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Bayesian Estimation of an Auto...
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Asymptotic estimation and hypothesis testing results for vector linear time series models
Kohn, R.
- In:
Econometrica : journal of the Econometric Society, an …
47
(
1979
)
4
,
pp. 1005-1030
Persistent link: https://www.econbiz.de/10002247409
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2
A characterization of Granger-Sims exogeneity
Kohn, R.
- In:
Economics letters
8
(
1981
)
2
,
pp. 129-133
Persistent link: https://www.econbiz.de/10002247418
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3
Consistent estimation of minimal subset dimension
Kohn, R.
- In:
Econometrica : journal of the Econometric Society, an …
51
(
1983
)
2
,
pp. 367-376
Persistent link: https://www.econbiz.de/10002247427
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4
Identification results for ARMAX structures
Kohn, R.
- In:
Econometrica : journal of the Econometric Society, an …
47
(
1979
)
5
,
pp. 1295-1304
Persistent link: https://www.econbiz.de/10002247432
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5
Local and global identification and strong consistency in time series models
Kohn, R.
- In:
Journal of econometrics
8
(
1978
)
3
,
pp. 269-293
Persistent link: https://www.econbiz.de/10002247441
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6
Local identification of ARMAX structures subject to nonlinear constraints
Kohn, R.
- In:
Metrika : international journal for theoretical and …
27
(
1980
)
1
,
pp. 35-41
Persistent link: https://www.econbiz.de/10002247448
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7
A note on an alternative derivation of the likelihood of an autoregressive moving average process
Kohn, R.
- In:
Economics letters
7
(
1981
)
3
,
pp. 233-236
Persistent link: https://www.econbiz.de/10002247458
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8
On the relative efficiency of two methods of estimating a dynamic simultaneous equations model
Kohn, R.
- In:
International economic review
20
(
1979
)
1
,
pp. 237-252
Persistent link: https://www.econbiz.de/10002247478
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9
Markov chain Monte Carlo in conditionally Gaussian state space models
Carter, Chris K.
;
Kohn, Robert
-
1994
Persistent link: https://www.econbiz.de/10000887142
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10
Nonparametric regression using Bayesian variable selection
Smith, Michael S.
;
Kohn, Robert
-
1994
Persistent link: https://www.econbiz.de/10000895792
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