Siddhartha Chib

18 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-2073-3124

Olin School of Business, Washington University, in St. Louis, USA

Publications

• Scalable Estimation of Multinomial Response Models with Random Consideration Sets — Journal of the American Statistical Association 2026 (name-matched, not ORCID-linked)
• Winners from Winners: A Tale of Risk Factors — Management Science 2024
• Bayesian estimation and comparison of conditional moment models — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2022
• On Comparing Asset Pricing Models — The Journal of Finance 2020
• Bayesian Estimation and Comparison of Moment Condition Models — Journal of the American Statistical Association 2018
• Analysis of Multifactor Affine Yield Curve Models — Journal of the American Statistical Association 2009
• Inference in Semiparametric Dynamic Models for Binary Longitudinal Data — Journal of the American Statistical Association 2006
• Model of Brand Choice with a No-Purchase Option Calibrated to Scanner-Panel Data — Journal of Marketing Research 2004
• Marginal Likelihood and Bayes Factors for Dirichlet Process Mixture Models — Journal of the American Statistical Association 2003
• Likelihood Inference for Discretely Observed Nonlinear Diffusions — Econometrica 2001
• Marginal Likelihood From the Metropolis–Hastings Output — Journal of the American Statistical Association 2001
• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models — The Review of Economic Studies 1998
• Analysis of multivariate probit models — Biometrika 1998
• Bayesian Tests and Model Diagnostics in Conditionally Independent Hierarchical Models — Journal of the American Statistical Association 1997
• Marginal Likelihood from the Gibbs Output — Journal of the American Statistical Association 1995
• Bayesian residual analysis for binary response regression models — Biometrika 1995
• Bayesian Model Choice Via Markov Chain Monte Carlo Methods — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1995
• Bayesian Analysis of Binary and Polychotomous Response Data — Journal of the American Statistical Association 1993