By Scientia Professor Robert Kohn

Working Papers

Chatterjee P; Gunawan D; Kohn R, 2023, An Efficient Pseudo Marginal Method for State Space Models, http://dx.doi.org, https://drive.google.com/file/d/1m1CqvRo2X4Tbcifm24oR1Jgbx-ippKit/view?usp=share_link

Chatterjee P; Gunawan D; Kohn R, 2023, The Interaction Between Credit Constraints and Uncertainty Shocks, http://dx.doi.org, https://drive.google.com/file/d/1mCM4oL44B_zn9ymeDqOSyXMvrPJP8dd3/view?usp=share_link%7D%7B%5Ctextbf%7BThe%20Interaction%20Between%20Credit%20Constraints%20and%20Uncertainty%20Shocks

Gunawan D; Kohn R; Tran MN; Carter C, 2018, Robust Particle Density Tempering for State Space Models, http://dx.doi.org

Gunawan D; Carter C; Kohn R, 2018, The Correlated Particle Hybrid Sampler for State Space Models, http://dx.doi.org, https://arxiv.org/abs/1804.04359v4

Gunawan D; carter C; Fiebig D; Kohn R, 2017, Efficient Bayesian estimation for flexible panel models for multivariate outcomes: Impact of life events on mental health and excessive alcohol consumption, http://dx.doi.org10.48550/arxiv.1706.03953

Gunawan D; Carter C; Kohn R, 2017, Efficient Bayesian inference for multivariate factor stochastic volatility models with leverage, http://dx.doi.org

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