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 40 0 0 2 79
A long short-term memory stochastic volatility model 0 0 4 41 1 2 11 37
A unified approach to nonlinearity, structural change and outliers 0 0 1 47 2 5 10 129
Adaptive hybrid Metropolis-Hastings samplers for DSGE models 0 2 4 175 1 5 21 344
Additive Nonparametric Regression for Time Series 0 0 0 122 0 1 3 872
Additive Nonparametric Regression with Autocorrelated Errors 0 0 0 0 0 1 2 526
Bayesian Covariance Matrix Estimation using a Mixture of Decomposable Graphical Models 0 1 2 169 0 2 6 671
Bayesian Estimation of an Autoregressive Model Using Markov Chain Monte Carlo 0 0 0 298 0 1 6 1,741
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 76 0 0 3 773
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 0 0 0 0 666
Bayesian Variable Selection of Risk Factors in the APT Model 0 2 5 198 0 2 9 575
Block-Wise Pseudo-Marginal Metropolis-Hastings 0 0 0 34 0 0 2 33
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 3 532 1 4 18 1,291
Estimating Long-Term Trends in Tropospheric Ozone Levels 0 0 0 0 0 0 2 832
Exact ABC using Importance Sampling 0 0 0 19 0 0 2 19
Fast Inference for Intractable Likelihood Problems using Variational B ayes 0 0 0 23 0 0 2 37
Finite sample performance of robust Bayesian regression 0 0 0 86 0 1 6 931
Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities 0 0 0 49 0 0 2 123
Hamiltonian Monte Carlo with Energy Conserving Subsampling 0 0 0 14 0 0 7 14
Markov Chain Monte Carlo in Conditionally Gaussian State Space Models 0 0 0 157 0 1 4 1,193
Modeling Conditional Densities Using Finite Smooth Mixtures 0 0 0 30 0 0 1 81
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 1 1 2 308
Nonparametric Regression using Bayesian Variable Selection 0 0 0 87 0 0 10 1,319
Nonparametric Seemingly Unrelated Regression 0 0 0 0 0 0 3 2,187
Random Effects Models with Deep Neural Network Basis Functions: Methodology and Computation 4 8 22 85 9 36 114 218
Robust Bayesian estimation of autoregressive-moving range models 0 0 0 122 0 0 1 757
Robust Bayesian nonparametric regression 0 0 0 126 1 2 10 1,074
SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR 0 1 1 15 2 4 12 71
SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING 0 0 0 21 0 0 5 86
Semiparametric Bayesian inference for time series with mixed spectra 0 0 0 34 0 1 3 518
Speeding up MCMC by Efficient Data Subsampling 0 0 0 27 0 1 4 55
Subsampling Sequential Monte Carlo for Static Bayesian Models 0 0 1 13 0 0 6 17
Total Working Papers 4 14 44 2,759 18 70 289 17,577


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 0 0
A Bayesian approach to additive semiparametric regression 0 0 0 35 0 0 1 93
A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models 0 0 0 42 0 1 1 153
A NOTE ON SQUARE ROOT FILTERING FOR VECTOR AUTOREGRESSIVE MOVING‐AVERAGE MODELS 0 0 0 0 0 0 2 3
A Nonparametric Approach to Identifying Latent Relationships in Hierarchical Models 0 0 0 3 0 0 0 49
A copula based Bayesian approach for paid–incurred claims models for non-life insurance reserving 0 0 0 0 1 1 2 19
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 3 164 0 4 13 365
Adaptive sampling for Bayesian variable selection 0 0 1 26 0 1 4 115
Additive nonparametric regression with autocorrelated errors 0 0 0 0 0 0 1 1
Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models 0 0 0 30 0 0 3 200
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 63 0 1 1 161
Bayesian estimation of a random effects heteroscedastic probit model 0 0 0 49 1 1 3 220
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo 0 2 3 217 0 3 10 403
Bayesian inference for nonlinear structural time series models 0 0 1 34 0 0 6 132
Bayesian variable selection and model averaging in the arbitrage pricing theory model 0 2 3 55 0 3 5 185
Computing p-values for the generalized Durbin-Watson and other invariant test statistics 0 0 2 232 0 0 7 1,018
Computing p‐Values for the Generalized Durbin–Watson Statistic and Residual Autocorrelations in Regression 0 0 0 0 0 0 0 1
Consistent Estimation of Minimal Subset Dimension 0 0 0 13 0 0 4 90
Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach 0 0 0 6 0 0 4 37
Diagnostics for Time Series Analysis 0 0 0 0 0 0 1 2
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 1 139 1 2 6 324
Efficient Bayesian inference for Gaussian copula regression models 0 0 1 204 0 2 6 430
Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage 0 0 2 11 0 1 4 57
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator 0 0 1 4 0 1 6 33
FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS 0 0 0 0 0 0 1 2
Generalized smooth finite mixtures 0 0 1 21 1 1 4 100
Identification Results for ARMAX Structures 0 0 0 65 0 0 2 199
Local and global identification and strong consistency in time series models 0 0 0 28 0 0 2 72
Local identification of ARMAX structures subject to nonlinear constraints 0 0 0 6 0 0 0 27
Mixed Marginal Copula Modeling 0 0 3 4 0 0 8 9
Model selection in spline nonparametric regression 0 0 0 43 0 1 1 109
Modelling dependence using skew t copulas: Bayesian inference and applications 0 0 0 0 1 1 5 127
Multivariate Stochastic Volatility Models with Correlated Errors 0 0 0 25 0 0 2 93
Multivariate probit models for conditional claim-types 0 1 2 53 0 2 7 225
Nonparametric regression using Bayesian variable selection 2 3 20 542 2 7 39 1,002
Nonparametric seemingly unrelated regression 0 0 4 224 0 0 6 474
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter 1 1 10 79 4 5 28 269
On the Relative Efficiency of Two Methods of Estimating a Dynamic Simultaneous Equations Model 0 0 0 11 0 1 1 38
Parsimonious Covariance Matrix Estimation for Longitudinal Data 0 0 0 216 0 0 3 368
Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models 0 0 0 42 0 0 1 162
Particle efficient importance sampling 0 0 0 6 0 3 14 68
ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS 0 0 0 0 0 0 0 0
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 0 36 0 0 4 146
Semiparametric Bayesian Inference for Time Series with Mixed Spectra 0 0 0 0 0 1 1 2
Statistical Correction of a Deterministic Numerical Weather Prediction Model 0 1 3 32 0 1 3 96
Subsampling MCMC - an Introduction for the Survey Statistician 0 1 2 3 0 1 8 29
Testing for linearity in a semiparametric regression model 0 0 0 28 0 0 3 80
The nonparametric estimation of growth curves 0 0 0 1 0 0 0 4
Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models 0 0 0 45 0 0 1 105
When is an aggregate of a time series efficiently forecast by its past? 0 0 2 80 1 2 4 180
Total Journal Articles 3 11 65 2,924 12 47 238 8,107


Statistics updated 2021-04-06