robert kohn

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Co-authors

Christopher CarterVerified email at unsw.edu.au
Minh-Ngoc TranSenior Lecturer, University of SydneyVerified email at sydney.edu.au
Michael Stanley SmithChair of Management (Econometrics), Melbourne Business SchoolVerified email at mbs.edu
David NottAssociate Professor of Statistics, National University of SingaporeVerified email at nus.edu.sg
paolo giordanivisiting professor, Norwegian Business School, OsloVerified email at bi.no
M PittKing's College LondonVerified email at kcl.ac.uk
Mattias VillaniProfessor of Statistics, Stockholm University and Linköping UniversityVerified email at stat.su.se
Matias QuirozUniversity of Technology SydneyVerified email at uts.edu.au
Tom ShivelyProfessor of Statistics, McCombs School of Business, University of Texas at AustinVerified email at mccombs.utexas.edu
David GunawanUniversity of WollongongVerified email at uow.edu.au
Sally (Wood) CrippsUniversity of SydneyVerified email at sydney.edu.au
Simon J SheatherUniversity of KentuckyVerified email at uky.edu
Marcel ScharthUniversity of Sydney Business SchoolVerified email at sydney.edu.au
Denzil G FiebigProfessor of Economics, UNSWVerified email at unsw.edu.au
Richard GerlachThe University of SydneyVerified email at sydney.edu.au
Khue-Dung DangUniversity of Technology SydneyVerified email at uts.edu.au
Feng LiAssociate Professor of Statistics, Central University of Finance and EconomicsVerified email at cufe.edu.cn
Christopher KirbyProfessor of Finance, UNC CharlotteVerified email at g.clemson.edu
David S. LeslieProfessor of Statistical Learning, Lancaster UniversityVerified email at lancaster.ac.uk
Dick van DijkProfessor of Financial Econometrics, Erasmus University RotterdamVerified email at ese.eur.nl

robert kohn

Professor of Economics University of New South Wales

Verified email at unsw.edu.au

Statistics Econometrics Bayesian Time Series Markov chain Monte carlo


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
On Gibbs sampling for state space models CK Carter, R Kohn Biometrika 81 (3), 541-553, 1994	2537	1994
Nonparametric regression using Bayesian variable selection M Smith, R Kohn Journal of Econometrics 75 (2), 317-343, 1996	684	1996
Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions CF Ansley, R Kohn The Annals of Statistics, 1286-1316, 1985	326	1985
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	298	1986
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	292	2012
Efficient Bayesian inference for Gaussian copula regression models M Pitt, D Chan, R Kohn Biometrika 93 (3), 537-554, 2006	258	2006
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	250	2015
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	247	2002
Efficient estimation of covariance selection models F Wong, CK Carter, R Kohn Biometrika 90 (4), 809-830, 2003	246	2003
Markov chain Monte Carlo in conditionally Gaussian state space models CK Carter, R Kohn Biometrika 83 (3), 589-601, 1996	237	1996
Parsimonious covariance matrix estimation for longitudinal data M Smith, R Kohn Journal of the American Statistical Association 97 (460), 1141-1153, 2002	224	2002
Nonparametric regression using linear combinations of basis functions R Kohn, M Smith, D Chan Statistics and Computing 11 (4), 313-322, 2001	200	2001
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	192	2008
Efficient Bayesian inference for dynamic mixture models R Gerlach, C Carter, R Kohn Journal of the American Statistical Association 95 (451), 819-828, 2000	183	2000
A fast algorithm for signal extraction, influence and cross-validation in state space models R Kohn, CF Ansley Biometrika 76 (1), 65-79, 1989	154	1989
Exact likelihood of vector autoregressive-moving average process with missing or aggregated data CF Ansley, R Kohn Biometrika 70 (1), 275-278, 1983	126	1983
Adaptive sampling for Bayesian variable selection DJ Nott, R Kohn Biometrika 92 (4), 747-763, 2005	125	2005
Speeding up MCMC by efficient data subsampling M Quiroz, R Kohn, M Villani, MN Tran Journal of the American Statistical Association, 2018	124	2018
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	118	1996
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	116	1987

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