Access Statistics for Eric Eisenstat

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian model comparison for time-varying parameter VARs with stochastic volatility 0 0 3 97 0 0 13 229
Comparing Hybrid Time-Varying Parameter VARs 0 0 0 44 0 0 4 58
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 1 58 0 2 5 68
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 2 3 30
Efficient estimation of Bayesian VARMAs with time-varying coefficients 0 0 0 59 0 0 1 102
Gibbs Samplers for VARMA and Its Extensions 0 0 0 65 0 2 3 128
Identifying Noise Shocks 0 0 0 54 0 1 2 99
Large Bayesian VARMAs 0 0 0 44 0 0 0 87
Large Bayesian VARMAs 0 0 0 2 0 0 2 21
Large Bayesian VARMAs 0 0 0 88 0 0 2 95
Large Bayesian VARMAs 0 0 1 20 0 0 3 49
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 1 53 1 2 7 255
Marginal Likelihood Estimation with the Cross-Entropy Method 1 1 3 23 1 1 6 119
Modelling Inflation Volatility 0 0 0 53 0 1 2 103
Modelling Inflation Volatility 0 0 0 38 0 0 3 58
Modelling Inflation Volatility 0 0 0 110 0 0 0 138
Reducing Dimensions in a Large TVP-VAR 0 1 5 47 3 8 15 257
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 0 1 2 88
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 0 1 3 86
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 1 44 0 1 3 91
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 0 0 1 189
Total Working Papers 1 2 15 1,083 5 22 80 2,350

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comment on “A Review of Student Test Properties in Condition of Multifactorial Linear Regression” 0 0 0 17 1 1 1 74
BAYESIAN ANALYSIS OF CARTEL STABILITY AND REGIME SWITCHING 0 0 0 37 0 0 0 108
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility 1 2 9 33 3 9 29 144
Choosing between identification schemes in noisy-news models 0 0 0 2 0 0 0 9
Comparing hybrid time-varying parameter VARs 0 0 2 18 0 2 9 106
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 1 1 4 1 3 6 29
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 0 1 3 16
Identifying noise shocks 0 0 0 13 0 3 4 53
Large Bayesian VARMAs 1 1 1 15 1 3 6 102
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 4 25 2 2 12 127
Modelling Inflation Volatility 0 0 0 26 0 2 3 68
Reducing the state space dimension in a large TVP-VAR 0 1 5 25 0 2 10 99
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 3 23 0 1 7 72
THE ECONOMICS OF MEASURING QUALITY OF LIFE BY THE STANDARD GAMBLE METHOD 0 0 0 48 0 0 1 286
Total Journal Articles 2 5 25 286 8 29 91 1,293

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Statistics updated 2025-10-06