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 42 0 0 16 101
A Statistical Recurrent Stochastic Volatility Model for Stock Markets 0 0 1 47 0 0 11 71
A unified approach to nonlinearity, structural change and outliers 0 0 0 49 0 0 14 153
Adaptive hybrid Metropolis-Hastings samplers for DSGE models 0 0 0 178 0 1 11 375
Additive Nonparametric Regression for Time Series 0 0 0 122 0 1 4 880
Additive Nonparametric Regression with Autocorrelated Errors 0 0 0 0 0 1 7 536
Bayesian Covariance Matrix Estimation using a Mixture of Decomposable Graphical Models 0 0 1 177 1 2 13 698
Bayesian Estimation of an Autoregressive Model Using Markov Chain Monte Carlo 0 0 0 298 0 1 15 1,778
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 0 0 0 4 678
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 76 0 0 5 785
Bayesian Variable Selection of Risk Factors in the APT Model 0 0 0 207 1 1 8 603
Block-Wise Pseudo-Marginal Metropolis-Hastings 0 0 1 36 0 1 23 82
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 0 542 0 3 14 1,331
Estimating Long-Term Trends in Tropospheric Ozone Levels 0 0 0 0 0 2 7 840
Exact ABC using Importance Sampling 0 0 0 20 0 0 7 36
Fast Inference for Intractable Likelihood Problems using Variational B ayes 0 0 0 23 0 1 5 52
Finite sample performance of robust Bayesian regression 0 0 0 86 0 0 4 945
Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities 0 0 1 51 1 2 10 136
Hamiltonian Monte Carlo with Energy Conserving Subsampling 0 0 0 17 0 0 21 50
Markov Chain Monte Carlo in Conditionally Gaussian State Space Models 0 0 0 157 0 1 8 1,210
Modeling Conditional Densities Using Finite Smooth Mixtures 0 0 0 30 0 1 5 94
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 1 3 14 337
Nonparametric Regression using Bayesian Variable Selection 0 0 0 87 0 1 16 1,369
Nonparametric Seemingly Unrelated Regression 0 0 0 0 0 4 19 2,216
Random Effects Models with Deep Neural Network Basis Functions: Methodology and Computation 1 5 9 211 2 10 32 736
Robust Bayesian estimation of autoregressive-moving range models 0 0 0 122 0 1 4 763
Robust Bayesian nonparametric regression 0 0 0 126 0 1 8 1,085
SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR 0 0 0 17 0 1 11 92
SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING 0 0 0 23 0 2 19 127
Semiparametric Bayesian inference for time series with mixed spectra 0 0 0 34 0 0 7 529
Speeding up MCMC by Efficient Data Subsampling 0 0 0 29 0 2 6 80
Subsampling Sequential Monte Carlo for Static Bayesian Models 0 0 0 14 0 1 9 41
Total Working Papers 1 5 13 2,940 6 44 357 18,809

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 1 9 15
A Bayesian approach to additive semiparametric regression 0 0 0 37 0 2 11 114
A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models 0 1 1 44 0 1 3 162
A NOTE ON SQUARE ROOT FILTERING FOR VECTOR AUTOREGRESSIVE MOVING‐AVERAGE MODELS 0 0 0 0 1 1 7 11
A Nonparametric Approach to Identifying Latent Relationships in Hierarchical Models 0 0 0 5 0 1 5 64
A copula based Bayesian approach for paid–incurred claims models for non-life insurance reserving 0 0 0 1 0 0 11 39
A note on an alternative derivation of the likelihood of an autoregressive moving average process 0 0 0 9 0 0 2 36
A unified approach to nonlinearity, structural change, and outliers 0 0 0 167 0 1 16 422
Adaptive sampling for Bayesian variable selection 0 0 0 26 1 2 8 125
Additive nonparametric regression with autocorrelated errors 0 0 1 1 0 0 11 20
Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models 0 0 1 32 0 0 11 218
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 64 0 0 10 180
Bayesian estimation of a random effects heteroscedastic probit model 0 0 0 49 0 0 12 244
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo 0 0 2 229 2 2 16 454
Bayesian inference for nonlinear structural time series models 0 0 0 34 2 2 17 159
Bayesian variable selection and model averaging in the arbitrage pricing theory model 0 0 0 58 1 1 12 218
Computing p-values for the generalized Durbin-Watson and other invariant test statistics 0 0 1 244 0 0 8 1,054
Computing p‐Values for the Generalized Durbin–Watson Statistic and Residual Autocorrelations in Regression 0 0 0 2 0 0 6 12
Consistent Estimation of Minimal Subset Dimension 0 0 0 14 1 1 9 106
Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach 0 0 0 6 1 1 9 56
Diagnostics for Time Series Analysis 0 0 0 3 1 1 4 15
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 0 144 1 2 9 354
Efficient Bayesian inference for Gaussian copula regression models 2 3 8 218 3 8 23 474
Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage 0 0 0 12 0 0 12 75
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator 0 0 0 6 0 1 11 50
FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS 0 0 1 6 0 0 14 26
Generalized smooth finite mixtures 0 0 0 25 0 2 12 148
Identification Results for ARMAX Structures 0 0 0 67 0 0 5 208
Local and global identification and strong consistency in time series models 0 0 0 29 0 0 3 78
Local identification of ARMAX structures subject to nonlinear constraints 0 0 0 6 0 1 3 34
Mixed Marginal Copula Modeling 0 0 0 10 1 1 16 49
Model selection in spline nonparametric regression 0 0 0 45 0 0 8 121
Modelling dependence using skew t copulas: Bayesian inference and applications 0 0 0 0 0 2 7 150
Multivariate Stochastic Volatility Models with Correlated Errors 0 0 0 28 0 1 16 118
Multivariate probit models for conditional claim-types 0 0 1 57 1 2 13 260
Nonparametric regression using Bayesian variable selection 0 0 2 607 0 2 15 1,156
Nonparametric seemingly unrelated regression 1 1 2 232 4 11 37 545
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter 0 0 5 119 3 3 39 391
On the Relative Efficiency of Two Methods of Estimating a Dynamic Simultaneous Equations Model 0 0 0 11 0 0 5 44
Parsimonious Covariance Matrix Estimation for Longitudinal Data 0 0 1 225 0 3 13 402
Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models 0 0 0 43 0 1 11 175
Particle efficient importance sampling 0 0 1 13 1 2 19 109
ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS 0 0 0 2 0 0 6 10
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 0 40 0 1 12 177
Semiparametric Bayesian Inference for Time Series with Mixed Spectra 0 0 0 3 0 2 10 27
Statistical Correction of a Deterministic Numerical Weather Prediction Model 0 0 0 33 1 1 5 109
Subsampling MCMC - an Introduction for the Survey Statistician 0 0 0 5 0 2 6 61
Testing for linearity in a semiparametric regression model 0 0 0 30 0 0 6 94
The nonparametric estimation of growth curves 0 0 0 1 0 0 5 11
Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models 0 0 0 45 0 0 6 117
When is an aggregate of a time series efficiently forecast by its past? 0 0 0 93 1 2 11 224
Total Journal Articles 3 5 27 3,182 26 67 555 9,521

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Statistics updated 2026-08-07