Robert J. Kohn : Citation Profile


Are you Robert J. Kohn?

UNSW Sydney

13

H index

19

i10 index

731

Citations

RESEARCH PRODUCTION:

51

Articles

32

Papers

RESEARCH ACTIVITY:

   42 years (1978 - 2020). See details.
   Cites by year: 17
   Journals where Robert J. Kohn has often published
   Relations with other researchers
   Recent citing documents: 57.    Total self citations: 18 (2.4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko171
   Updated: 2020-09-26    RAS profile: 2020-02-04    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Villani, Mattias (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert J. Kohn.

Is cited by:

Smith, Michael (31)

Ravazzolo, Francesco (29)

Koop, Gary (27)

Korobilis, Dimitris (23)

Guidolin, Massimo (19)

Omori, Yasuhiro (17)

Tsionas, Mike (16)

Steel, Mark (14)

van Dijk, Herman (14)

Asai, Manabu (12)

Ley, Eduardo (11)

Cites to:

Giordani, Paolo (15)

Villani, Mattias (13)

Shephard, Neil (12)

Smith, Michael (12)

Geweke, John (12)

Geweke, John (10)

Jacobson, Tor (6)

French, Kenneth (6)

Richard, Jean-Francois (6)

Fama, Eugene (6)

Zhou, Guofu (5)

Main data


Where Robert J. Kohn has published?


Journals with more than one article published# docs
Journal of Econometrics15
Journal of Time Series Analysis5
Biometrika3
Econometrica3
Journal of the Royal Statistical Society Series B3
Journal of the American Statistical Association3
Insurance: Mathematics and Economics2
Econometric Reviews2

Working Papers Series with more than one paper published# docs
Working Papers / University of Sydney Business School, Discipline of Business Analytics5
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics4
Papers / arXiv.org2
Discussion Papers / School of Economics, The University of New South Wales2

Recent works citing Robert J. Kohn (2020 and 2019)


YearTitle of citing document
2019Getting Started with Particle Metropolis-Hastings for Inference in Nonlinear Dynamical Models. (2017). Dahlin, Johan ; Schon, Thomas B. In: Papers. RePEc:arx:papers:1511.01707.

Full description at Econpapers || Download paper

2019Bayesian shrinkage in mixture of experts models: Identifying robust determinants of class membership. (2019). Zens, Gregor. In: Papers. RePEc:arx:papers:1809.04853.

Full description at Econpapers || Download paper

2019A changepoint approach for the identification of financial extreme regimes. (2019). Leonelli, Manuele ; Lattanzi, Chiara. In: Papers. RePEc:arx:papers:1902.09205.

Full description at Econpapers || Download paper

2019Bayesian nonparametric graphical models for time-varying parameters VAR. (2019). Rossini, Luca ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:1906.02140.

Full description at Econpapers || Download paper

2019Triple the gamma -- A unifying shrinkage prior for variance and variable selection in sparse state space and TVP models. (2019). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia ; Cadonna, Annalisa. In: Papers. RePEc:arx:papers:1912.03100.

Full description at Econpapers || Download paper

2019Bayesian estimation of large dimensional time varying VARs using copulas. (2019). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan. In: Papers. RePEc:arx:papers:1912.12527.

Full description at Econpapers || Download paper

2020A Bayesian Long Short-Term Memory Model for Value at Risk and Expected Shortfall Joint Forecasting. (2020). Gao, Junbin ; Gerlach, Richard ; Wang, Chao ; Tran, Minh-Ngoc ; Li, Zhengkun. In: Papers. RePEc:arx:papers:2001.08374.

Full description at Econpapers || Download paper

2020Bayesian Optimization of Hyperparameters when the Marginal Likelihood is Estimated by MCMC. (2020). Stockhammar, Par ; Villani, Mattias ; Gustafsson, Oskar. In: Papers. RePEc:arx:papers:2004.10092.

Full description at Econpapers || Download paper

2020High-dimensional macroeconomic forecasting using message passing algorithms. (2020). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2004.11485.

Full description at Econpapers || Download paper

2020The Interaction Between Credit Constraints and Uncertainty Shocks. (2020). Kohn, Robert ; Gunawan, David ; Chatterjee, Pratiti . In: Papers. RePEc:arx:papers:2004.14719.

Full description at Econpapers || Download paper

2019A new approach to dating the reference cycle. (2019). Gómez-Loscos, Ana ; Gadea, María ; Camacho, Maximo ; Gomezloscos, Ana. In: Working Papers. RePEc:bde:wpaper:1914.

Full description at Econpapers || Download paper

2019Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model. (2019). Huber, Florian ; Feldkircher, Martin ; Doppelhofer, Gernot ; Cuaresma, Jesus Crespo. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:182:y:2019:i:3:p:831-861.

Full description at Econpapers || Download paper

2020Switching Volatility in a Nonlinear Open Economy. (2020). Benchimol, Jonathan ; Ivashchenko, Sergey. In: Dynare Working Papers. RePEc:cpm:dynare:060.

Full description at Econpapers || Download paper

2020An Indirect Proof for the Asymptotic Properties of VARMA Model Estimators. (2020). Melard, Guy. In: Working Papers ECARES. RePEc:eca:wpaper:2013/304272.

Full description at Econpapers || Download paper

2020Cross-temporal aggregation: Improving the forecast accuracy of hierarchical electricity consumption. (2020). Assimakopoulos, Vassilios ; Kourentzes, Nikolaos ; Petropoulos, Fotios ; Spiliotis, Evangelos. In: Applied Energy. RePEc:eee:appene:v:261:y:2020:i:c:s0306261919320264.

Full description at Econpapers || Download paper

2019Simultaneous fitting of Bayesian penalised quantile splines. (2019). Fan, Y ; Dortet-Bernadet, J.-L., ; Rodrigues, T. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:134:y:2019:i:c:p:93-109.

Full description at Econpapers || Download paper

2019Correlated pseudo-marginal schemes for time-discretised stochastic kinetic models. (2019). Gillespie, Colin S ; Lowe, Tom ; Bradley, Emma ; Golightly, Andrew . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:136:y:2019:i:c:p:92-107.

Full description at Econpapers || Download paper

2019Efficient inference for nonlinear state space models: An automatic sample size selection rule. (2019). Chan, Ngai Hang ; Cheng, Jing . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:138:y:2019:i:c:p:143-154.

Full description at Econpapers || Download paper

2019Bayesian estimation of dynamic asset pricing models with informative observations. (2019). Li, Junye ; Fulop, Andras. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:1:p:114-138.

Full description at Econpapers || Download paper

2019Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors. (2019). Jensen, Mark ; Fisher, Mark. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:187-202.

Full description at Econpapers || Download paper

2019Tempered particle filtering. (2019). Schorfheide, Frank ; Herbst, Edward. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:26-44.

Full description at Econpapers || Download paper

2019Sparse Bayesian time-varying covariance estimation in many dimensions. (2019). Kastner, Gregor. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:98-115.

Full description at Econpapers || Download paper

2019Adaptive hierarchical priors for high-dimensional vector autoregressions. (2019). Pettenuzzo, Davide ; Korobilis, Dimitris. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:241-271.

Full description at Econpapers || Download paper

2020Relevant parameter changes in structural break models. (2020). Dufays, Arnaud. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:46-78.

Full description at Econpapers || Download paper

2020Multiple-block dynamic equicorrelations with realized measures, leverage and endogeneity. (2020). Omori, Yasuhiro ; Kurose, Yuta. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:46-68.

Full description at Econpapers || Download paper

2020Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation. (2020). Veiga, Helena ; Ruiz, Esther ; Czellar, Veronika ; Mao, Xiuping. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:84-105.

Full description at Econpapers || Download paper

2019The value of sharing disaggregated information in supply chains. (2019). Hurvich, Clifford ; Giloni, Avi ; Kovtun, Vladimir. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:2:p:469-478.

Full description at Econpapers || Download paper

2020Endogenous dynamic efficiency in the intertemporal optimization models of firm behavior. (2020). Malikov, Emir ; Kumbhakar, Subal ; Tsionas, Mike G. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:1:p:313-324.

Full description at Econpapers || Download paper

2019Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae. (2019). Pourkhanali, Armin ; Alavifard, Farzad ; Manner, Hans ; Tafakori, Laleh. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:143-164.

Full description at Econpapers || Download paper

2019Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach. (2019). Guidolin, Massimo ; Hansen, Erwin ; Pedio, Manuela. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:83-114.

Full description at Econpapers || Download paper

2019A nonparametric test for block-diagonal covariance structure in high dimension and small samples. (2019). Hao, Xinxin ; Xu, Kai. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:551-567.

Full description at Econpapers || Download paper

2020Bayesian nonparametric analysis of multivariate time series: A matrix Gamma Process approach. (2020). Meyer, Renate ; Kirch, Claudia ; Meier, Alexander. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:175:y:2020:i:c:s0047259x18306225.

Full description at Econpapers || Download paper

2020Posterior consistency for partially observed Markov models. (2020). Douc, Randal ; Roueff, Franois ; Olsson, Jimmy. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:2:p:733-759.

Full description at Econpapers || Download paper

2019Robust forecasting of electricity prices: Simulations, models and the impact of renewable sources. (2019). Nan, Fany ; Grossi, Luigi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:141:y:2019:i:c:p:305-318.

Full description at Econpapers || Download paper

2020Switching Volatility in a Nonlinear Open Economy. (2020). Ivashchenko, Sergey ; Benchimol, Jonathan. In: Globalization Institute Working Papers. RePEc:fip:feddgw:88093.

Full description at Econpapers || Download paper

2019Bayesian Analysis of Coefficient Instability in Dynamic Regressions. (2019). Taboga, Marco ; Ciapanna, Emanuela. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:3:p:29-:d:243958.

Full description at Econpapers || Download paper

2020Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models. (2020). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia ; Cadonna, Annalisa. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:20-:d:360596.

Full description at Econpapers || Download paper

2019High-dimensional macroeconomic forecasting using message passing algorithms. (2019). Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2019-07.

Full description at Econpapers || Download paper

2019High-dimensional macroeconomic forecasting using message passing algorithms. (2019). Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2019_07.

Full description at Econpapers || Download paper

2020Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Ferrara, Laurent ; Doz, Catherine ; Pionnier, Pierre-Alain. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02443364.

Full description at Econpapers || Download paper

2020Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Pionnier, Pierre-Alain ; Ferrara, Laurent ; Doz, Catherine. In: Working Papers. RePEc:hal:wpaper:halshs-02443364.

Full description at Econpapers || Download paper

2019Forecasting Observables with Particle Filters: Any Filter Will Do!. (2019). McCabe, Brendan ; Martin, Gael M ; Forbes, Catherine S ; Leung, Patrick. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-22.

Full description at Econpapers || Download paper

2020Computing Bayes: Bayesian Computation from 1763 to the 21st Century. (2020). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-14.

Full description at Econpapers || Download paper

2019Evaluating Consumers Choices of Medicare Part D Plans: A Study in Behavioral Welfare Economics. (2019). Neal, Timothy ; Kuminoff, Nicolai ; Keane, Michael ; Ketcham, Jonathan D. In: NBER Working Papers. RePEc:nbr:nberwo:25652.

Full description at Econpapers || Download paper

2020Panel Forecasts of Country-Level Covid-19 Infections. (2020). Schorfheide, Frank ; Liu, Laura ; Moon, Hyungsik Roger. In: NBER Working Papers. RePEc:nbr:nberwo:27248.

Full description at Econpapers || Download paper

2019High-dimensional macroeconomic forecasting using message passing algorithms. (2019). Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:96079.

Full description at Econpapers || Download paper

2019Endogenous Dynamic Efficiency in the Intertemporal Optimization Models of Firm Behavior. (2019). Tsionas, Mike ; Malikov, Emir ; Kumbhakar, Subal. In: MPRA Paper. RePEc:pra:mprapa:97780.

Full description at Econpapers || Download paper

2019High-dimensional macroeconomic forecasting using message passing algorithms. (2019). Korobilis, Dimitris. In: Working Paper series. RePEc:rim:rimwps:19-17.

Full description at Econpapers || Download paper

2019Bayesian shrinkage in mixture-of-experts models: identifying robust determinants of class membership. (2019). Zens, Gregor. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:13:y:2019:i:4:d:10.1007_s11634-019-00353-y.

Full description at Econpapers || Download paper

2020Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions. (2020). West, Mike. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:1:d:10.1007_s10463-019-00741-3.

Full description at Econpapers || Download paper

2020Bayesian variable selection for mixed effects model with shrinkage prior. (2020). Dong, Guanghui ; Wang, Min ; Yang, Mingan. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:1:d:10.1007_s00180-019-00895-x.

Full description at Econpapers || Download paper

2019Extremal Economic (Inter)Dependence Studies: A Case of the Eastern European Countries. (2019). Matkovskyy, Roman. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:17:y:2019:i:3:d:10.1007_s40953-018-0151-6.

Full description at Econpapers || Download paper

2019Compressed Covariance Estimation with Automated Dimension Learning. (2019). Bhattacharya, Anirban ; Pati, Debdeep ; Sabnis, Gautam. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:81:y:2019:i:2:d:10.1007_s13171-018-0134-x.

Full description at Econpapers || Download paper

2019Modelling covariance matrices by the trigonometric separation strategy with application to hidden Markov models. (2019). Spezia, Luigi. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:28:y:2019:i:2:d:10.1007_s11749-018-0580-8.

Full description at Econpapers || Download paper

2020Equity premium prediction and structural breaks. (2020). Smith, Simon C. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:3:p:412-429.

Full description at Econpapers || Download paper

2019From Data to Stochastic Modeling and Decision Making: What Can We Do Better?. (2019). Peng, Yijie ; Lam, Henry ; Heidergott, Bernd ; Berkhout, Joost. In: Asia-Pacific Journal of Operational Research (APJOR). RePEc:wsi:apjorx:v:36:y:2019:i:06:n:s0217595919400128.

Full description at Econpapers || Download paper

2020Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo. (2020). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:202001.

Full description at Econpapers || Download paper

Works by Robert J. Kohn:


YearTitleTypeCited
2012A Copula Based Bayesian Approach for Paid-Incurred Claims Models for Non-Life Insurance Reserving In: Papers.
[Full Text][Citation analysis]
paper4
2014A copula based Bayesian approach for paid–incurred claims models for non-life insurance reserving.(2014) In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2019A long short-term memory stochastic volatility model In: Papers.
[Full Text][Citation analysis]
paper1
2008Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article5
2001Statistical Correction of a Deterministic Numerical Weather Prediction Model In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article0
2002Parsimonious Covariance Matrix Estimation for Longitudinal Data In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article51
2008Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article91
2006Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models.(2006) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 91
paper
1997Semiparametric Bayesian Inference for Time Series with Mixed Spectra In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]
article4
Semiparametric Bayesian inference for time series with mixed spectra.() In: Statistics Working Paper.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
1998Additive nonparametric regression with autocorrelated errors In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]
article3
1996Additive Nonparametric Regression with Autocorrelated Errors..(1996) In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2002Model selection in spline nonparametric regression In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]
article6
1993Computing p‐Values for the Generalized Durbin–Watson Statistic and Residual Autocorrelations in Regression In: Journal of the Royal Statistical Society Series C.
[Full Text][Citation analysis]
article0
1990A NOTE ON SQUARE ROOT FILTERING FOR VECTOR AUTOREGRESSIVE MOVING‐AVERAGE MODELS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
1990FILTERING AND SMOOTHING IN STATE SPACE MODELS WITH PARTIALLY DIFFUSE INITIAL CONDITIONS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
1996A BAYESIAN APPROACH TO ESTIMATING AND FORECASTING ADDITIVE NONPARAMETRIC AUTOREGRESSIVE MODELS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
1997ROBUST BAYESIAN ESTIMATION OF AUTOREGRESSIVE‐‐MOVING‐AVERAGE MODELS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
1999Diagnostics for Time Series Analysis In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article3
1979Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models. In: Econometrica.
[Full Text][Citation analysis]
article13
1979Identification Results for ARMAX Structures. In: Econometrica.
[Full Text][Citation analysis]
article3
1983Consistent Estimation of Minimal Subset Dimension. In: Econometrica.
[Full Text][Citation analysis]
article5
2009Bayesian estimation of a random effects heteroscedastic probit model In: Econometrics Journal.
[Full Text][Citation analysis]
article3
2010Bayesian variable selection and model averaging in the arbitrage pricing theory model In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article9
1981A note on an alternative derivation of the likelihood of an autoregressive moving average process In: Economics Letters.
[Full Text][Citation analysis]
article1
2007A unified approach to nonlinearity, structural change, and outliers In: Journal of Econometrics.
[Full Text][Citation analysis]
article65
2005A unified approach to nonlinearity, structural change and outliers.(2005) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
paper
2009Regression density estimation using smooth adaptive Gaussian mixtures In: Journal of Econometrics.
[Full Text][Citation analysis]
article15
2012Generalized smooth finite mixtures In: Journal of Econometrics.
[Full Text][Citation analysis]
article10
2012On some properties of Markov chain Monte Carlo simulation methods based on the particle filter In: Journal of Econometrics.
[Full Text][Citation analysis]
article46
2014Bayesian inference for nonlinear structural time series models In: Journal of Econometrics.
[Full Text][Citation analysis]
article5
1982When is an aggregate of a time series efficiently forecast by its past? In: Journal of Econometrics.
[Full Text][Citation analysis]
article43
2016Particle efficient importance sampling In: Journal of Econometrics.
[Full Text][Citation analysis]
article4
1992Computing p-values for the generalized Durbin-Watson and other invariant test statistics In: Journal of Econometrics.
[Full Text][Citation analysis]
article10
1994Testing for linearity in a semiparametric regression model In: Journal of Econometrics.
[Full Text][Citation analysis]
article2
1996A Bayesian approach to additive semiparametric regression In: Journal of Econometrics.
[Full Text][Citation analysis]
article14
1996Bayesian estimation of an autoregressive model using Markov chain Monte Carlo In: Journal of Econometrics.
[Full Text][Citation analysis]
article12
Bayesian Estimation of an Autoregressive Model Using Markov Chain Monte Carlo.() In: Statistics Working Paper.
[Citation analysis]
This paper has another version. Agregated cites: 12
paper
1996Nonparametric regression using Bayesian variable selection In: Journal of Econometrics.
[Full Text][Citation analysis]
article102
Nonparametric Regression using Bayesian Variable Selection.() In: Statistics Working Paper.
[Citation analysis]
This paper has another version. Agregated cites: 102
paper
1997A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models In: Journal of Econometrics.
[Full Text][Citation analysis]
article8
1978Local and global identification and strong consistency in time series models In: Journal of Econometrics.
[Full Text][Citation analysis]
article2
2000Nonparametric seemingly unrelated regression In: Journal of Econometrics.
[Full Text][Citation analysis]
article27
1998Nonparametric Seemingly Unrelated Regression.(1998) In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 27
paper
2009Multivariate probit models for conditional claim-types In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article7
2000Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data In: Journal of Business Research.
[Full Text][Citation analysis]
article3
1997Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data.(1997) In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data.() In: Statistics Working Paper.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2011Constructing priors based on model size for nondecomposable Gaussian graphical models: A simulation based approach In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article0
1990The nonparametric estimation of growth curves In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
article0
2010Adaptive hybrid Metropolis-Hastings samplers for DSGE models In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
paper6
2007Nonparametric Regression Density Estimation Using Smoothly Varying Normal Mixtures In: Working Paper Series.
[Full Text][Citation analysis]
paper1
2009Flexible Modeling of Conditional Distributions Using Smooth Mixtures of Asymmetric Student T Densities In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2010Modeling Conditional Densities Using Finite Smooth Mixtures In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2015SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING In: Working Paper Series.
[Full Text][Citation analysis]
paper1
2016Speeding up MCMC by Efficient Data Subsampling.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2015SCALABLE MCMC FOR LARGE DATA PROBLEMS USING DATA SUBSAMPLING AND THE DIFFERENCE ESTIMATOR In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2019Subsampling Sequential Monte Carlo for Static Bayesian Models In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2019Hamiltonian Monte Carlo with Energy Conserving Subsampling In: Working Paper Series.
[Full Text][Citation analysis]
paper0
1979On the Relative Efficiency of Two Methods of Estimating a Dynamic Simultaneous Equations Model. In: International Economic Review.
[Full Text][Citation analysis]
article0
2000A Nonparametric Approach to Identifying Latent Relationships in Hierarchical Models In: Marketing Science.
[Full Text][Citation analysis]
article8
1998Estimating Long-Term Trends in Tropospheric Ozone Levels In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]
paper1
2015Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator In: Biometrika.
[Full Text][Citation analysis]
article11
2005Adaptive sampling for Bayesian variable selection In: Biometrika.
[Full Text][Citation analysis]
article21
2006Efficient Bayesian inference for Gaussian copula regression models In: Biometrika.
[Full Text][Citation analysis]
article33
2012Efficient Estimation of Covariance Matrices using Posterior Mode Multiple Shrinkage In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article2
1980Local identification of ARMAX structures subject to nonlinear constraints In: Metrika: International Journal for Theoretical and Applied Statistics.
[Full Text][Citation analysis]
article2
2018Subsampling MCMC - an Introduction for the Survey Statistician In: Sankhya A: The Indian Journal of Statistics.
[Full Text][Citation analysis]
article0
2007Bayesian Covariance Matrix Estimation using a Mixture of Decomposable Graphical Models In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2007Bayesian Variable Selection of Risk Factors in the APT Model In: Discussion Papers.
[Full Text][Citation analysis]
paper1
2015Exact ABC using Importance Sampling In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Fast Inference for Intractable Likelihood Problems using Variational B ayes In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Block-Wise Pseudo-Marginal Metropolis-Hastings In: Working Papers.
[Full Text][Citation analysis]
paper1
2017Random Effects Models with Deep Neural Network Basis Functions: Methodology and Computation In: Working Papers.
[Full Text][Citation analysis]
paper0
2006Multivariate Stochastic Volatility Models with Correlated Errors In: Econometric Reviews.
[Full Text][Citation analysis]
article30
2010Parsimonious Estimation of the Covariance Matrix in Multinomial Probit Models In: Econometric Reviews.
[Full Text][Citation analysis]
article0
2020Mixed Marginal Copula Modeling In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article0
2012Modelling dependence using skew t copulas: Bayesian inference and applications In: Journal of Applied Econometrics.
[Citation analysis]
article21
Robust Bayesian estimation of autoregressive-moving range models In: Statistics Working Paper.
[Citation analysis]
paper0
Markov Chain Monte Carlo in Conditionally Gaussian State Space Models In: Statistics Working Paper.
[Citation analysis]
paper12
Robust Bayesian nonparametric regression In: Statistics Working Paper.
[Citation analysis]
paper2
Additive Nonparametric Regression for Time Series In: Statistics Working Paper.
[Citation analysis]
paper0
Finite sample performance of robust Bayesian regression In: Statistics Working Paper.
[Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team