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 41 1 2 2 84
A Statistical Recurrent Stochastic Volatility Model for Stock Markets 0 1 2 45 1 2 6 58
A unified approach to nonlinearity, structural change and outliers 0 0 0 49 0 0 0 139
Adaptive hybrid Metropolis-Hastings samplers for DSGE models 0 0 1 178 1 3 5 364
Additive Nonparametric Regression for Time Series 0 0 0 122 0 0 0 875
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 0 0 0 176 0 0 3 685
Bayesian Estimation of an Autoregressive Model Using Markov Chain Monte Carlo 0 0 0 298 1 1 5 1,761
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 76 0 0 1 780
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 0 0 0 0 1 673
Bayesian Variable Selection of Risk Factors in the APT Model 0 0 0 207 0 1 2 595
Block-Wise Pseudo-Marginal Metropolis-Hastings 0 1 1 35 0 3 4 55
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 1 1 539 1 2 2 1,314
Estimating Long-Term Trends in Tropospheric Ozone Levels 0 0 0 0 1 1 1 833
Exact ABC using Importance Sampling 0 0 0 20 1 1 3 29
Fast Inference for Intractable Likelihood Problems using Variational B ayes 0 0 0 23 1 2 2 47
Finite sample performance of robust Bayesian regression 0 0 0 86 0 0 1 937
Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities 0 0 0 50 1 1 1 126
Hamiltonian Monte Carlo with Energy Conserving Subsampling 0 0 1 17 1 1 3 28
Markov Chain Monte Carlo in Conditionally Gaussian State Space Models 0 0 0 157 0 0 1 1,200
Modeling Conditional Densities Using Finite Smooth Mixtures 0 0 0 30 0 1 3 88
Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures 0 0 0 119 1 1 1 322
Nonparametric Regression using Bayesian Variable Selection 0 0 0 87 1 1 5 1,351
Nonparametric Seemingly Unrelated Regression 0 0 0 0 1 2 2 2,196
Random Effects Models with Deep Neural Network Basis Functions: Methodology and Computation 1 3 13 200 2 9 36 701
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 2 2 2 81
SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING 0 0 1 23 1 1 5 107
Semiparametric Bayesian inference for time series with mixed spectra 0 0 0 34 0 0 0 522
Speeding up MCMC by Efficient Data Subsampling 0 0 0 29 0 1 2 70
Subsampling Sequential Monte Carlo for Static Bayesian Models 0 0 0 14 0 0 1 32
Total Working Papers 1 6 20 2,920 18 38 100 18,415

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 2 2 1 1 3 5
A Bayesian approach to additive semiparametric regression 1 1 1 37 2 2 2 100
A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models 0 0 0 43 0 0 1 158
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 1 5 0 1 3 58
A copula based Bayesian approach for paid–incurred claims models for non-life insurance reserving 0 0 0 1 1 1 2 24
A note on an alternative derivation of the likelihood of an autoregressive moving average process 0 0 1 9 0 0 2 33
A unified approach to nonlinearity, structural change, and outliers 0 0 0 167 0 0 3 405
Adaptive sampling for Bayesian variable selection 0 0 0 26 0 0 0 117
Additive nonparametric regression with autocorrelated errors 0 0 0 0 1 1 1 8
Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models 0 0 0 30 1 1 1 206
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data 0 0 1 64 0 0 1 169
Bayesian estimation of a random effects heteroscedastic probit model 0 0 0 49 0 1 1 232
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo 1 1 2 225 1 3 11 433
Bayesian inference for nonlinear structural time series models 0 0 0 34 1 1 2 141
Bayesian variable selection and model averaging in the arbitrage pricing theory model 0 0 1 58 1 4 5 206
Computing p-values for the generalized Durbin-Watson and other invariant test statistics 0 0 0 240 0 0 4 1,039
Computing p‐Values for the Generalized Durbin–Watson Statistic and Residual Autocorrelations in Regression 0 0 0 2 1 1 1 5
Consistent Estimation of Minimal Subset Dimension 0 0 0 14 0 0 0 95
Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach 0 0 0 6 3 3 5 46
Diagnostics for Time Series Analysis 0 0 1 3 1 2 6 11
Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models 0 0 2 144 0 2 4 342
Efficient Bayesian inference for Gaussian copula regression models 0 0 1 210 0 1 4 448
Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage 0 0 1 12 2 2 3 63
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator 0 0 0 6 1 1 1 38
FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS 1 2 2 5 1 2 2 10
Generalized smooth finite mixtures 0 1 2 25 0 2 19 136
Identification Results for ARMAX Structures 0 0 1 67 0 0 1 203
Local and global identification and strong consistency in time series models 0 0 0 28 1 1 1 74
Local identification of ARMAX structures subject to nonlinear constraints 0 0 0 6 1 1 1 28
Mixed Marginal Copula Modeling 0 0 3 10 1 2 6 32
Model selection in spline nonparametric regression 0 0 0 45 0 0 0 113
Modelling dependence using skew t copulas: Bayesian inference and applications 0 0 0 0 1 1 1 142
Multivariate Stochastic Volatility Models with Correlated Errors 0 0 2 28 0 0 2 102
Multivariate probit models for conditional claim-types 0 0 0 56 0 0 0 246
Nonparametric regression using Bayesian variable selection 0 1 10 602 1 3 24 1,124
Nonparametric seemingly unrelated regression 0 0 1 230 1 2 7 508
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter 0 4 10 113 3 7 20 348
On the Relative Efficiency of Two Methods of Estimating a Dynamic Simultaneous Equations Model 0 0 0 11 0 0 0 39
Parsimonious Covariance Matrix Estimation for Longitudinal Data 0 0 0 224 0 0 1 388
Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models 0 0 0 43 0 0 0 164
Particle efficient importance sampling 0 0 1 12 1 1 4 88
ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS 0 0 0 2 0 0 0 3
Regression density estimation using smooth adaptive Gaussian mixtures 0 0 1 40 1 4 6 163
Semiparametric Bayesian Inference for Time Series with Mixed Spectra 0 0 0 3 0 0 1 16
Statistical Correction of a Deterministic Numerical Weather Prediction Model 0 1 1 33 1 2 3 103
Subsampling MCMC - an Introduction for the Survey Statistician 0 0 0 5 0 0 2 54
Testing for linearity in a semiparametric regression model 0 0 0 30 1 1 1 87
The nonparametric estimation of growth curves 0 0 0 1 1 1 1 6
Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models 0 0 0 45 1 2 2 109
When is an aggregate of a time series efficiently forecast by its past? 0 0 1 91 0 0 4 205
Total Journal Articles 3 11 49 3,142 33 60 175 8,877

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