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 9 13 97
A Statistical Recurrent Stochastic Volatility Model for Stock Markets 0 1 2 47 1 5 9 68
A unified approach to nonlinearity, structural change and outliers 0 0 0 49 4 8 10 149
Adaptive hybrid Metropolis-Hastings samplers for DSGE models 0 0 0 178 0 3 5 369
Additive Nonparametric Regression for Time Series 0 0 0 122 1 2 3 878
Additive Nonparametric Regression with Autocorrelated Errors 0 0 0 0 1 3 6 534
Bayesian Covariance Matrix Estimation using a Mixture of Decomposable Graphical Models 0 0 1 177 1 7 8 693
Bayesian Estimation of an Autoregressive Model Using Markov Chain Monte Carlo 0 0 0 298 3 9 13 1,774
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 3 3 677
Bayesian Variable Selection of Risk Factors in the APT Model 0 0 0 207 0 5 5 600
Block-Wise Pseudo-Marginal Metropolis-Hastings 0 0 1 36 2 10 16 72
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 2 542 1 7 11 1,326
Estimating Long-Term Trends in Tropospheric Ozone Levels 0 0 0 0 1 2 2 835
Exact ABC using Importance Sampling 0 0 0 20 2 3 5 34
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 2 3 5 944
Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities 1 1 1 51 1 5 6 132
Hamiltonian Monte Carlo with Energy Conserving Subsampling 0 0 0 17 1 9 11 39
Markov Chain Monte Carlo in Conditionally Gaussian State Space Models 0 0 0 157 0 1 6 1,206
Modeling Conditional Densities Using Finite Smooth Mixtures 0 0 0 30 1 3 3 92
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 1 3 9 331
Nonparametric Regression using Bayesian Variable Selection 0 0 0 87 2 7 12 1,363
Nonparametric Seemingly Unrelated Regression 0 0 0 0 2 6 7 2,204
Random Effects Models with Deep Neural Network Basis Functions: Methodology and Computation 1 3 5 206 3 11 18 720
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 5 7 1,083
SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR 0 0 0 17 3 6 9 90
SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING 0 0 0 23 0 5 9 117
Semiparametric Bayesian inference for time series with mixed spectra 0 0 0 34 2 5 7 529
Speeding up MCMC by Efficient Data Subsampling 0 0 0 29 0 2 7 78
Subsampling Sequential Monte Carlo for Static Bayesian Models 0 0 0 14 0 5 6 38
Total Working Papers 2 5 13 2,935 36 157 240 18,666

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 4 7 12
A Bayesian approach to additive semiparametric regression 0 0 0 37 0 3 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 0 2 3 7
A Nonparametric Approach to Identifying Latent Relationships in Hierarchical Models 0 0 0 5 0 4 4 63
A copula based Bayesian approach for paid–incurred claims models for non-life insurance reserving 0 0 0 1 1 7 12 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 3 10 14 420
Adaptive sampling for Bayesian variable selection 0 0 0 26 0 1 4 121
Additive nonparametric regression with autocorrelated errors 0 0 1 1 5 6 9 18
Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models 1 1 1 32 1 6 8 215
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 64 0 3 6 175
Bayesian estimation of a random effects heteroscedastic probit model 0 0 0 49 0 5 8 240
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo 0 2 4 229 1 7 16 449
Bayesian inference for nonlinear structural time series models 0 0 0 34 1 10 13 154
Bayesian variable selection and model averaging in the arbitrage pricing theory model 0 0 0 58 0 4 6 212
Computing p-values for the generalized Durbin-Watson and other invariant test statistics 0 0 4 244 0 5 11 1,052
Computing p‐Values for the Generalized Durbin–Watson Statistic and Residual Autocorrelations in Regression 0 0 0 2 1 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 3 5 52
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 0 4 7 349
Efficient Bayesian inference for Gaussian copula regression models 0 1 3 213 0 5 10 460
Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage 0 0 0 12 4 7 9 72
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator 0 0 0 6 0 5 8 46
FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS 0 0 0 5 1 8 12 22
Generalized smooth finite mixtures 0 0 0 25 4 6 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 0 0 2 77
Local identification of ARMAX structures subject to nonlinear constraints 0 0 0 6 0 0 2 32
Mixed Marginal Copula Modeling 0 0 0 10 2 4 9 41
Model selection in spline nonparametric regression 0 0 0 45 1 6 6 119
Modelling dependence using skew t copulas: Bayesian inference and applications 0 0 0 0 1 2 2 145
Multivariate Stochastic Volatility Models with Correlated Errors 0 0 0 28 2 5 9 111
Multivariate probit models for conditional claim-types 0 1 1 57 2 6 8 254
Nonparametric regression using Bayesian variable selection 0 1 4 606 1 8 29 1,153
Nonparametric seemingly unrelated regression 0 0 1 231 1 3 7 515
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter 0 1 5 118 5 21 30 379
On the Relative Efficiency of Two Methods of Estimating a Dynamic Simultaneous Equations Model 0 0 0 11 0 4 4 43
Parsimonious Covariance Matrix Estimation for Longitudinal Data 0 0 1 225 1 4 10 399
Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models 0 0 0 43 1 5 5 169
Particle efficient importance sampling 1 1 1 13 8 10 12 101
ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS 0 0 0 2 1 4 5 9
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 0 40 1 5 9 172
Semiparametric Bayesian Inference for Time Series with Mixed Spectra 0 0 0 3 0 3 8 24
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 0 3 4 58
Testing for linearity in a semiparametric regression model 0 0 0 30 1 3 6 93
The nonparametric estimation of growth curves 0 0 0 1 1 3 4 10
Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models 0 0 0 45 1 3 7 117
When is an aggregate of a time series efficiently forecast by its past? 0 0 2 93 1 4 14 219
Total Journal Articles 2 8 28 3,172 54 237 409 9,305

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Statistics updated 2026-03-04