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 0 1 42 3 9 13 97
A Statistical Recurrent Stochastic Volatility Model for Stock Markets 0 1 2 47 2 4 9 67
A unified approach to nonlinearity, structural change and outliers 0 0 0 49 4 6 6 145
Adaptive hybrid Metropolis-Hastings samplers for DSGE models 0 0 0 178 2 4 5 369
Additive Nonparametric Regression for Time Series 0 0 0 122 1 1 2 877
Additive Nonparametric Regression with Autocorrelated Errors 0 0 0 0 1 3 5 533
Bayesian Covariance Matrix Estimation using a Mixture of Decomposable Graphical Models 0 1 1 177 5 7 7 692
Bayesian Estimation of an Autoregressive Model Using Markov Chain Monte Carlo 0 0 0 298 5 6 10 1,771
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 76 0 2 2 782
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 0 1 2 3 676
Bayesian Variable Selection of Risk Factors in the APT Model 0 0 0 207 3 5 5 600
Block-Wise Pseudo-Marginal Metropolis-Hastings 0 0 1 36 7 9 15 70
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 3 542 3 6 11 1,325
Estimating Long-Term Trends in Tropospheric Ozone Levels 0 0 0 0 0 1 1 834
Exact ABC using Importance Sampling 0 0 0 20 0 2 3 32
Fast Inference for Intractable Likelihood Problems using Variational B ayes 0 0 0 23 2 3 3 50
Finite sample performance of robust Bayesian regression 0 0 0 86 1 1 5 942
Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities 0 0 0 50 2 5 5 131
Hamiltonian Monte Carlo with Energy Conserving Subsampling 0 0 0 17 8 8 10 38
Markov Chain Monte Carlo in Conditionally Gaussian State Space Models 0 0 0 157 0 2 6 1,206
Modeling Conditional Densities Using Finite Smooth Mixtures 0 0 0 30 1 2 3 91
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 2 5 8 330
Nonparametric Regression using Bayesian Variable Selection 0 0 0 87 2 6 10 1,361
Nonparametric Seemingly Unrelated Regression 0 0 0 0 2 4 6 2,202
Random Effects Models with Deep Neural Network Basis Functions: Methodology and Computation 2 3 5 205 5 11 16 717
Robust Bayesian estimation of autoregressive-moving range models 0 0 0 122 1 1 4 762
Robust Bayesian nonparametric regression 0 0 0 126 3 5 7 1,083
SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR 0 0 0 17 1 4 6 87
SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING 0 0 0 23 4 5 10 117
Semiparametric Bayesian inference for time series with mixed spectra 0 0 0 34 1 4 5 527
Speeding up MCMC by Efficient Data Subsampling 0 0 0 29 1 3 8 78
Subsampling Sequential Monte Carlo for Static Bayesian Models 0 0 0 14 2 5 6 38
Total Working Papers 2 5 13 2,933 75 141 215 18,630

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 3 6 7 12
A Bayesian approach to additive semiparametric regression 0 0 0 37 2 4 8 108
A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models 0 0 0 43 0 1 2 160
A NOTE ON SQUARE ROOT FILTERING FOR VECTOR AUTOREGRESSIVE MOVING‐AVERAGE MODELS 0 0 0 0 2 3 3 7
A Nonparametric Approach to Identifying Latent Relationships in Hierarchical Models 0 0 0 5 2 4 5 63
A copula based Bayesian approach for paid–incurred claims models for non-life insurance reserving 0 0 0 1 2 6 11 35
A note on an alternative derivation of the likelihood of an autoregressive moving average process 0 0 0 9 0 1 3 36
A unified approach to nonlinearity, structural change, and outliers 0 0 0 167 6 9 12 417
Adaptive sampling for Bayesian variable selection 0 0 0 26 1 2 4 121
Additive nonparametric regression with autocorrelated errors 0 0 1 1 0 3 5 13
Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models 0 0 1 31 3 7 8 214
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 64 1 4 6 175
Bayesian estimation of a random effects heteroscedastic probit model 0 0 0 49 5 7 8 240
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo 1 2 4 229 4 9 15 448
Bayesian inference for nonlinear structural time series models 0 0 0 34 9 9 12 153
Bayesian variable selection and model averaging in the arbitrage pricing theory model 0 0 0 58 3 5 6 212
Computing p-values for the generalized Durbin-Watson and other invariant test statistics 0 0 4 244 2 5 13 1,052
Computing p‐Values for the Generalized Durbin–Watson Statistic and Residual Autocorrelations in Regression 0 0 0 2 3 3 6 11
Consistent Estimation of Minimal Subset Dimension 0 0 0 14 6 6 8 103
Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach 0 0 0 6 0 2 5 51
Diagnostics for Time Series Analysis 0 0 0 3 2 2 2 13
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 0 144 3 4 7 349
Efficient Bayesian inference for Gaussian copula regression models 1 2 3 213 3 7 12 460
Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage 0 0 0 12 1 3 5 68
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator 0 0 0 6 3 5 8 46
FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS 0 0 0 5 3 8 11 21
Generalized smooth finite mixtures 0 0 0 25 1 2 6 142
Identification Results for ARMAX Structures 0 0 0 67 2 2 2 205
Local and global identification and strong consistency in time series models 0 0 1 29 0 0 3 77
Local identification of ARMAX structures subject to nonlinear constraints 0 0 0 6 0 1 4 32
Mixed Marginal Copula Modeling 0 0 0 10 1 3 7 39
Model selection in spline nonparametric regression 0 0 0 45 5 5 5 118
Modelling dependence using skew t copulas: Bayesian inference and applications 0 0 0 0 1 1 2 144
Multivariate Stochastic Volatility Models with Correlated Errors 0 0 0 28 2 3 7 109
Multivariate probit models for conditional claim-types 0 1 1 57 0 4 6 252
Nonparametric regression using Bayesian variable selection 1 1 4 606 4 7 28 1,152
Nonparametric seemingly unrelated regression 0 0 1 231 1 5 6 514
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter 0 1 5 118 15 19 26 374
On the Relative Efficiency of Two Methods of Estimating a Dynamic Simultaneous Equations Model 0 0 0 11 3 4 4 43
Parsimonious Covariance Matrix Estimation for Longitudinal Data 0 0 1 225 3 4 10 398
Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models 0 0 0 43 4 4 4 168
Particle efficient importance sampling 0 0 0 12 2 2 5 93
ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS 0 0 0 2 3 4 5 8
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 0 40 4 6 8 171
Semiparametric Bayesian Inference for Time Series with Mixed Spectra 0 0 0 3 1 4 8 24
Statistical Correction of a Deterministic Numerical Weather Prediction Model 0 0 0 33 2 2 4 107
Subsampling MCMC - an Introduction for the Survey Statistician 0 0 0 5 2 3 4 58
Testing for linearity in a semiparametric regression model 0 0 0 30 1 3 5 92
The nonparametric estimation of growth curves 0 0 0 1 2 2 3 9
Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models 0 0 0 45 2 3 7 116
When is an aggregate of a time series efficiently forecast by its past? 0 0 2 93 2 3 13 218
Total Journal Articles 3 7 28 3,170 132 221 374 9,251

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Statistics updated 2026-02-12