robert kohn

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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 giordaniProfessor of Financial Econometrics, 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
David GunawanUniversity of WollongongVerified email at uow.edu.au
Tom ShivelyProfessor of Statistics, McCombs School of Business, University of Texas at AustinVerified email at mccombs.utexas.edu
Sally (Wood) CrippsUniversity of SydneyVerified email at sydney.edu.au
Simon J SheatherUniversity of KentuckyVerified email at uky.edu
Khue-Dung DangUniversity of Technology SydneyVerified email at uts.edu.au
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
Feng LiAssociate Professor of Statistics, Central University of Finance and EconomicsVerified email at cufe.edu.cn
Guy HawkinsUniversity of NewcastleVerified email at newcastle.edu.au
Christopher KirbyProfessor of Finance, UNC CharlotteVerified email at g.clemson.edu
David S. LeslieProfessor of Statistical Learning, Lancaster UniversityVerified email at lancaster.ac.uk

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	2677	1994
Nonparametric regression using Bayesian variable selection M Smith, R Kohn Journal of Econometrics 75 (2), 317-343, 1996	706	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	342	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	321	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	308	2012
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	283	2015
Efficient Bayesian inference for Gaussian copula regression models M Pitt, D Chan, R Kohn Biometrika 93 (3), 537-554, 2006	274	2006
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	264	2002
Efficient estimation of covariance selection models F Wong, CK Carter, R Kohn Biometrika 90 (4), 809-830, 2003	256	2003
Markov chain Monte Carlo in conditionally Gaussian state space models CK Carter, R Kohn Biometrika 83 (3), 589-601, 1996	248	1996
Parsimonious covariance matrix estimation for longitudinal data M Smith, R Kohn Journal of the American Statistical Association 97 (460), 1141-1153, 2002	229	2002
Nonparametric regression using linear combinations of basis functions R Kohn, M Smith, D Chan Statistics and Computing 11 (4), 313-322, 2001	204	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	199	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	195	2000
Speeding up MCMC by efficient data subsampling M Quiroz, R Kohn, M Villani, MN Tran Journal of the American Statistical Association, 2018	154	2018
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	131	1983
Adaptive sampling for Bayesian variable selection DJ Nott, R Kohn Biometrika 92 (4), 747-763, 2005	127	2005
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	125	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	124	1987

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