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 0 3 6 88
A Statistical Recurrent Stochastic Volatility Model for Stock Markets 0 0 1 46 0 3 6 63
A unified approach to nonlinearity, structural change and outliers 0 0 0 49 2 2 2 141
Adaptive hybrid Metropolis-Hastings samplers for DSGE models 0 0 0 178 1 2 5 366
Additive Nonparametric Regression for Time Series 0 0 0 122 0 0 1 876
Additive Nonparametric Regression with Autocorrelated Errors 0 0 0 0 1 2 3 531
Bayesian Covariance Matrix Estimation using a Mixture of Decomposable Graphical Models 1 1 1 177 1 1 1 686
Bayesian Estimation of an Autoregressive Model Using Markov Chain Monte Carlo 0 0 0 298 0 1 5 1,765
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 76 0 0 0 780
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 0 0 0 1 674
Bayesian Variable Selection of Risk Factors in the APT Model 0 0 0 207 0 0 0 595
Block-Wise Pseudo-Marginal Metropolis-Hastings 0 1 1 36 1 3 8 62
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 3 542 0 1 6 1,319
Estimating Long-Term Trends in Tropospheric Ozone Levels 0 0 0 0 0 0 1 833
Exact ABC using Importance Sampling 0 0 0 20 1 2 3 31
Fast Inference for Intractable Likelihood Problems using Variational B ayes 0 0 0 23 1 1 3 48
Finite sample performance of robust Bayesian regression 0 0 0 86 0 0 4 941
Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities 0 0 0 50 1 1 2 127
Hamiltonian Monte Carlo with Energy Conserving Subsampling 0 0 0 17 0 1 3 30
Markov Chain Monte Carlo in Conditionally Gaussian State Space Models 0 0 0 157 1 3 5 1,205
Modeling Conditional Densities Using Finite Smooth Mixtures 0 0 0 30 0 0 2 89
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 3 5 7 328
Nonparametric Regression using Bayesian Variable Selection 0 0 0 87 1 2 6 1,356
Nonparametric Seemingly Unrelated Regression 0 0 0 0 0 1 3 2,198
Random Effects Models with Deep Neural Network Basis Functions: Methodology and Computation 1 1 6 203 3 4 13 709
Robust Bayesian estimation of autoregressive-moving range models 0 0 0 122 0 2 3 761
Robust Bayesian nonparametric regression 0 0 0 126 0 0 2 1,078
SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR 0 0 0 17 1 3 5 84
SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING 0 0 0 23 0 1 6 112
Semiparametric Bayesian inference for time series with mixed spectra 0 0 0 34 1 2 2 524
Speeding up MCMC by Efficient Data Subsampling 0 0 0 29 1 2 7 76
Subsampling Sequential Monte Carlo for Static Bayesian Models 0 0 0 14 0 1 1 33
Total Working Papers 2 3 13 2,930 20 49 122 18,509

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 4 8
A Bayesian approach to additive semiparametric regression 0 0 1 37 1 2 7 105
A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models 0 0 0 43 1 1 2 160
A NOTE ON SQUARE ROOT FILTERING FOR VECTOR AUTOREGRESSIVE MOVING‐AVERAGE MODELS 0 0 0 0 1 1 1 5
A Nonparametric Approach to Identifying Latent Relationships in Hierarchical Models 0 0 0 5 0 0 2 59
A copula based Bayesian approach for paid–incurred claims models for non-life insurance reserving 0 0 0 1 0 0 6 29
A note on an alternative derivation of the likelihood of an autoregressive moving average process 0 0 0 9 1 2 3 36
A unified approach to nonlinearity, structural change, and outliers 0 0 0 167 2 3 5 410
Adaptive sampling for Bayesian variable selection 0 0 0 26 1 1 3 120
Additive nonparametric regression with autocorrelated errors 0 0 1 1 2 2 5 12
Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models 0 0 1 31 2 2 4 209
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 64 1 2 3 172
Bayesian estimation of a random effects heteroscedastic probit model 0 0 0 49 2 3 3 235
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo 0 0 3 227 3 4 12 442
Bayesian inference for nonlinear structural time series models 0 0 0 34 0 1 4 144
Bayesian variable selection and model averaging in the arbitrage pricing theory model 0 0 0 58 1 1 4 208
Computing p-values for the generalized Durbin-Watson and other invariant test statistics 0 0 4 244 0 0 8 1,047
Computing p‐Values for the Generalized Durbin–Watson Statistic and Residual Autocorrelations in Regression 0 0 0 2 0 2 4 8
Consistent Estimation of Minimal Subset Dimension 0 0 0 14 0 0 2 97
Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach 0 0 0 6 0 1 6 49
Diagnostics for Time Series Analysis 0 0 0 3 0 0 2 11
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 0 144 0 0 3 345
Efficient Bayesian inference for Gaussian copula regression models 1 1 2 212 2 3 8 455
Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage 0 0 0 12 0 1 4 65
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator 0 0 0 6 0 2 4 41
FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS 0 0 2 5 1 2 6 14
Generalized smooth finite mixtures 0 0 1 25 0 3 5 140
Identification Results for ARMAX Structures 0 0 0 67 0 0 0 203
Local and global identification and strong consistency in time series models 0 0 1 29 0 2 4 77
Local identification of ARMAX structures subject to nonlinear constraints 0 0 0 6 1 1 5 32
Mixed Marginal Copula Modeling 0 0 0 10 1 4 7 37
Model selection in spline nonparametric regression 0 0 0 45 0 0 0 113
Modelling dependence using skew t copulas: Bayesian inference and applications 0 0 0 0 0 0 2 143
Multivariate Stochastic Volatility Models with Correlated Errors 0 0 0 28 0 3 4 106
Multivariate probit models for conditional claim-types 0 0 0 56 0 0 2 248
Nonparametric regression using Bayesian variable selection 0 0 4 605 0 4 24 1,145
Nonparametric seemingly unrelated regression 0 1 1 231 3 4 5 512
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter 0 3 7 117 3 6 16 358
On the Relative Efficiency of Two Methods of Estimating a Dynamic Simultaneous Equations Model 0 0 0 11 0 0 0 39
Parsimonious Covariance Matrix Estimation for Longitudinal Data 0 1 1 225 1 6 7 395
Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models 0 0 0 43 0 0 0 164
Particle efficient importance sampling 0 0 0 12 0 1 4 91
ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS 0 0 0 2 1 1 2 5
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 0 40 2 2 5 167
Semiparametric Bayesian Inference for Time Series with Mixed Spectra 0 0 0 3 1 4 5 21
Statistical Correction of a Deterministic Numerical Weather Prediction Model 0 0 0 33 0 1 3 105
Subsampling MCMC - an Introduction for the Survey Statistician 0 0 0 5 0 0 1 55
Testing for linearity in a semiparametric regression model 0 0 0 30 1 2 4 90
The nonparametric estimation of growth curves 0 0 0 1 0 1 2 7
Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models 0 0 0 45 1 3 7 114
When is an aggregate of a time series efficiently forecast by its past? 0 0 2 93 0 1 10 215
Total Journal Articles 1 6 31 3,164 38 87 239 9,068

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Statistics updated 2025-12-06