David Kohns

Interpreting Big Data in the Macro Economy: A Bayesian Mixed Frequency Estimator

A. Bhattacharjee, David Kohns, 2019 .

Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model

A. Bhattacharjee, David Kohns, 2020, International Journal of Forecasting.

Horseshoe Prior Bayesian Quantile Regression

David Kohns, T. Szendrei, 2020, 2006.07655.

A Theory-Based Lasso for Time-Series Data

Jan Ditzen, Christopher Aitken, Mark E. Schaffer, 2020 .

Decoupling Shrinkage and Selection for the Bayesian Quantile Regression

Tibor Szendrei, David Kohns, David Kohns, 2021, 2107.08498.

Developments on the Bayesian Structural Time Series Model: Trending Growth

David Kohns, Arnab Bhattacharjee, A. Bhattacharjee, 2020 .

Horseshoe prior Bayesian quantile regression

David Kohns, T. Szendrei, 2020, Journal of the Royal Statistical Society Series C: Applied Statistics.