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 0 40 0 0 1 81
A Statistical Recurrent Stochastic Volatility Model for Stock Markets 0 1 1 42 1 2 3 48
A unified approach to nonlinearity, structural change and outliers 0 0 0 49 0 0 0 138
Adaptive hybrid Metropolis-Hastings samplers for DSGE models 0 0 2 177 0 0 5 358
Additive Nonparametric Regression for Time Series 0 0 0 122 0 0 0 874
Additive Nonparametric Regression with Autocorrelated Errors 0 0 0 0 0 0 0 528
Bayesian Covariance Matrix Estimation using a Mixture of Decomposable Graphical Models 1 1 3 174 2 2 4 680
Bayesian Estimation of an Autoregressive Model Using Markov Chain Monte Carlo 0 0 0 298 1 4 7 1,755
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 0 0 0 0 670
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 76 0 0 1 778
Bayesian Variable Selection of Risk Factors in the APT Model 0 0 3 205 0 0 3 591
Block-Wise Pseudo-Marginal Metropolis-Hastings 0 0 0 34 0 1 7 47
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 1 3 536 0 2 7 1,307
Estimating Long-Term Trends in Tropospheric Ozone Levels 0 0 0 0 0 0 0 832
Exact ABC using Importance Sampling 0 0 1 20 0 0 3 25
Fast Inference for Intractable Likelihood Problems using Variational B ayes 0 0 0 23 1 1 4 45
Finite sample performance of robust Bayesian regression 0 0 0 86 0 0 0 934
Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities 0 0 0 49 0 0 1 124
Hamiltonian Monte Carlo with Energy Conserving Subsampling 0 0 1 16 0 2 4 23
Markov Chain Monte Carlo in Conditionally Gaussian State Space Models 0 0 0 157 0 0 1 1,197
Modeling Conditional Densities Using Finite Smooth Mixtures 0 0 0 30 0 0 0 84
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 0 0 2 319
Nonparametric Regression using Bayesian Variable Selection 0 0 0 87 0 2 12 1,339
Nonparametric Seemingly Unrelated Regression 0 0 0 0 0 0 3 2,192
Random Effects Models with Deep Neural Network Basis Functions: Methodology and Computation 0 9 44 184 14 40 159 640
Robust Bayesian estimation of autoregressive-moving range models 0 0 0 122 0 0 0 758
Robust Bayesian nonparametric regression 0 0 0 126 0 0 0 1,076
SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR 0 0 0 17 0 0 1 78
SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING 0 0 1 22 1 2 4 102
Semiparametric Bayesian inference for time series with mixed spectra 0 0 0 34 0 0 2 522
Speeding up MCMC by Efficient Data Subsampling 0 1 1 29 1 2 3 68
Subsampling Sequential Monte Carlo for Static Bayesian Models 0 0 0 14 0 0 3 29
Total Working Papers 1 13 60 2,888 21 60 240 18,242

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 0 0 0 1 2
A Bayesian approach to additive semiparametric regression 0 0 0 35 0 1 3 96
A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models 1 1 1 43 1 1 2 157
A NOTE ON SQUARE ROOT FILTERING FOR VECTOR AUTOREGRESSIVE MOVING‐AVERAGE MODELS 0 0 0 0 0 0 0 4
A Nonparametric Approach to Identifying Latent Relationships in Hierarchical Models 0 0 0 4 0 0 0 55
A copula based Bayesian approach for paid–incurred claims models for non-life insurance reserving 0 0 0 0 0 0 0 21
A note on an alternative derivation of the likelihood of an autoregressive moving average process 0 0 0 7 0 0 0 30
A unified approach to nonlinearity, structural change, and outliers 0 0 0 167 0 2 11 394
Adaptive sampling for Bayesian variable selection 0 0 0 26 0 0 0 116
Additive nonparametric regression with autocorrelated errors 0 0 0 0 0 0 0 6
Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models 0 0 0 30 0 0 1 205
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 63 0 0 1 168
Bayesian estimation of a random effects heteroscedastic probit model 0 0 0 49 0 0 0 230
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo 0 1 3 221 1 3 5 417
Bayesian inference for nonlinear structural time series models 0 0 0 34 0 0 1 138
Bayesian variable selection and model averaging in the arbitrage pricing theory model 0 0 1 57 0 0 1 198
Computing p-values for the generalized Durbin-Watson and other invariant test statistics 0 0 2 238 0 0 3 1,030
Computing p‐Values for the Generalized Durbin–Watson Statistic and Residual Autocorrelations in Regression 0 0 1 1 0 1 2 3
Consistent Estimation of Minimal Subset Dimension 0 0 0 14 0 0 0 94
Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach 0 0 0 6 0 0 0 41
Diagnostics for Time Series Analysis 0 0 2 2 0 0 2 4
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 0 141 0 2 2 335
Efficient Bayesian inference for Gaussian copula regression models 0 0 3 208 0 1 9 442
Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage 0 0 0 11 0 0 0 60
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator 0 0 1 6 0 0 1 37
FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS 0 0 0 3 0 0 1 8
Generalized smooth finite mixtures 0 0 2 23 0 1 3 113
Identification Results for ARMAX Structures 0 0 0 65 0 0 0 201
Local and global identification and strong consistency in time series models 0 0 0 28 0 0 0 73
Local identification of ARMAX structures subject to nonlinear constraints 0 0 0 6 0 0 0 27
Mixed Marginal Copula Modeling 0 0 1 6 0 1 4 23
Model selection in spline nonparametric regression 0 0 0 44 0 0 0 112
Modelling dependence using skew t copulas: Bayesian inference and applications 0 0 0 0 0 0 1 141
Multivariate Stochastic Volatility Models with Correlated Errors 0 0 0 25 0 0 1 97
Multivariate probit models for conditional claim-types 1 1 3 56 1 2 7 242
Nonparametric regression using Bayesian variable selection 1 4 13 577 1 10 31 1,077
Nonparametric seemingly unrelated regression 0 0 1 226 0 1 5 491
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter 1 2 7 99 1 4 18 316
On the Relative Efficiency of Two Methods of Estimating a Dynamic Simultaneous Equations Model 0 0 0 11 0 0 0 38
Parsimonious Covariance Matrix Estimation for Longitudinal Data 0 0 2 222 0 0 3 381
Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models 0 0 0 42 0 0 0 163
Particle efficient importance sampling 0 0 1 8 0 0 3 79
ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS 0 1 1 2 0 1 1 3
Regression density estimation using smooth adaptive Gaussian mixtures 1 1 2 38 1 1 4 153
Semiparametric Bayesian Inference for Time Series with Mixed Spectra 0 0 1 3 0 0 3 14
Statistical Correction of a Deterministic Numerical Weather Prediction Model 0 0 0 32 0 0 0 99
Subsampling MCMC - an Introduction for the Survey Statistician 0 0 0 5 0 0 3 49
Testing for linearity in a semiparametric regression model 0 0 1 29 0 0 1 85
The nonparametric estimation of growth curves 0 0 0 1 0 0 0 5
Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models 0 0 0 45 0 0 0 107
When is an aggregate of a time series efficiently forecast by its past? 0 0 4 87 0 1 6 196
Total Journal Articles 5 11 53 3,046 6 33 140 8,576

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Statistics updated 2023-05-07