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 1 4 14 98
A Statistical Recurrent Stochastic Volatility Model for Stock Markets 0 0 2 47 1 4 10 69
A unified approach to nonlinearity, structural change and outliers 0 0 0 49 2 10 12 151
Adaptive hybrid Metropolis-Hastings samplers for DSGE models 0 0 0 178 1 3 6 370
Additive Nonparametric Regression for Time Series 0 0 0 122 0 2 3 878
Additive Nonparametric Regression with Autocorrelated Errors 0 0 0 0 0 2 6 534
Bayesian Covariance Matrix Estimation using a Mixture of Decomposable Graphical Models 0 0 1 177 1 7 9 694
Bayesian Estimation of an Autoregressive Model Using Markov Chain Monte Carlo 0 0 0 298 2 10 15 1,776
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 76 0 0 2 782
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 0 0 2 3 677
Bayesian Variable Selection of Risk Factors in the APT Model 0 0 0 207 1 4 6 601
Block-Wise Pseudo-Marginal Metropolis-Hastings 0 0 1 36 3 12 18 75
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 1 542 2 6 12 1,328
Estimating Long-Term Trends in Tropospheric Ozone Levels 0 0 0 0 0 1 2 835
Exact ABC using Importance Sampling 0 0 0 20 1 3 6 35
Fast Inference for Intractable Likelihood Problems using Variational B ayes 0 0 0 23 0 2 3 50
Finite sample performance of robust Bayesian regression 0 0 0 86 0 3 4 944
Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities 0 1 1 51 2 5 8 134
Hamiltonian Monte Carlo with Energy Conserving Subsampling 0 0 0 17 1 10 12 40
Markov Chain Monte Carlo in Conditionally Gaussian State Space Models 0 0 0 157 1 1 7 1,207
Modeling Conditional Densities Using Finite Smooth Mixtures 0 0 0 30 0 2 3 92
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 1 4 9 332
Nonparametric Regression using Bayesian Variable Selection 0 0 0 87 2 6 14 1,365
Nonparametric Seemingly Unrelated Regression 0 0 0 0 1 5 8 2,205
Random Effects Models with Deep Neural Network Basis Functions: Methodology and Computation 0 3 4 206 2 10 19 722
Robust Bayesian estimation of autoregressive-moving range models 0 0 0 122 0 1 4 762
Robust Bayesian nonparametric regression 0 0 0 126 0 3 7 1,083
SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR 0 0 0 17 0 4 9 90
SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING 0 0 0 23 3 7 12 120
Semiparametric Bayesian inference for time series with mixed spectra 0 0 0 34 0 3 7 529
Speeding up MCMC by Efficient Data Subsampling 0 0 0 29 0 1 6 78
Subsampling Sequential Monte Carlo for Static Bayesian Models 0 0 0 14 1 3 7 39
Total Working Papers 0 4 11 2,935 29 140 263 18,695

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 5 8 14
A Bayesian approach to additive semiparametric regression 0 0 0 37 0 2 8 108
A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models 0 0 0 43 0 0 2 160
A NOTE ON SQUARE ROOT FILTERING FOR VECTOR AUTOREGRESSIVE MOVING‐AVERAGE MODELS 0 0 0 0 1 3 4 8
A Nonparametric Approach to Identifying Latent Relationships in Hierarchical Models 0 0 0 5 0 2 4 63
A copula based Bayesian approach for paid–incurred claims models for non-life insurance reserving 0 0 0 1 0 3 11 36
A note on an alternative derivation of the likelihood of an autoregressive moving average process 0 0 0 9 0 0 3 36
A unified approach to nonlinearity, structural change, and outliers 0 0 0 167 1 10 15 421
Adaptive sampling for Bayesian variable selection 0 0 0 26 0 1 4 121
Additive nonparametric regression with autocorrelated errors 0 0 1 1 1 6 10 19
Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models 0 1 1 32 2 6 10 217
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 64 0 1 6 175
Bayesian estimation of a random effects heteroscedastic probit model 0 0 0 49 1 6 9 241
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo 0 1 4 229 2 7 18 451
Bayesian inference for nonlinear structural time series models 0 0 0 34 2 12 15 156
Bayesian variable selection and model averaging in the arbitrage pricing theory model 0 0 0 58 5 8 11 217
Computing p-values for the generalized Durbin-Watson and other invariant test statistics 0 0 4 244 0 2 11 1,052
Computing p‐Values for the Generalized Durbin–Watson Statistic and Residual Autocorrelations in Regression 0 0 0 2 0 4 7 12
Consistent Estimation of Minimal Subset Dimension 0 0 0 14 0 6 8 103
Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach 0 0 0 6 1 2 6 53
Diagnostics for Time Series Analysis 0 0 0 3 0 2 2 13
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 0 144 2 5 8 351
Efficient Bayesian inference for Gaussian copula regression models 1 2 4 214 3 6 13 463
Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage 0 0 0 12 2 7 11 74
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator 0 0 0 6 0 3 8 46
FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS 0 0 0 5 0 4 12 22
Generalized smooth finite mixtures 0 0 0 25 0 5 10 146
Identification Results for ARMAX Structures 0 0 0 67 0 2 2 205
Local and global identification and strong consistency in time series models 0 0 0 29 1 1 3 78
Local identification of ARMAX structures subject to nonlinear constraints 0 0 0 6 0 0 1 32
Mixed Marginal Copula Modeling 0 0 0 10 2 5 11 43
Model selection in spline nonparametric regression 0 0 0 45 1 7 7 120
Modelling dependence using skew t copulas: Bayesian inference and applications 0 0 0 0 1 3 3 146
Multivariate Stochastic Volatility Models with Correlated Errors 0 0 0 28 1 5 10 112
Multivariate probit models for conditional claim-types 0 0 1 57 0 2 7 254
Nonparametric regression using Bayesian variable selection 0 1 4 606 0 5 21 1,153
Nonparametric seemingly unrelated regression 0 0 1 231 16 18 23 531
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter 1 1 6 119 8 28 38 387
On the Relative Efficiency of Two Methods of Estimating a Dynamic Simultaneous Equations Model 0 0 0 11 0 3 4 43
Parsimonious Covariance Matrix Estimation for Longitudinal Data 0 0 1 225 0 4 10 399
Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models 0 0 0 43 2 7 7 171
Particle efficient importance sampling 0 1 1 13 4 14 16 105
ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS 0 0 0 2 1 5 6 10
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 0 40 2 7 11 174
Semiparametric Bayesian Inference for Time Series with Mixed Spectra 0 0 0 3 1 2 9 25
Statistical Correction of a Deterministic Numerical Weather Prediction Model 0 0 0 33 0 2 3 107
Subsampling MCMC - an Introduction for the Survey Statistician 0 0 0 5 1 3 5 59
Testing for linearity in a semiparametric regression model 0 0 0 30 0 2 6 93
The nonparametric estimation of growth curves 0 0 0 1 1 4 5 11
Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models 0 0 0 45 0 3 7 117
When is an aggregate of a time series efficiently forecast by its past? 0 0 2 93 0 3 10 219
Total Journal Articles 2 7 30 3,174 67 253 459 9,372

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Statistics updated 2026-04-09