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
David NottAssociate Professor of Statistics, National University of SingaporeVerified email at nus.edu.sg
Mattias VillaniProfessor of Statistics, Stockholm UniversityVerified email at stat.su.se
Michael Stanley SmithChair of Management (Econometrics), Melbourne Business School, University of MelbourneVerified email at mbs.edu
David GunawanUniversity of WollongongVerified email at uow.edu.au
Matias QuirozUniversity of Technology SydneyVerified email at uts.edu.au
M PittKing's College LondonVerified email at kcl.ac.uk
paolo giordaniProfessor of Financial Econometrics, Norwegian Business School, OsloVerified email at bi.no
Tom ShivelyProfessor of Statistics, McCombs School of Business, University of Texas at AustinVerified email at mccombs.utexas.edu
Sally (Wood) CrippsUniversity of Technology SydneyVerified email at uts.edu.au
Simon J SheatherUniversity of KentuckyVerified email at uky.edu
Richard GerlachThe University of SydneyVerified email at sydney.edu.au
Christopher DrovandiProfessor of Statistics, Queensland University of TechnologyVerified email at qut.edu.au
Khue-Dung DangUniversity of Western AustraliaVerified email at uwa.edu.au
Guy HawkinsUniversity of NewcastleVerified email at newcastle.edu.au
Marcel ScharthUniversity of Sydney Business SchoolVerified email at sydney.edu.au
scott brownschool of psychology, university of newcastleVerified email at newcastle.edu.au
Denzil G FiebigProfessor of Economics, UNSWVerified email at unsw.edu.au
David Tyler FrazierMonash University, Department of Econometrics and Business StatisticsVerified email at monash.edu

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	3056	1994
Nonparametric regression using Bayesian variable selection M Smith, R Kohn Journal of econometrics 75 (2), 317-343, 1996	761	1996
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	374	2012
Estimation, filtering, and smoothing in state space models with incompletely specified initial conditions CF Ansley, R Kohn The Annals of Statistics, 1286-1316, 1985	363	1985
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	353	2015
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	350	1986
Efficient Bayesian inference for Gaussian copula regression models M Pitt, D Chan, R Kohn Biometrika 93 (3), 537-554, 2006	331	2006
Dissecting the random component of utility J Louviere, D Street, R Carson, A Ainslie, JR DeShazo, T Cameron, ... Marketing letters 13, 177-193, 2002	292	2002
Efficient estimation of covariance selection models F Wong, CK Carter, R Kohn Biometrika 90 (4), 809-830, 2003	288	2003
Markov chain Monte Carlo in conditionally Gaussian state space models CK Carter, R Kohn Biometrika 83 (3), 589-601, 1996	259	1996
Parsimonious covariance matrix estimation for longitudinal data M Smith, R Kohn Journal of the American Statistical Association 97 (460), 1141-1153, 2002	258	2002
Speeding up MCMC by efficient data subsampling M Quiroz, R Kohn, M Villani, MN Tran Journal of the American Statistical Association, 2019	246	2019
Nonparametric regression using linear combinations of basis functions R Kohn, M Smith, D Chan Statistics and Computing 11 (4), 313-322, 2001	227	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	224	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	214	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	160	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	147	1996
Exact likelihood of vector autoregressive-moving average process with missing or aggregated data CF Ansley, R Kohn Biometrika 70 (1), 275-278, 1983	146	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	141	1987
Modeling dependence using skew t copulas: Bayesian inference and applications MS Smith, Q Gan, R Kohn	139	2010

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