robert kohn
robert kohn
Professor of Economics University of New South Wales
Verified email at unsw.edu.au
Title
Cited by
Cited by
Year
On Gibbs sampling for state space models
CK Carter, R Kohn
Biometrika 81 (3), 541-553, 1994
23471994
Nonparametric regression using Bayesian variable selection
M Smith, R Kohn
Journal of Econometrics 75 (2), 317-344, 1996
6691996
Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions
CF Ansley, R Kohn
The Annals of Statistics, 1286-1316, 1985
3181985
Estimation, prediction, and interpolation for ARIMA models with missing data
R Kohn, CF Ansley
Journal of the American Statistical Association 81 (395), 751-761, 1986
2931986
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
MK Pitt, R dos Santos Silva, P Giordani, R Kohn
Journal of Econometrics 171 (2), 134-151, 2012
2472012
Efficient Bayesian inference for Gaussian copula regression models
M Pitt, D Chan, R Kohn
Biometrika 93 (3), 537-554, 2006
2382006
Dissecting the random component of utility
J Louviere, D Street, R Carson, A Ainslie, JR Deshazo, T Cameron, ...
Marketing letters 13 (3), 177-193, 2002
2382002
Efficient estimation of covariance selection models
F Wong, CK Carter, R Kohn
Biometrika 90 (4), 809-830, 2003
2362003
Markov chain Monte Carlo in conditionally Gaussian state space models
CK Carter, R Kohn
Biometrika 83 (3), 589-601, 1996
2251996
Parsimonious covariance matrix estimation for longitudinal data
M Smith, R Kohn
Journal of the American Statistical Association 97 (460), 1141-1153, 2002
2172002
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
A Doucet, MK Pitt, G Deligiannidis, R Kohn
Biometrika 102 (2), 295-313, 2015
2162015
Nonparametric regression using linear combinations of basis functions
R Kohn, M Smith, D Chan
Statistics and Computing 11 (4), 313-322, 2001
1882001
Efficient Bayesian inference for multiple change-point and mixture innovation models
P Giordani, R Kohn
Journal of Business & Economic Statistics 26 (1), 66-77, 2008
1792008
Efficient Bayesian inference for dynamic mixture models
R Gerlach, C Carter, R Kohn
Journal of the American Statistical Association 95 (451), 819-828, 2000
1712000
A fast algorithm for signal extraction, influence and cross-validation in state space models
R Kohn, CF Ansley
Biometrika 76 (1), 65-79, 1989
1551989
Exact likelihood of vector autoregressive-moving average process with missing or aggregated data
CF Ansley, R Kohn
Biometrika 70 (1), 275-278, 1983
1261983
Adaptive sampling for Bayesian variable selection
DJ Nott, R Kohn
Biometrika 92 (4), 747-763, 2005
1212005
A new algorithm for spline smoothing based on smoothing a stochastic process
R Kohn, CF Ansley
SIAM Journal on Scientific and Statistical Computing 8 (1), 33-48, 1987
1201987
Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
G Barnett, R Kohn, S Sheather
Journal of Econometrics 74 (2), 237-254, 1996
1091996
When is an aggregate of a time series efficiently forecast by its past?
R Kohn
Journal of Econometrics 18 (3), 337-349, 1982
1091982
The system can't perform the operation now. Try again later.
Articles 1–20