robert kohn
robert kohn
Professor of Economics University of New South Wales
Verified email at unsw.edu.au
TitleCited byYear
On Gibbs sampling for state space models
CK Carter, R Kohn
Biometrika 81 (3), 541-553, 1994
23031994
Nonparametric regression using Bayesian variable selection
M Smith, R Kohn
Journal of Econometrics 75 (2), 317-343, 1996
6591996
Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions
CF Ansley, R Kohn
The Annals of Statistics, 1286-1316, 1985
3131985
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
2841986
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
2372012
Efficient Bayesian inference for Gaussian copula regression models
M Pitt, D Chan, R Kohn
Biometrika 93 (3), 537-554, 2006
2362006
Efficient estimation of covariance selection models
F Wong, CK Carter, R Kohn
Biometrika 90 (4), 809-830, 2003
2352003
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
2332002
Markov chain Monte Carlo in conditionally Gaussian state space models
CK Carter, R Kohn
Biometrika 83 (3), 589-601, 1996
2261996
Parsimonious covariance matrix estimation for longitudinal data
M Smith, R Kohn
Journal of the American Statistical Association 97 (460), 1141-1153, 2002
2142002
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
2072015
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
1772008
Efficient Bayesian inference for dynamic mixture models
R Gerlach, C Carter, R Kohn
Journal of the American Statistical Association 95 (451), 819-828, 2000
1672000
A fast algorithm for signal extraction, influence and cross-validation in state space models
R Kohn, CF Ansley
Biometrika 76 (1), 65-79, 1989
1541989
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
1231987
Exact likelihood of vector autoregressive-moving average process with missing or aggregated data
CF Ansley, R Kohn
Biometrika 70 (1), 275-278, 1983
1221983
Adaptive sampling for Bayesian variable selection
DJ Nott, R Kohn
Biometrika 92 (4), 747-763, 2005
1202005
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
1111996
When is an aggregate of a time series efficiently forecast by its past?
R Kohn
Journal of Econometrics 18 (3), 337-349, 1982
1051982
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