[Picture of Siddhartha Chib]


Harry C. Hartkopf Professor of Econometrics and Statistics
Olin Business School
Washington University in St. Louis
Campus Box 1133, 1 Brookings Dr.
St. Louis, MO 63130, USA

office: 229 Simon Hall
email: chib@wustl.edu
phone: (314) 935-4657
fax: (314) 935-6359

Research and Teaching

Professor Chib is an econometrician and statistician who works in Bayesian statistics, econometrics and Markov chain Monte Carlo (MCMC) methods. He is a Fellow of the American Statistical Association, of the International Society of Bayesian Analysis and the Journal of Econometrics. He is an Associate Editor of the Journal of Computational and Graphical Statistics, and Statistics and Computing. Since 2003, he has directed the annual NBER-NSF sponsored Seminar in Bayesian Econometrics and Statistics (SBIES), a conference which features presentations by young and established researchers working on the theory and application of Bayesian methods.

He teaches statistics and econometrics to students in the MBA, specialized MS, and doctoral programs.

In his research,
which is available here, he has developed novel and original inferential approaches and methods for diverse problems spanning the analysis of binary, categorical and censored data, the Metropolis-Hastings algorithm, the computation of the marginal likelihood in parametric and non-parametric Bayesian models, and techniques for estimating and comparing complex models, such as univariate and multivariate models of stochastic volatilty, univariate and multivariate ARMA models, hidden Markov models, models with multiple change points, discretely observed diffusions, multivariate models of count data, causal models with endogenous treatments in cross-sectional and panel domains, and hierarchical models for longitudinal data with correlated effects, that that have been widely used by researchers in statistics, economics, social sciences and the sciences.

Current research is concerned with the development of moment-based Bayesian nonparametric inferential methods; Bayesian causal inference from moments; endogeneity testing in distribution-free regression; scaleable estimation of discrete choice models with unknown choice sets; nonparametric slope factors for asset pricing; and consistent change-point detection in non-conjugate VAR models.

Areas of research and sampling of papers