Siddhartha Chib

Harry C. Hartkopf Professor of Econometrics and Statistics

Areas of Expertise:

Statistics/Econometrics

Research interests:

Bayesian statistics and econometrics, Markov chain Monte Carlo methods

Selected Publications:

To view publications by this professor, visit the Publications and Working Papers section of our site.

• "Marginal Likelihood and Bayes Factors for Dirichlet Process Mixture Models," Journal of the American Statistical Association, with S. Basu, 2003
• "Marginal Likelihood from the Metropolis-Hastings Output," Journal of the American Statistical Association, with I. Jeliazkov, 2001
• "Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models," Review of Economic Studies, with S. Kim, and N. Shephard, 1998
• "Analysis of Multivariate Probit Models," Biometrika, with E. Greenberg, 1998
• "Understanding the Metropolis-Hastings Algorithm," American Statistician, with E. Greenberg, 1995
• "Marginal Likelihood From the Gibbs Output," Journal of the American Statistical Association, 1995
• "Bayesian Analysis of Binary and Polychotomous Response Data," Journal of the American Statistical Association, with J. Albert, 1993

Academic/professional activities:

Associate Editor, American Statistician
Associate Editor, Journal of Computational and Graphical Statistics
Associate Editor, Journal of Econometrics
Associate Editor, Journal of Financial Econometrics
Associate Editor, Journal of the American Statistical Association, Theory and Methods
Associate Editor, Quantitative Marketing and Economics
Associate Editor, Statistics and Computing

Personal interests:

Professor Chib is an avid chess player.