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Computing p-values for the generalized Durbin-Watson statistic and residual autocorrelations in regression
Kohn, Robert; Shively, Thomas S.; Ansley, Craig F. - 1991
Persistent link: https://www.econbiz.de/10000846935
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Nonparametric spline regression with autoregressive moving average errors
Kohn, Robert; Ansley, Craig F.; Wong, Chi-ming - 1991
Persistent link: https://www.econbiz.de/10000849734
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Convergence of the backfitting algorithm for additive models
Ansley, Craig F.; Kohn, Robert - 1991
Persistent link: https://www.econbiz.de/10000849735
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Computing p-values for the generalized Durbin-Watson and other invariant test statistics
Ansley, Craig F.; Kohn, Robert; Shively, Thomas S. - In: Journal of Econometrics 54 (1992) 1-3, pp. 277-300
Persistent link: https://www.econbiz.de/10005238996
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Testing for linearity in a semiparametric regression model
Shively, Thomas S.; Kohn, Robert; Ansley, Craig F. - 1993
Persistent link: https://www.econbiz.de/10004227519
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Testing for linearity in a semiparametric regression model
Shively, Thomas S.; Kohn, Robert; Ansley, Craig F. - In: Journal of Econometrics 64 (1994) 1-2, pp. 77-96
Persistent link: https://www.econbiz.de/10005192877
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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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Nonparametric regression using Bayesian variable selection
Smith, Michael S.; Kohn, Robert - 1994
Persistent link: https://www.econbiz.de/10000895792
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A bayesian approach to additive semi parametric regression
Wong, Chi-ming; Kohn, Robert - 1993
Persistent link: https://www.econbiz.de/10000856796
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On gibbs sampling for state space models
Carter, Chris K.; Kohn, Robert - 1993
Persistent link: https://www.econbiz.de/10000859358