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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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On gibbs sampling for state space models
Carter, Chris K.; Kohn, Robert - 1993
Persistent link: https://www.econbiz.de/10000859358
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Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
Barnett, Glen; Kohn, Robert; Sheather, Simon J. - 1993
Persistent link: https://www.econbiz.de/10000861202
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A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
Shively, Thomas S.; Kohn, Robert - 1993
Persistent link: https://www.econbiz.de/10000866696
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A Bayesian analysis of integrated moving average models
Barnett, Glen; Kohn, Robert; Sheather, Simon J. - 1993
Persistent link: https://www.econbiz.de/10000867508
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Markov chain Monte Carlo in state space models
Carter, Chris K.; Kohn, Robert - 1993
Persistent link: https://www.econbiz.de/10000878114