robert kohn

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Christopher CarterVerified email at unsw.edu.au
Minh-Ngoc TranAssociate Professor, 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
Mattias VillaniProfessor of Statistics, Stockholm University and Linköping UniversityVerified email at stat.su.se
M PittKing's College LondonVerified email at kcl.ac.uk
Matias QuirozStockholm UniversityVerified email at stat.su.se
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 MelbourneVerified email at unimelb.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
Guy HawkinsUniversity of NewcastleVerified email at newcastle.edu.au
Christopher DrovandiProfessor of Statistics, Queensland University of TechnologyVerified email at qut.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


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On Gibbs sampling for state space models CK Carter, R Kohn Biometrika 81 (3), 541-553, 1994	2747	1994
Nonparametric regression using Bayesian variable selection M Smith, R Kohn Journal of Econometrics 75 (2), 317-343, 1996	708	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	346	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	326	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	317	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	295	2015
Efficient Bayesian inference for Gaussian copula regression models M Pitt, D Chan, R Kohn Biometrika 93 (3), 537-554, 2006	284	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	274	2002
Efficient estimation of covariance selection models F Wong, CK Carter, R Kohn Biometrika 90 (4), 809-830, 2003	262	2003
Markov chain Monte Carlo in conditionally Gaussian state space models CK Carter, R Kohn Biometrika 83 (3), 589-601, 1996	250	1996
Parsimonious covariance matrix estimation for longitudinal data M Smith, R Kohn Journal of the American Statistical Association 97 (460), 1141-1153, 2002	240	2002
Nonparametric regression using linear combinations of basis functions R Kohn, M Smith, D Chan Statistics and Computing 11 (4), 313-322, 2001	211	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	206	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	199	2000
Speeding up MCMC by efficient data subsampling M Quiroz, R Kohn, M Villani, MN Tran Journal of the American Statistical Association, 2018	172	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	156	1989
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	132	1996
Exact likelihood of vector autoregressive-moving average process with missing or aggregated data CF Ansley, R Kohn Biometrika 70 (1), 275-278, 1983	132	1983
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	130	1987
Adaptive sampling for Bayesian variable selection DJ Nott, R Kohn Biometrika 92 (4), 747-763, 2005	129	2005

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