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
Michael Stanley SmithChair of Management (Econometrics), Melbourne Business School, University of MelbourneVerified email at mbs.edu
Mattias VillaniProfessor of Statistics, Stockholm UniversityVerified email at stat.su.se
paolo giordaniProfessor of Financial Econometrics, Norwegian Business School, OsloVerified email at bi.no
M PittKing's College LondonVerified email at kcl.ac.uk
David GunawanUniversity of WollongongVerified email at uow.edu.au
Matias QuirozStockholm UniversityVerified email at stat.su.se
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
Richard GerlachThe University of SydneyVerified email at sydney.edu.au
Marcel ScharthUniversity of Sydney Business SchoolVerified email at sydney.edu.au
Guy HawkinsUniversity of NewcastleVerified email at newcastle.edu.au
Denzil G FiebigProfessor of Economics, UNSWVerified email at unsw.edu.au
scott brownschool of psychology, university 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

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


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
On Gibbs sampling for state space models CK Carter, R Kohn Biometrika 81 (3), 541-553, 1994	2845	1994
Nonparametric regression using Bayesian variable selection M Smith, R Kohn Journal of Econometrics 75 (2), 317-343, 1996	726	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	356	1985
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	342	2012
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	341	1986
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	317	2015
Efficient Bayesian inference for Gaussian copula regression models M Pitt, D Chan, R Kohn Biometrika 93 (3), 537-554, 2006	299	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	285	2002
Efficient estimation of covariance selection models F Wong, CK Carter, R Kohn Biometrika 90 (4), 809-830, 2003	273	2003
Markov chain Monte Carlo in conditionally Gaussian state space models CK Carter, R Kohn Biometrika 83 (3), 589-601, 1996	255	1996
Parsimonious covariance matrix estimation for longitudinal data M Smith, R Kohn Journal of the American Statistical Association 97 (460), 1141-1153, 2002	245	2002
Nonparametric regression using linear combinations of basis functions R Kohn, M Smith, D Chan Statistics and Computing 11 (4), 313-322, 2001	220	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	218	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	205	2000
Speeding up MCMC by efficient data subsampling M Quiroz, R Kohn, M Villani, MN Tran Journal of the American Statistical Association, 2018	200	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	157	1989
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	138	1987
Exact likelihood of vector autoregressive-moving average process with missing or aggregated data CF Ansley, R Kohn Biometrika 70 (1), 275-278, 1983	138	1983
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	137	1996
Adaptive sampling for Bayesian variable selection DJ Nott, R Kohn Biometrika 92 (4), 747-763, 2005	132	2005

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