Understanding the metropolis-hastings algorithm S Chib, E Greenberg The american statistician 49 (4), 327-335, 1995 | 5722 | 1995 |

Bayesian analysis of binary and polychotomous response data JH Albert, S Chib Journal of the American statistical Association 88 (422), 669-679, 1993 | 3992 | 1993 |

Stochastic volatility: likelihood inference and comparison with ARCH models S Kim, N Shephard, S Chib The review of economic studies 65 (3), 361-393, 1998 | 2973 | 1998 |

Marginal likelihood from the Gibbs output S Chib Journal of the american statistical association 90 (432), 1313-1321, 1995 | 2501 | 1995 |

Bayesian model choice via Markov chain Monte Carlo methods BP Carlin, S Chib Journal of the Royal Statistical Society: Series B (Methodological) 57 (3 …, 1995 | 1354 | 1995 |

Marginal likelihood from the Metropolis–Hastings output S Chib, I Jeliazkov Journal of the American statistical association 96 (453), 270-281, 2001 | 1324 | 2001 |

Analysis of multivariate probit models S Chib, E Greenberg Biometrika 85 (2), 347-361, 1998 | 1016 | 1998 |

Estimation and comparison of multiple change-point models S Chib Journal of econometrics 86 (2), 221-241, 1998 | 802 | 1998 |

Markov chain Monte Carlo methods for stochastic volatility models S Chib, F Nardari, N Shephard Journal of Econometrics 108 (2), 281-316, 2002 | 780 | 2002 |

Calculating posterior distributions and modal estimates in Markov mixture models S Chib Journal of Econometrics 75 (1), 79-97, 1996 | 694 | 1996 |

Bayes inference via Gibbs sampling of autoregressive time series subject to Markov mean and variance shifts JH Albert, S Chib Journal of Business & Economic Statistics 11 (1), 1-15, 1993 | 682 | 1993 |

Markov chain Monte Carlo simulation methods in econometrics S Chib, E Greenberg Econometric theory 12 (3), 409-431, 1996 | 630 | 1996 |

Likelihood inference for discretely observed nonlinear diffusions O Elerian, S Chib, N Shephard Econometrica 69 (4), 959-993, 2001 | 626 | 2001 |

Stochastic volatility with leverage: Fast and efficient likelihood inference Y Omori, S Chib, N Shephard, J Nakajima Journal of Econometrics 140 (2), 425-449, 2007 | 545 | 2007 |

Bayes inference in regression models with ARMA (p, q) errors S Chib, E Greenberg Journal of Econometrics 64 (1-2), 183-206, 1994 | 531 | 1994 |

Markov chain Monte Carlo methods: computation and inference S Chib Handbook of econometrics 5, 3569-3649, 2001 | 504 | 2001 |

Bayes inference in the Tobit censored regression model S Chib Journal of Econometrics 51 (1-2), 79-99, 1992 | 414 | 1992 |

Analysis of high dimensional multivariate stochastic volatility models S Chib, F Nardari, N Shephard Journal of Econometrics 134 (2), 341-371, 2006 | 401 | 2006 |

Markov chain Monte Carlo analysis of correlated count data S Chib, R Winkelmann Journal of Business & Economic Statistics 19 (4), 428-435, 2001 | 300 | 2001 |

Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models S Chib, E Greenberg Journal of Econometrics 68 (2), 339-360, 1995 | 284 | 1995 |