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Filtering and smoothing in state space models with partially diffuse initial conditions
Ansley, Craig F.; Kohn, Robert - 1989
Persistent link: https://www.econbiz.de/10000842715
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Robust nonparametric regression with automatic data transformation and variable selection
Smith, Michael S.; Kohn, Robert - 1994
Persistent link: https://www.econbiz.de/10000900988
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Semiparametric Bayesian inference for time series with mixed spectra
Carter, Chris K.; Kohn, Robert - 1995
Persistent link: https://www.econbiz.de/10000912047
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Robust Bayesian estimation of autoregressive-moving average models
Barnett, Glen; Kohn, Robert; Sheather, Simon J. - 1995
Persistent link: https://www.econbiz.de/10000912056
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Finite sample performance of robust Bayesian regression
Smith, Michael S.; Sheather, Simon J.; Kohn, Robert - 1996
Persistent link: https://www.econbiz.de/10000942995
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Additive nonparametric regression for time series
Smith, Michael S.; Wong, Chi-ming; Kohn, Robert - 1996
Persistent link: https://www.econbiz.de/10000947881
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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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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