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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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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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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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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
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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/10000859370
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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