Access Statistics for Robert J. Kohn

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Copula Based Bayesian Approach for Paid-Incurred Claims Models for Non-Life Insurance Reserving 0 1 1 43 3 5 18 106
A Statistical Recurrent Stochastic Volatility Model for Stock Markets 0 0 1 47 2 5 13 76
A unified approach to nonlinearity, structural change and outliers 0 0 0 49 0 0 14 153
Adaptive hybrid Metropolis-Hastings samplers for DSGE models 0 0 0 178 1 2 12 377
Additive Nonparametric Regression for Time Series 0 0 0 122 2 2 6 882
Additive Nonparametric Regression with Autocorrelated Errors 0 0 0 0 3 5 11 541
Bayesian Covariance Matrix Estimation using a Mixture of Decomposable Graphical Models 0 0 1 177 2 3 16 701
Bayesian Estimation of an Autoregressive Model Using Markov Chain Monte Carlo 0 0 0 298 0 0 13 1,778
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 0 2 2 6 680
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 76 3 5 10 790
Bayesian Variable Selection of Risk Factors in the APT Model 0 0 0 207 2 2 10 605
Block-Wise Pseudo-Marginal Metropolis-Hastings 1 1 1 37 3 3 24 85
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 0 542 3 5 17 1,336
Estimating Long-Term Trends in Tropospheric Ozone Levels 0 0 0 0 0 0 7 840
Exact ABC using Importance Sampling 0 0 0 20 1 1 7 37
Fast Inference for Intractable Likelihood Problems using Variational B ayes 0 0 0 23 1 1 6 53
Finite sample performance of robust Bayesian regression 0 0 0 86 2 3 7 948
Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities 0 0 1 51 0 0 10 136
Hamiltonian Monte Carlo with Energy Conserving Subsampling 0 0 0 17 2 3 23 53
Markov Chain Monte Carlo in Conditionally Gaussian State Space Models 0 0 0 157 3 4 10 1,214
Modeling Conditional Densities Using Finite Smooth Mixtures 0 0 0 30 0 0 5 94
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 2 4 16 341
Nonparametric Regression using Bayesian Variable Selection 0 0 0 87 0 1 15 1,370
Nonparametric Seemingly Unrelated Regression 0 0 0 0 4 5 23 2,221
Random Effects Models with Deep Neural Network Basis Functions: Methodology and Computation 0 1 10 212 0 5 35 741
Robust Bayesian estimation of autoregressive-moving range models 0 0 0 122 5 6 8 769
Robust Bayesian nonparametric regression 0 0 0 126 3 6 13 1,091
SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR 0 0 0 17 2 2 11 94
SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING 0 0 0 23 2 3 18 130
Semiparametric Bayesian inference for time series with mixed spectra 0 0 0 34 1 2 8 531
Speeding up MCMC by Efficient Data Subsampling 0 0 0 29 2 2 7 82
Subsampling Sequential Monte Carlo for Static Bayesian Models 0 0 0 14 2 2 10 43
Total Working Papers 1 3 15 2,943 58 89 409 18,898

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A BAYESIAN APPROACH TO ESTIMATING AND FORECASTING ADDITIVE NONPARAMETRIC AUTOREGRESSIVE MODELS 0 0 0 2 2 2 11 17
A Bayesian approach to additive semiparametric regression 0 0 0 37 2 2 12 116
A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models 0 0 1 44 1 1 4 163
A NOTE ON SQUARE ROOT FILTERING FOR VECTOR AUTOREGRESSIVE MOVING‐AVERAGE MODELS 0 0 0 0 3 3 10 14
A Nonparametric Approach to Identifying Latent Relationships in Hierarchical Models 0 0 0 5 3 4 9 68
A copula based Bayesian approach for paid–incurred claims models for non-life insurance reserving 0 1 1 2 2 5 15 44
A note on an alternative derivation of the likelihood of an autoregressive moving average process 0 0 0 9 3 3 4 39
A unified approach to nonlinearity, structural change, and outliers 0 0 0 167 4 4 18 426
Adaptive sampling for Bayesian variable selection 0 0 0 26 2 3 9 128
Additive nonparametric regression with autocorrelated errors 0 0 0 1 1 2 12 22
Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models 0 0 1 32 1 1 12 219
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 64 2 3 12 183
Bayesian estimation of a random effects heteroscedastic probit model 0 0 0 49 1 1 12 245
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo 0 0 2 229 3 6 21 460
Bayesian inference for nonlinear structural time series models 0 0 0 34 2 5 20 164
Bayesian variable selection and model averaging in the arbitrage pricing theory model 0 0 0 58 0 0 11 218
Computing p-values for the generalized Durbin-Watson and other invariant test statistics 0 0 0 244 3 3 10 1,057
Computing p‐Values for the Generalized Durbin–Watson Statistic and Residual Autocorrelations in Regression 0 0 0 2 1 1 5 13
Consistent Estimation of Minimal Subset Dimension 0 0 0 14 0 0 9 106
Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach 0 0 0 6 1 1 8 57
Diagnostics for Time Series Analysis 0 0 0 3 2 2 6 17
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 0 144 2 2 11 356
Efficient Bayesian inference for Gaussian copula regression models 0 0 7 218 2 4 25 478
Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage 0 0 0 12 1 2 12 77
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator 0 0 0 6 1 1 10 51
FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS 0 0 1 6 2 2 15 28
Generalized smooth finite mixtures 0 0 0 25 6 6 14 154
Identification Results for ARMAX Structures 0 0 0 67 0 0 5 208
Local and global identification and strong consistency in time series models 0 0 0 29 1 1 2 79
Local identification of ARMAX structures subject to nonlinear constraints 0 0 0 6 2 2 5 36
Mixed Marginal Copula Modeling 0 1 1 11 1 2 15 51
Model selection in spline nonparametric regression 0 0 0 45 4 4 12 125
Modelling dependence using skew t copulas: Bayesian inference and applications 0 0 0 0 4 8 15 158
Multivariate Stochastic Volatility Models with Correlated Errors 0 0 0 28 2 2 14 120
Multivariate probit models for conditional claim-types 0 0 1 57 2 3 15 263
Nonparametric regression using Bayesian variable selection 1 2 4 609 4 6 17 1,162
Nonparametric seemingly unrelated regression 0 0 1 232 0 0 36 545
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter 0 1 3 120 1 3 39 394
On the Relative Efficiency of Two Methods of Estimating a Dynamic Simultaneous Equations Model 0 0 0 11 0 0 5 44
Parsimonious Covariance Matrix Estimation for Longitudinal Data 0 0 0 225 2 2 10 404
Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models 0 0 0 43 3 16 27 191
Particle efficient importance sampling 0 0 1 13 0 1 19 110
ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS 0 0 0 2 2 2 8 12
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 0 40 3 5 17 182
Semiparametric Bayesian Inference for Time Series with Mixed Spectra 0 0 0 3 0 1 8 28
Statistical Correction of a Deterministic Numerical Weather Prediction Model 0 0 0 33 3 4 8 113
Subsampling MCMC - an Introduction for the Survey Statistician 0 0 0 5 0 1 7 62
Testing for linearity in a semiparametric regression model 0 0 0 30 1 2 7 96
The nonparametric estimation of growth curves 0 0 0 1 1 2 6 13
Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models 0 0 0 45 2 3 7 120
When is an aggregate of a time series efficiently forecast by its past? 0 0 0 93 2 4 13 228
Total Journal Articles 1 5 24 3,187 93 143 634 9,664

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Statistics updated 2026-11-12