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Information about:
Robert J. Kohn

Personal Details | Affiliation | Works
This is information that was supplied by Robert Kohn in registering through RePEc. If you are Robert J. Kohn , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Robert
Middle Name: J.
Last Name: Kohn
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RePEc Short-ID: pko171

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Affiliation

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Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  2. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Robert Kohn & Rachida Ouysse, 2007. "Bayesian Variable Selection of Risk Factors in the APT Model," Discussion Papers 2007-32, School of Economics, The University of New South Wales. [Downloadable!]

  2. Villani, Mattias & Kohn, Robert & Giordani, Paolo, 2007. "Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures," Working Paper Series 211, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]

  3. Helen Armstrong & Christopher K. Carter & Kevin K. F. Wong & Robert Kohn, 2007. "Bayesian Covariance Matrix Estimation using a Mixture of Decomposable Graphical Models," Discussion Papers 2007-13, School of Economics, The University of New South Wales. [Downloadable!]

  4. Giordani, Paolo & Kohn, Robert, 2006. "Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models," Working Paper Series 196, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]
    Published as:

  5. Giordani, P. & Kohn, R. & Dijk, D.J.C. van, 2005. "A unified approach to nonlinearity, structural change and outliers," Econometric Institute Report EI 2005-09 Revision_Date:, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Published as:

  6. Smith, M. & Yau, P. & Shively, T. & Kohn, R., 1998. "Estimating Long-Term Trends in Tropospheric Ozone Levels," Monash Econometrics and Business Statistics Working Papers 2/98, Monash University, Department of Econometrics and Business Statistics.

  7. Smith, M. & Kohn, R., 1998. "Nonparametric Seemingly Unrelated Regression," Monash Econometrics and Business Statistics Working Papers 7/98, Monash University, Department of Econometrics and Business Statistics.
    Published as:

  8. Smith, M. & Mathur, S.K. & Kohn, R., 1997. "Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data," Monash Econometrics and Business Statistics Working Papers 13/97, Monash University, Department of Econometrics and Business Statistics.
    Other versions:
    Published as:

  9. Smith, M. & Wong, C.M. & Kohn, R., 1996. "Additive Nonparametric Regression with Autocorrelated Errors," Monash Econometrics and Business Statistics Working Papers 19/96, Monash University, Department of Econometrics and Business Statistics.

  10. Carter, C.K. & Kohn, R., . "Markov Chain Monte Carlo in Conditionally Gaussian State Space Models," Statistics Working Paper _003, Australian Graduate School of Management.

  11. Smith, M. & Chi-Ming Wong & Kohn, R., . "Additive Nonparametric Regression for Time Series," Statistics Working Paper _008, Australian Graduate School of Management.

  12. Carter, C.K. & Kohn, R., . "Robust Bayesian nonparametric regression," Statistics Working Paper _004, Australian Graduate School of Management.

  13. Barnett, G. & Kohn, R. & Sheather, S., . "Bayesian Estimation of an Autoregressive Model Using Markov Chain Monte Carlo," Statistics Working Paper _001, Australian Graduate School of Management.
    Published as:

  14. Smith, M. & Kohn, R., . "Nonparametric Regression using Bayesian Variable Selection," Statistics Working Paper _009, Australian Graduate School of Management.
    Published as:

  15. Barnett, G. & Kohn, R. & Sheather, S., . "Robust Bayesian estimation of autoregressive-moving range models," Statistics Working Paper _002, Australian Graduate School of Management.

  16. Smith, M. & Sheather S. & Kohn, R., . "Finite sample performance of robust Bayesian regression," Statistics Working Paper _011, Australian Graduate School of Management.

  17. Carter, C.K. & Kohn, R., . "Semiparametric Bayesian inference for time series with mixed spectra," Statistics Working Paper _005, Australian Graduate School of Management.

Articles

  1. Yuanyuan Gu & Denzil G. Fiebig & Edward Cripps & Robert Kohn, 2009. "Bayesian estimation of a random effects heteroscedastic probit model," Econometrics Journal, Royal Economic Society, vol. 12(2), pages 324-339, 07. [Downloadable!] (restricted)

  2. Young, Gary & Valdez, Emiliano A. & Kohn, Robert, 2009. "Multivariate probit models for conditional claim-types," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 214-228, April. [Downloadable!] (restricted)

  3. Giordani, Paolo & Kohn, Robert, 2008. "Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 66-77, January. [Downloadable!] (restricted)
    Other versions:

  4. Cottet, Remy & Kohn, Robert J. & Nott, David J., 2008. "Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models," Journal of the American Statistical Association, American Statistical Association, vol. 103, pages 661-671, June. [Downloadable!] (restricted)

  5. Giordani, Paolo & Kohn, Robert & van Dijk, Dick, 2007. "A unified approach to nonlinearity, structural change, and outliers," Journal of Econometrics, Elsevier, vol. 137(1), pages 112-133, March. [Downloadable!] (restricted)
    Other versions:

  6. Michael Pitt & David Chan & Robert Kohn, 2006. "Efficient Bayesian inference for Gaussian copula regression models," Biometrika, Oxford University Press for Biometrika Trust, vol. 93(3), pages 537-554, September. [Downloadable!] (restricted)

  7. David J. Nott & Robert Kohn, 2005. "Adaptive sampling for Bayesian variable selection," Biometrika, Oxford University Press for Biometrika Trust, vol. 92(4), pages 747-763, December. [Downloadable!] (restricted)

  8. Sally Wood & Robert Kohn & Tom Shively & Wenxin Jiang, 2002. "Model selection in spline nonparametric regression," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 64(1), pages 119-139. [Downloadable!] (restricted)

  9. Smith M. & Kohn R., 2002. "Parsimonious Covariance Matrix Estimation for Longitudinal Data," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 1141-1153, December. [Downloadable!] (restricted)

  10. Nott D. J. & Dunsmuir W. T. M. & Kohn R. & Woodcock F., 2001. "Statistical Correction of a Deterministic Numerical Weather Prediction Model," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 794-804, September. [Downloadable!] (restricted)

  11. Smith, Michael & Kohn, Robert, 2000. "Nonparametric seemingly unrelated regression," Journal of Econometrics, Elsevier, vol. 98(2), pages 257-281, October. [Downloadable!] (restricted)
    Other versions:

  12. Smith, Michael & Kohn, Robert & Mathur, Sharat K., 2000. "Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data," Journal of Business Research, Elsevier, vol. 49(3), pages 229-244, September. [Downloadable!] (restricted)
    Other versions:

  13. Shively, Thomas S. & Kohn, Robert, 1997. "A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models," Journal of Econometrics, Elsevier, vol. 76(1-2), pages 39-52. [Downloadable!] (restricted)

  14. Wong, Chi-ming & Kohn, Robert, 1996. "A Bayesian approach to additive semiparametric regression," Journal of Econometrics, Elsevier, vol. 74(2), pages 209-235, October. [Downloadable!] (restricted)

  15. Smith, Michael & Kohn, Robert, 1996. "Nonparametric regression using Bayesian variable selection," Journal of Econometrics, Elsevier, vol. 75(2), pages 317-343, December. [Downloadable!] (restricted)
    Other versions:

  16. Barnett, Glen & Kohn, Robert & Sheather, Simon, 1996. "Bayesian estimation of an autoregressive model using Markov chain Monte Carlo," Journal of Econometrics, Elsevier, vol. 74(2), pages 237-254, October. [Downloadable!] (restricted)
    Other versions:

  17. Shively, Thomas S. & Kohn, Robert & Ansley, Craig F., 1994. "Testing for linearity in a semiparametric regression model," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 77-96. [Downloadable!] (restricted)

  18. Ansley, Craig F. & Kohn, Robert & Shively, Thomas S., 1992. "Computing p-values for the generalized Durbin-Watson and other invariant test statistics," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 277-300. [Downloadable!] (restricted)

  19. Kohn, Robert, 1983. "Consistent Estimation of Minimal Subset Dimension," Econometrica, Econometric Society, vol. 51(2), pages 367-76, March. [Downloadable!] (restricted)

  20. Kohn, Robert, 1982. "When is an aggregate of a time series efficiently forecast by its past?," Journal of Econometrics, Elsevier, vol. 18(3), pages 337-349, April. [Downloadable!] (restricted)

  21. Kohn, R., 1981. "A note on an alternative derivation of the likelihood of an autoregressive moving average process," Economics Letters, Elsevier, vol. 7(3), pages 233-236. [Downloadable!] (restricted)

  22. R. Kohn, 1980. "Local identification of ARMAX structures subject to nonlinear constraints," Metrika, Springer, vol. 27(1), pages 35-41, December. [Downloadable!] (restricted)

  23. Kohn, R, 1979. "Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models," Econometrica, Econometric Society, vol. 47(4), pages 1005-30, July. [Downloadable!] (restricted)

  24. Kohn, R, 1979. "Identification Results for ARMAX Structures," Econometrica, Econometric Society, vol. 47(5), pages 1295-1304, September. [Downloadable!] (restricted)

  25. Kohn, R, 1979. "On the Relative Efficiency of Two Methods of Estimating a Dynamic Simultaneous Equations Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(1), pages 237-52, February. [Downloadable!] (restricted)

  26. Kohn, R., 1978. "Local and global identification and strong consistency in time series models," Journal of Econometrics, Elsevier, vol. 8(3), pages 269-293, December. [Downloadable!] (restricted)

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (3) 2006-05-27 2007-11-24 2008-06-13 Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2006-05-27 Author is listed
  3. NEP-FMK: Financial Markets (1) 2008-02-09 Author is listed
  4. NEP-FOR: Forecasting (1) 2007-11-24 Author is listed
  5. NEP-MAC: Macroeconomics (1) 2007-11-24 Author is listed
  6. NEP-ORE: Operations Research (2) 2008-02-09 2008-06-13 Author is listed
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This page was last updated on 2009-11-28.

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