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Robert J. Kohn

Global rank #2957 96%

Institution: UNSW Sydney

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1978

Most Recent: 2020

RePEc ID: pko171 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 1.68 0.00 0.00 3.35
All Time 0.00 14.91 0.67 0.00 31.50

Publication Statistics

Raw Publications 18
Coauthorship-Adjusted Count 17.67

Publications (18)

Year Article Journal Tier Authors
2020 Mixed Marginal Copula Modeling Journal of Business & Economic Statistics A 3
2016 Particle efficient importance sampling Journal of Econometrics A 2
2014 Bayesian inference for nonlinear structural time series models Journal of Econometrics A 3
2012 On some properties of Markov chain Monte Carlo simulation methods based on the particle filter Journal of Econometrics A 4
2012 Modelling dependence using skew t copulas: Bayesian inference and applications Journal of Applied Econometrics B 3
2012 Generalized smooth finite mixtures Journal of Econometrics A 3
2009 Regression density estimation using smooth adaptive Gaussian mixtures Journal of Econometrics A 3
2007 A unified approach to nonlinearity, structural change, and outliers Journal of Econometrics A 3
2000 Nonparametric seemingly unrelated regression Journal of Econometrics A 2
1997 A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models Journal of Econometrics A 2
1996 A Bayesian approach to additive semiparametric regression Journal of Econometrics A 2
1996 Bayesian estimation of an autoregressive model using Markov chain Monte Carlo Journal of Econometrics A 3
1996 Nonparametric regression using Bayesian variable selection Journal of Econometrics A 2
1994 Testing for linearity in a semiparametric regression model Journal of Econometrics A 3
1992 Computing p-values for the generalized Durbin-Watson and other invariant test statistics Journal of Econometrics A 3
1982 When is an aggregate of a time series efficiently forecast by its past? Journal of Econometrics A 1
1981 A note on an alternative derivation of the likelihood of an autoregressive moving average process Economics Letters C 1
1978 Local and global identification and strong consistency in time series models Journal of Econometrics A 1