Robert J. Kohn : Citation Profile


Are you Robert J. Kohn?

UNSW Sydney

14

H index

19

i10 index

816

Citations

RESEARCH PRODUCTION:

51

Articles

32

Papers

RESEARCH ACTIVITY:

   42 years (1978 - 2020). See details.
   Cites by year: 19
   Journals where Robert J. Kohn has often published
   Relations with other researchers
   Recent citing documents: 83.    Total self citations: 18 (2.16 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko171
   Updated: 2022-01-23    RAS profile: 2020-02-04    
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Relations with other researchers


Works with:

Villani, Mattias (3)

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

Is cited by:

Ravazzolo, Francesco (31)

Smith, Michael (31)

Koop, Gary (27)

Korobilis, Dimitris (23)

Guidolin, Massimo (19)

Omori, Yasuhiro (17)

van Dijk, Herman (16)

Tsionas, Mike (16)

Steel, Mark (14)

Ley, Eduardo (11)

Asai, Manabu (11)

Cites to:

Giordani, Paolo (16)

Villani, Mattias (14)

Shephard, Neil (12)

Geweke, John (12)

Smith, Michael (12)

Geweke, John (10)

Jacobson, Tor (7)

French, Kenneth (6)

Fama, Eugene (6)

Rossi, Peter (5)

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
Journal of the Royal Statistical Society Series B3
Econometrica3
Journal of the American Statistical Association3
Biometrika3
Econometric Reviews2
Insurance: Mathematics and Economics2

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
Discussion Papers / School of Economics, The University of New South Wales2
Papers / arXiv.org2

Recent works citing Robert J. Kohn (2021 and 2020)


YearTitle of citing document
2021A 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.

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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.

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

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

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2021Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices. (2020). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Papers. RePEc:arx:papers:2010.01844.

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2020Generative Learning of Heterogeneous Tail Dependence. (2020). Yan, Xing ; Sun, Xiangqian ; Wu, QI. In: Papers. RePEc:arx:papers:2011.13132.

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2021General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Papers. RePEc:arx:papers:2102.13393.

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2021Hamiltonian Monte Carlo for Regression with High-Dimensional Categorical Data. (2021). Hansen, Stephen ; Battaglia, Laura ; Sacher, Szymon. In: Papers. RePEc:arx:papers:2107.08112.

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2021Implicit Copulas: An Overview. (2021). Smith, Michael Stanley. In: Papers. RePEc:arx:papers:2109.04718.

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2021A Novel Hydro - Economic - Econometric Approach for Integrated Transboundary Water Management under Uncertainty. (2021). Kartala, Xanthi ; Englezos, Nikolaos ; Alamanos, Angelos ; Tsionas, Mike ; Koundouri, Phoebe. In: DEOS Working Papers. RePEc:aue:wpaper:2101.

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2020A Bayesian nonparametric testing procedure for paired samples. (2020). Taylorrodriguez, Daniel ; Pereira, Luz Adriana ; Gutierrez, Luis. In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:4:p:1133-1146.

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2021Bayesian variable selection for non?Gaussian responses: a marginally calibrated copula approach. (2021). Smith, Michael Stanley ; Klein, Nadja. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:3:p:809-823.

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2021An effcient exact Bayesian method For state space models with stochastic volatility. (2021). Yu-Fan, Huang. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:10:n:6.

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2021Shrinkage for Gaussian and t Copulas in Ultra-High Dimensions. (2021). Anatolyev, Stanislav ; Pyrlik, Vladimir . In: CERGE-EI Working Papers. RePEc:cer:papers:wp699.

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

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

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2020Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area. (2020). Sokol, Andrej ; Chalmoviansk, Jakub ; Porqueddu, Mario. In: Working Paper Series. RePEc:ecb:ecbwps:20202501.

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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.

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2021Efficient inference for stochastic differential equation mixed-effects models using correlated particle pseudo-marginal algorithms. (2021). Picchini, Umberto ; McLean, Ashleigh T ; Golightly, Andrew ; Wiqvist, Samuel. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:157:y:2021:i:c:s0167947320302425.

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2021Gaussian Bayesian network comparisons with graph ordering unknown. (2021). Holloway, John W ; Arshad, Hasan ; Karmaus, Wilfried ; Rezwan, Faisal I ; Han, Shengtong ; Huang, Xianzheng ; Zhang, Hongmei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:157:y:2021:i:c:s0167947320302474.

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2021Investigating dynamic price co-movements in the international milk market using copulas: The role of trade agreements. (2021). Rokopanos, Andreas ; Rezitis, Anthony ; Tsionas, Mike G. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:215-227.

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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.

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2021Evaluating consumers’ choices of Medicare Part D plans: A study in behavioral welfare economics. (2021). Ketcham, Jonathan ; Keane, Michael ; Neal, Timothy ; Kuminoff, Nicolai . In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:107-140.

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2021Testing for observation-dependent regime switching in mixture autoregressive models. (2021). Saikkonen, Pentti ; Meitz, Mika. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:601-624.

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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.

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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.

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2021Multivariate stochastic volatility using the HESSIAN method. (2021). Pelletier, Denis ; McCausland, William ; Miller, Shirley . In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:76-94.

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2021Flexible Mixture Priors for Large Time-varying Parameter Models. (2021). Hauzenberger, Niko. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:87-108.

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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.

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2021Making inference of British households happiness efficiency: A Bayesian latent model. (2021). Tsionas, Mike G ; Mamatzakis, Emmanuel C. In: European Journal of Operational Research. RePEc:eee:ejores:v:294:y:2021:i:1:p:312-326.

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2020Volatility spillovers in Australian electricity markets. (2020). Trueck, Stefan ; Truck, Stefan ; Kordzakhia, Nino ; Han, Lin. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301225.

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2020A dynamic network analysis of spot electricity prices in the Australian national electricity market. (2020). Truck, Stefan ; Yan, Guan. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303121.

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2021Asymmetric volatility spillover between oil-importing and oil-exporting countries economic policy uncertainty and Chinas energy sector. (2021). Yang, Bohan ; Wang, Ziwei ; Ma, Feng ; He, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s105752192100082x.

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2020Geostatistical modeling of dependent credit spreads: Estimation of large covariance matrices and imputation of missing data. (2020). Graler, Benedikt ; Scherer, Matthias ; Huttner, Amelie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301631.

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2021Switching volatility in a nonlinear open economy. (2021). Benchimol, Jonathan ; Ivashchenko, Sergey. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302436.

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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.

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2020Bayesian sequential stock return prediction through copulas. (2020). Frey, Christoph ; Virbickait, Audron ; Macedo, Demian N. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300207.

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2021Zero Lower Bound and negative interest rates: Choices for monetary policy in the UK. (2021). Nasir, Muhammad Ali. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:200-229.

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2020Demand forecasting in the presence of systematic events: Cases in capturing sales promotions. (2020). Fahimnia, Behnam ; Eshragh, Ali ; Hurley, Jason ; Abolghasemi, Mahdi. In: International Journal of Production Economics. RePEc:eee:proeco:v:230:y:2020:i:c:s0925527320302553.

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2020Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance. (2020). Vihola, Matti ; Franks, Jordan. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:130:y:2020:i:10:p:6157-6183.

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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.

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2020A quarter century of inflation targeting & structural change in exchange rate pass-through: Evidence from the first three movers. (2020). Vo, Xuan Vinh ; Nasir, Muhammad. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:54:y:2020:i:c:p:42-61.

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2020Bayesian state space models in macroeconometrics. (2020). Strachan, Rodney. In: CAMA Working Papers. RePEc:een:camaaa:2020-90.

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2020Switching Volatility in a Nonlinear Open Economy. (2020). Benchimol, Jonathan ; Ivashchenko, Sergey. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202008.

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

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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.

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2021.

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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.

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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.

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2020Posterior Inference on Parameters in a Nonlinear DSGE Model via Gaussian-Based Filters. (2020). Noh, Sanha. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:4:d:10.1007_s10614-019-09944-5.

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2021Bayesian Estimation for High-Frequency Volatility Models in a Time Deformed Framework. (2021). , Antonio ; Antonio, . In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-019-09958-z.

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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.

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

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2020Estimating DSGE Models: Recent Advances and Future Challenges. (2020). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo A. In: NBER Working Papers. RePEc:nbr:nberwo:27715.

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2020Evolution of Monetary Policy in Peru: An Empirical Application Using a Mixture Innovation TVP-VAR-SV Model. (2020). Rodríguez, Gabriel ; Goicochea, Jhonatan Portilla. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00485.

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2021Bridging the Divide? Bayesian Artificial Neural Networks for Frontier Efficiency Analysis. (2021). Zelenyuk, Valentin ; Parmeter, Christopher F ; Tsionas, Mike. In: CEPA Working Papers Series. RePEc:qld:uqcepa:162.

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2020A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance. (2020). van Dijk, Herman ; Casarin, Roberto ; Ravazzolo, Francesco ; Grassi, Stefano. In: Working Paper series. RePEc:rim:rimwps:20-27.

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2020Multivariate probit model for a priori assessment of behavioral risks in audit. (2020). Sinyavskaya, Tatiana ; Arzhenovskiy, Sergey ; Bakhteev, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:0409.

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2021The Bayesian Covariance Structure Model for Testlets. (2021). Klotzke, Konrad ; Wenzel, Jeremias ; Fox, Jean-Paul. In: Journal of Educational and Behavioral Statistics. RePEc:sae:jedbes:v:46:y:2021:i:2:p:219-243.

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2021Gold and Government Bonds as Safe-Haven Assets Against Stock Market Turbulence in China. (2021). Chang, Meng-Shiuh ; Huang, Wei. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:1:p:2158244021990655.

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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.

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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.

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2021Bayesian Multiple Change-Points Detection in a Normal Model with Heterogeneous Variances. (2021). Kim, Yongku ; Lee, Woo Dong ; Kang, Sang Gil. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:2:d:10.1007_s00180-020-01054-3.

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2021Bayesian spectral density estimation using P-splines with quantile-based knot placement. (2021). Meyer, Renate ; Maturana-Russel, Patricio. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:3:d:10.1007_s00180-021-01066-7.

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2021Jump Markov chains and rejection-free Metropolis algorithms. (2021). Sheikholeslami, Ali ; Chen, Sigeng ; Tamura, Hirotaka ; Dabiri, Keivan ; Dote, Aki ; Rosenthal, Jeffrey S. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:4:d:10.1007_s00180-021-01095-2.

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2021Direct statistical inference for finite Markov jump processes via the matrix exponential. (2021). Sherlock, Chris. In: Computational Statistics. RePEc:spr:compst:v:36:y:2021:i:4:d:10.1007_s00180-021-01102-6.

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2021Forecasting inflation in the euro area: countries matter!. (2021). Capolongo, Angela ; Pacella, Claudia. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01959-4.

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2021Claim reserving for insurance contracts in line with the International Financial Reporting Standards 17: a new paid-incurred chain approach to risk adjustments. (2021). Zhao, Yixing ; Xiong, Heng ; Mamon, Rogemar. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00287-5.

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2020A Bayesian Signals Approach for the Detection of Crises. (2020). Michaelides, Panayotis ; Xidonas, Panos ; Tsionas, Mike. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:3:d:10.1007_s40953-019-00186-8.

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2020Bayesian estimation for threshold autoregressive model with multiple structural breaks. (2020). Kumar, Jitendra ; Agiwal, Varun. In: METRON. RePEc:spr:metron:v:78:y:2020:i:3:d:10.1007_s40300-020-00188-0.

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2021Joint Spatial Modelling of Childhood Morbidity in West Africa Using a Distributional Bivariate Probit Model. (2021). Fadiji, Funmilayo Adenike ; Gayawan, Ezra. In: Statistics in Biosciences. RePEc:spr:stabio:v:13:y:2021:i:1:d:10.1007_s12561-020-09282-3.

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2021A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance. (2021). Grassi, Stefano ; Casarin, Roberto ; van Dijk, Herman K ; Ravazzolo, Francesco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210016.

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2021GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks. (2021). Buczyński, Mateusz ; Chlebus, Marcin ; Buczyski, Mateusz. In: Working Papers. RePEc:war:wpaper:2021-08.

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2021General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred ; Pfarrhofer, Michael. In: Working Papers in Regional Science. RePEc:wiw:wus046:8006.

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2021Predictability of Aggregated Time Series. (2021). Snudden, Stephen ; Reinhard, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:bm0127.

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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.

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2021Development of Vietnamese stock market: Influence of domestic macroeconomic environment and regional markets. (2021). Shahbaz, Muhammad ; Nasir, Muhammad Ali ; Shubita, Moade ; Mai, Trinh Thi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1435-1458.

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2021A Bayesian panel stochastic volatility measure of financial stability. (2021). Tsionas, Mike G ; Mamatzakis, Emmanuel C. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5363-5384.

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2021Measuring the slowly evolving trend in US inflation with professional forecasts. (2021). Smith, Gregor ; Nason, James. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:1:p:1-17.

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2021Sparse change?point VAR models. (2021). Dufays, Arnaud ; Song, Yong ; Li, Zhuo. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:6:p:703-727.

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2021Structural Breaks in U.S. Macroeconomic Time Series: A Bayesian Model Averaging Approach. (2021). Check, Adam ; Piger, Jeremy. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:8:p:1999-2036.

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

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2021Estimation of Heuristic Switching in Behavioral Macroeconomic Models. (2021). Sacht, Stephen ; Kukacka, Jiri. In: Economics Working Papers. RePEc:zbw:cauewp:202101.

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Works by Robert J. Kohn:


YearTitleTypeCited
2012A Copula Based Bayesian Approach for Paid-Incurred Claims Models for Non-Life Insurance Reserving In: Papers.
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2014A copula based Bayesian approach for paid–incurred claims models for non-life insurance reserving.(2014) In: Insurance: Mathematics and Economics.
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This paper has another version. Agregated cites: 5
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2019A long short-term memory stochastic volatility model In: Papers.
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2008Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models In: Journal of the American Statistical Association.
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2001Statistical Correction of a Deterministic Numerical Weather Prediction Model In: Journal of the American Statistical Association.
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2002Parsimonious Covariance Matrix Estimation for Longitudinal Data In: Journal of the American Statistical Association.
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article55
2008Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models In: Journal of Business & Economic Statistics.
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article102
2006Efficient Bayesian Inference for Multiple Change-Point and Mixture Innovation Models.(2006) In: Working Paper Series.
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This paper has another version. Agregated cites: 102
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1997Semiparametric Bayesian Inference for Time Series with Mixed Spectra In: Journal of the Royal Statistical Society Series B.
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Semiparametric Bayesian inference for time series with mixed spectra.() In: Statistics Working Paper.
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This paper has another version. Agregated cites: 6
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1998Additive nonparametric regression with autocorrelated errors In: Journal of the Royal Statistical Society Series B.
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1996Additive Nonparametric Regression with Autocorrelated Errors..(1996) In: Monash Econometrics and Business Statistics Working Papers.
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2002Model selection in spline nonparametric regression In: Journal of the Royal Statistical Society Series B.
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