statistics · 48 citations
with Xiaming Zeng
Semiparametric Multivariate and Multiple Change-Point Modeling
published 2018 · Bayesian Analysis · 20 citations
with Stefano Peluso, Antonietta Mira
Bayesian Estimation and Comparison of Moment Condition Models
published 2017 · Journal of the American Statistical Association · 10 citations · first circulated 2016
Bayesian Fuzzy Regression Discontinuity Analysis and Returns to Compulsory Schooling
published 2015 · Journal of Applied Econometrics · 24 citations · first circulated 2011
with Liana Jacobi
DSGE Models with Student-t Errors
published 2013 · Econometric Reviews · 57 citations
with Srikanth Ramamurthy
Change-Points in Affine Arbitrage-Free Term Structure Models
published 2012 · Journal of Financial Econometrics · 41 citations
with Kyeong-Ha Kang
On conditional variance estimation in nonparametric regression
published 2012 · Statistics and Computing · 8 citations
with Edward Greenberg
Additive cubic spline regression with Dirichlet process mixture errors
published 2009 · Journal of Econometrics · 46 citations
with Edward Greenberg
Tailored randomized block MCMC methods with application to DSGE models
published 2009 · Journal of Econometrics · 144 citations
with Srikanth Ramamurthy
Analysis of Multifactor Affine Yield Curve Models
published 2009 · Journal of the American Statistical Association · 98 citations
with Bakhodir Ergashev
Estimation of Semiparametric Models in the Presence of Endogeneity and Sample Selection
published 2009 · Journal of Computational and Graphical Statistics · 87 citations
Analysis of treatment response data from eligibility designs
published 2008 · Journal of Econometrics · 12 citations
with Liana Jacobi
Assessing the role of option grants to CEOs: How important is heterogeneity?
published 2007 · Journal of Empirical Finance · 14 citations
with Nina Baranchuk
Semiparametric Modeling and Estimation of Instrumental Variable Models
published 2007 · Journal of Computational and Graphical Statistics · 30 citations
with Edward Greenberg
Modeling and calculating the effect of treatment at baseline from panel outcomes
published 2006 · Journal of Econometrics · 14 citations
with Liana Jacobi
Stochastic volatility with leverage: Fast and efficient likelihood inference
published 2006 · Journal of Econometrics · 475 citations · first circulated 2004
Analysis of treatment response data without the joint distribution of potential outcomes
published 2006 · Journal of Econometrics · 55 citations
Inference in Semiparametric Dynamic Models for Binary Longitudinal Data
published 2006 · Journal of the American Statistical Association · 108 citations
Models of Multi-Category Choice Behavior
published 2005 · Marketing Letters · 150 citations
with P.B. Seetharaman, Andrew Ainslie, Peter Boatwright, Tat Y. Chan, Sachin Gupta, Nitin Mehta, Vithala R. Rao, Andrei Strijnev
Analysis of high dimensional multivariate stochastic volatility models
published 2005 · Journal of Econometrics · 347 citations · first circulated 1999
Bayesian Model Selection for Join Point Regression with Application to Age-Adjusted Cancer Rates
published 2005 · Journal of the Royal Statistical Society Series C (Applied Statistics) · 63 citations
with Ram C. Tiwari, Kathleen A. Cronin, William W. Davis, Eric J. Feuer, Binbing Yu
Accept–reject Metropolis–Hastings sampling and marginal likelihood estimation
published 2005 · Statistica Neerlandica · 2 citations
Structural Breaks in Estimated DSGE Models with Indeterminacy
published 2005 · Computing in Economics and Finance
with Michael J. Dueker, Anatoliy Belaygorod
no link
Model of Brand Choice with a No-Purchase Option Calibrated to Scanner-Panel Data
published 2004 · Journal of Marketing Research · 63 citations
with P.B. Seetharaman, Andrei Strijnev
Marginal Likelihood and Bayes Factors for Dirichlet Process Mixture Models
published 2003 · Journal of the American Statistical Association · 142 citations
with Sanjib Basu
Semiparametric Bayes analysis of longitudinal data treatment models
published 2002 · Journal of Econometrics · 103 citations
with Barton H. Hamilton
Markov chain Monte Carlo methods for stochastic volatility models
published 2002 · Journal of Econometrics · 608 citations · first circulated 1998
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment
published 2002 · Journal of Business and Economic Statistics · 8 citations · first circulated 2001
no link
Comment [5] (multiple letters)
published 2002 · Journal of Business and Economic Statistics
no link
Markov Chain Monte Carlo Analysis of Correlated Count Data
published 2001 · Journal of Business and Economic Statistics · 249 citations
with Rainer Winkelmann
Sequential Ordinal Modeling with Applications to Survival Data
published 2001 · Biometrics · 103 citations
with James H. Albert
Likelihood Inference for Discretely Observed Nonlinear Diffusions
published 2001 · Econometrica · 469 citations
Marginal Likelihood From the Metropolis–Hastings Output
published 2001 · Journal of the American Statistical Association · 1097 citations
Bayesian analysis of cross-section and clustered data treatment models
published 2000 · Journal of Econometrics · 82 citations
with Barton H. Hamilton
On MCMC sampling in hierarchical longitudinal models
published 1999 · Statistics and Computing · 193 citations
with Bradley P. Carlin
Markov chain Monte Carlo and models of consideration set and parameter heterogeneity
published 1998 · Journal of Econometrics · 184 citations
with Jeongwen Chiang, Chakravarthi Narasimhan
Estimation and comparison of multiple change-point models
published 1998 · Journal of Econometrics · 694 citations
Posterior simulation and Bayes factors in panel count data models
published 1998 · Journal of Econometrics · 139 citations · first circulated 1996
with Edward Greenberg, Rainer Winkelmann
Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
published 1998 · The Review of Economic Studies · 2333 citations
with Sang-Joon Kim, Neil Shepherd, Neil Shephard
Analysis of multivariate probit models
published 1998 · Biometrika · 843 citations · first circulated 1996
with James H. Albert, Edward Greenberg
Bayesian Tests and Model Diagnostics in Conditionally Independent Hierarchical Models
published 1997 · Journal of the American Statistical Association · 58 citations
with Jim Albert
Calculating posterior distributions and modal estimates in Markov mixture models
published 1996 · Journal of Econometrics · 576 citations
Markov Chain Monte Carlo Simulation Methods in Econometrics
published 1996 · Econometric Theory · 52 citations
with Edward Greenberg
Marginal Likelihood from the Gibbs Output
published 1995 · Journal of the American Statistical Association · 1829 citations
Understanding the Metropolis-Hastings Algorithm
published 1995 · The American Statistician · 3722 citations
with Edward Greenberg
Bayesian Model Choice Via Markov Chain Monte Carlo Methods
published 1995 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1017 citations
with Bradley P. Carlin
Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
published 1995 · Journal of Econometrics · 207 citations
with Edward Greenberg
Bayesian residual analysis for binary response regression models
published 1995 · Biometrika · 128 citations
with Jim Albert
Bayes inference in regression models with ARMA (p, q) errors
published 1994 · Journal of Econometrics · 365 citations
with Edward Greenberg
Outlier detection in the state space model
published 1994 · Statistics & Probability Letters · 7 citations
with Ram C. Tiwari
Bayes regression with autoregressive errors
published 1993 · Journal of Econometrics · 157 citations
Bayesian Analysis of Binary and Polychotomous Response Data
published 1993 · Journal of the American Statistical Association · 3124 citations
with James H. Albert
Bayes Inference via Gibbs Sampling of Autoregressive Time Series Subject to Markov Mean and Variance Shifts
published 1993 · Journal of Business and Economic Statistics · 455 citations
with James H. Albert
Bayes inference in the Tobit censored regression model
published 1992 · Journal of Econometrics · 330 citations
Extreme Bounds Analysis in the Kalman Filter
published 1991 · The American Statistician · 3 citations
with Ram C. Tiwari
Robust bayes analysis in normal linear regression with an improper mixture prior
published 1991 · Communication in Statistics-Theory and Methods · 3 citations
with Ram C. Tiwari
Predictive efficiency for simple non-linear models
published 1989 · Journal of Econometrics · 3 citations
with Thomas F. Cooley, William R. Parke
Bayes prediction density and regression estimation — A semiparametric approach
published 1988 · Empirical Economics · 9 citations
with Ram C. Tiwari, S. Rao Jammalamadaka
Bayes prediction in regressions with elliptical errors
published 1988 · Journal of Econometrics · 32 citations
with Ram C. Tiwari, S. Rao Jammalamadaka
A new definition of the predictive likelihood
published 1987 · Statistics & Probability Letters
with S. Rao Jammalamadaka, Ram C. Tiwari
Another Look at Some Results on the Recursive Estimation in the General Linear Model
published 1987 · The American Statistician · 8 citations
with S. Rao Jammalamadaka, Ram C. Tiwari
Bayes prediction in the linear model with spherically symmetric errors
published 1987 · Economics Letters · 29 citations
with S. Rao Jammalamadaka, Ram C. Tiwari
Equity premium in a production economy
published 1985 · Economics Letters · 1 citations
with Parantap Basu
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).