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 4 17 101
A Statistical Recurrent Stochastic Volatility Model for Stock Markets 0 0 1 47 2 4 11 71
A unified approach to nonlinearity, structural change and outliers 0 0 0 49 2 8 14 153
Adaptive hybrid Metropolis-Hastings samplers for DSGE models 0 0 0 178 4 5 10 374
Additive Nonparametric Regression for Time Series 0 0 0 122 1 2 3 879
Additive Nonparametric Regression with Autocorrelated Errors 0 0 0 0 1 2 7 535
Bayesian Covariance Matrix Estimation using a Mixture of Decomposable Graphical Models 0 0 1 177 2 4 11 696
Bayesian Estimation of an Autoregressive Model Using Markov Chain Monte Carlo 0 0 0 298 1 6 15 1,777
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 0 1 2 4 678
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 76 3 3 5 785
Bayesian Variable Selection of Risk Factors in the APT Model 0 0 0 207 1 2 7 602
Block-Wise Pseudo-Marginal Metropolis-Hastings 0 0 1 36 6 11 24 81
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 0 542 0 3 11 1,328
Estimating Long-Term Trends in Tropospheric Ozone Levels 0 0 0 0 3 4 5 838
Exact ABC using Importance Sampling 0 0 0 20 1 4 7 36
Fast Inference for Intractable Likelihood Problems using Variational B ayes 0 0 0 23 1 1 4 51
Finite sample performance of robust Bayesian regression 0 0 0 86 1 3 4 945
Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities 0 1 1 51 0 3 8 134
Hamiltonian Monte Carlo with Energy Conserving Subsampling 0 0 0 17 10 12 22 50
Markov Chain Monte Carlo in Conditionally Gaussian State Space Models 0 0 0 157 2 3 9 1,209
Modeling Conditional Densities Using Finite Smooth Mixtures 0 0 0 30 1 2 4 93
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 2 4 11 334
Nonparametric Regression using Bayesian Variable Selection 0 0 0 87 3 7 16 1,368
Nonparametric Seemingly Unrelated Regression 0 0 0 0 7 10 15 2,212
Random Effects Models with Deep Neural Network Basis Functions: Methodology and Computation 0 1 4 206 4 9 23 726
Robust Bayesian estimation of autoregressive-moving range models 0 0 0 122 0 0 3 762
Robust Bayesian nonparametric regression 0 0 0 126 1 1 7 1,084
SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR 0 0 0 17 1 4 10 91
SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING 0 0 0 23 5 8 17 125
Semiparametric Bayesian inference for time series with mixed spectra 0 0 0 34 0 2 7 529
Speeding up MCMC by Efficient Data Subsampling 0 0 0 29 0 0 5 78
Subsampling Sequential Monte Carlo for Static Bayesian Models 0 0 0 14 1 2 8 40
Total Working Papers 0 2 9 2,935 70 135 324 18,765

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 0 2 8 14
A Bayesian approach to additive semiparametric regression 0 0 0 37 4 4 12 112
A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models 0 0 0 43 1 1 3 161
A NOTE ON SQUARE ROOT FILTERING FOR VECTOR AUTOREGRESSIVE MOVING‐AVERAGE MODELS 0 0 0 0 2 3 6 10
A Nonparametric Approach to Identifying Latent Relationships in Hierarchical Models 0 0 0 5 0 0 4 63
A copula based Bayesian approach for paid–incurred claims models for non-life insurance reserving 0 0 0 1 3 4 14 39
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 0 4 15 421
Adaptive sampling for Bayesian variable selection 0 0 0 26 2 2 6 123
Additive nonparametric regression with autocorrelated errors 0 0 1 1 1 7 11 20
Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models 0 1 1 32 1 4 11 218
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 64 5 5 11 180
Bayesian estimation of a random effects heteroscedastic probit model 0 0 0 49 3 4 12 244
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo 0 0 4 229 1 4 18 452
Bayesian inference for nonlinear structural time series models 0 0 0 34 1 4 16 157
Bayesian variable selection and model averaging in the arbitrage pricing theory model 0 0 0 58 0 5 11 217
Computing p-values for the generalized Durbin-Watson and other invariant test statistics 0 0 4 244 2 2 13 1,054
Computing p‐Values for the Generalized Durbin–Watson Statistic and Residual Autocorrelations in Regression 0 0 0 2 0 1 7 12
Consistent Estimation of Minimal Subset Dimension 0 0 0 14 2 2 10 105
Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach 0 0 0 6 2 4 8 55
Diagnostics for Time Series Analysis 0 0 0 3 1 1 3 14
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 0 144 1 3 9 352
Efficient Bayesian inference for Gaussian copula regression models 1 2 5 215 3 6 15 466
Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage 0 0 0 12 1 7 12 75
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator 0 0 0 6 3 3 11 49
FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS 1 1 1 6 4 5 15 26
Generalized smooth finite mixtures 0 0 0 25 0 4 10 146
Identification Results for ARMAX Structures 0 0 0 67 3 3 5 208
Local and global identification and strong consistency in time series models 0 0 0 29 0 1 3 78
Local identification of ARMAX structures subject to nonlinear constraints 0 0 0 6 1 1 2 33
Mixed Marginal Copula Modeling 0 0 0 10 5 9 16 48
Model selection in spline nonparametric regression 0 0 0 45 1 3 8 121
Modelling dependence using skew t copulas: Bayesian inference and applications 0 0 0 0 2 4 5 148
Multivariate Stochastic Volatility Models with Correlated Errors 0 0 0 28 5 8 15 117
Multivariate probit models for conditional claim-types 0 0 1 57 4 6 11 258
Nonparametric regression using Bayesian variable selection 1 1 4 607 1 2 18 1,154
Nonparametric seemingly unrelated regression 0 0 1 231 3 20 26 534
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter 0 1 6 119 1 14 38 388
On the Relative Efficiency of Two Methods of Estimating a Dynamic Simultaneous Equations Model 0 0 0 11 1 1 5 44
Parsimonious Covariance Matrix Estimation for Longitudinal Data 0 0 1 225 0 1 10 399
Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models 0 0 0 43 3 6 10 174
Particle efficient importance sampling 0 1 1 13 2 14 18 107
ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS 0 0 0 2 0 2 6 10
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 0 40 2 5 13 176
Semiparametric Bayesian Inference for Time Series with Mixed Spectra 0 0 0 3 0 1 8 25
Statistical Correction of a Deterministic Numerical Weather Prediction Model 0 0 0 33 1 1 4 108
Subsampling MCMC - an Introduction for the Survey Statistician 0 0 0 5 0 1 5 59
Testing for linearity in a semiparametric regression model 0 0 0 30 1 2 7 94
The nonparametric estimation of growth curves 0 0 0 1 0 2 5 11
Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models 0 0 0 45 0 1 7 117
When is an aggregate of a time series efficiently forecast by its past? 0 0 1 93 3 4 12 222
Total Journal Articles 3 7 31 3,177 82 203 531 9,454

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Statistics updated 2026-05-06