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A note on square-root filtering for vector autoregressive-moving average models
Ansley, Craig F.; Kohn, Robert - 1989
Persistent link: https://www.econbiz.de/10000843161
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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. - 1991
Persistent link: https://www.econbiz.de/10000846932
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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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Accurate and efficient methods for spline smoothing using a state space approach
Kohn, Robert; Ansley, Craig F.; Tharm, David - 1990
Persistent link: https://www.econbiz.de/10000847218
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The performance of cross-validation and maximum likelihood estimators of spline smoothing parameters
Kohn, Robert; Ansley, Craig F.; Tharm, David - 1990
Persistent link: https://www.econbiz.de/10000847226
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The estimation of residual standard deviation in spline regression
Ansley, Craig F.; Kohn, Robert; Tharm, David - 1990
Persistent link: https://www.econbiz.de/10000847252
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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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Additive Nonparametric Regression for Time Series
Smith, M.; Wong, Chi-Ming; Kohn, R. - Australian Graduate School of Management, UNSW (Australia)
Persistent link: https://www.econbiz.de/10005794811
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A Bayesian approach to additive semiparametric regression
Wong, Chi-ming; Kohn, Robert - In: Journal of econometrics 74 (1996) 2, pp. 209-236
Persistent link: https://www.econbiz.de/10006796250
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A Bayesian approach to additive semiparametric regression
Wong, Chi-ming; Kohn, Robert - In: Journal of Econometrics 74 (1996) 2, pp. 209-235
Persistent link: https://www.econbiz.de/10005192328