World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
43
Citations
21322
World Ranking
1905
National Ranking
1110

Mathematics

D-Index
51
Citations
32314
World Ranking
986
National Ranking
456

Research.com Recognitions

  • 2001 - Fellow of the American Statistical Association (ASA)

Overview

Siddhartha Chib is affiliated with Washington University in St. Louis in the United States. Their research primarily explores areas within economics, econometrics, mathematics, and finance, with significant contributions to statistical methods and inference, Bayesian approaches, and economic policy analysis.

The scientist's notable recent publications include:

  • Winners from Winners: A Tale of Risk Factors, 2023, Management Science
  • NONPARAMETRIC BAYES ANALYSIS OF THE SHARP AND FUZZY REGRESSION DISCONTINUITY DESIGNS, 2022, Econometric Theory
  • DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors, 2021, Computational Economics
  • DSGE-SVt: An Econometric Toolkit for High-Dimensional DSGE Models with SV and t Errors, 2021, Working paper
  • Slope Factors Outperform: Evidence from a Large Comparative Study, 2021, SSRN Electronic Journal

Frequent co-authors who have collaborated in multiple publications with Siddhartha Chib include Minchul Shin, Fei Tan, Anna Simoni, Yi Chun Lin, and Kuntara Pukthuanthong.

Most publications appear in several venues, with the most frequent being SSRN Electronic Journal, Working paper archives, arXiv, Journal of Econometrics, and Management Science.

The scientist's research spans broad fields of study, with the quantity of related publications signaling depth in specific topics:

  • Economics, Econometrics and Finance
  • Mathematics

Within these fields, research subfields include:

  • Statistics and Probability
  • Economics and Econometrics
  • Finance
  • General Economics, Econometrics and Finance
  • Artificial Intelligence

Key research topics covered in the work by Siddhartha Chib are:

  • Statistical Methods and Inference
  • Monetary Policy and Economic Impact
  • Statistical Methods and Bayesian Inference
  • Bayesian Methods and Mixture Models
  • Financial Markets and Investment Strategies
  • Energy, Environment, and Transportation Policies
  • Climate Change Policy and Economics

Siddhartha Chib was recognized as a Fellow of the American Statistical Association (ASA) in 2001.

Best Publications

  • Understanding the Metropolis-Hastings Algorithm

    Siddhartha Chib;Edward Greenberg

  • Bayesian analysis of binary and polychotomous response data

    James H. Albert;Siddhartha Chib

  • STOCHASTIC VOLATILITY : LIKELIHOOD INFERENCE AND COMPARISON WITH ARCH MODELS

    Sangjoon Kim;Neil Shephard;Siddhartha Chib

  • Marginal Likelihood from the Gibbs Output

    Siddhartha Chib

  • Bayesian Model Choice Via Markov Chain Monte Carlo Methods

    Bradley P. Carlin;Siddhartha Chib

  • Marginal Likelihood From the Metropolis–Hastings Output

    Siddhartha Chib;Ivan Jeliazkov

  • Analysis of multivariate probit models

    Siddhartha Chib;Edward Greenberg

  • Estimation and comparison of multiple change-point models

    Siddhartha Chib

  • Markov chain Monte Carlo methods for stochastic volatility models

    Siddhartha Chib;Federico Nardari;Neil Shephard

  • Calculating posterior distributions and modal estimates in Markov mixture models

    Siddhartha Chib

  • Bayes inference via Gibbs sampling of autoregressive time series subject to Markov mean and variance shifts

    James H. Albert;Siddhartha Chib

  • LIKELIHOOD INFERENCE FOR DISCRETELY OBSERVED NONLINEAR DIFFUSIONS

    Ola Elerian;Siddhartha Chib;Neil Shephard

  • Markov Chain Monte Carlo Simulation Methods in Econometrics

    Siddhartha Chib;Edward Greenberg

  • Stochastic volatility with leverage: Fast and efficient likelihood inference

    Yashuhiro Omori;Siddhartha Chib;Neil Shephard;Jouchi Nakajima

  • Bayes inference in regression models with ARMA (p, q) errors

    Siddhartha Chib;Edward Greenberg

  • MARKOV CHAIN MONTE CARLO METHODS: COMPUTATION AND INFERENCE

    Siddhartha Chib

  • Analysis of high dimensional multivariate stochastic volatility models

    Siddhartha Chib;Federico Nardari;Neil Shephard

  • Bayes inference in the Tobit censored regression model

    Siddhartha Chib

  • Markov Chain Monte Carlo Analysis of Correlated Count Data

    Siddhartha Chib;Rainer Winkelmann

  • Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models☆

    Siddhartha Chib;Edward Greenberg

Frequent Co-Authors

Neil Shephard
Neil Shephard Harvard University
Rainer Winkelmann
Rainer Winkelmann University of Zurich
Bradley P. Carlin
Bradley P. Carlin University of Minnesota
Ya'acov Ritov
Ya'acov Ritov University of Michigan–Ann Arbor
Anthony C. Davison
Anthony C. Davison École Polytechnique Fédérale de Lausanne
James M. Robins
James M. Robins Harvard University
Eric J. Feuer
Eric J. Feuer National Institutes of Health
Thomas F. Cooley
Thomas F. Cooley New York University
Gary Koop
Gary Koop University of Strathclyde
Konstantinos Fokianos
Konstantinos Fokianos University of Cyprus

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