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 13 22 34 251
Comparing Hybrid Time-Varying Parameter VARs 0 0 0 44 1 1 3 59
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 1 58 2 5 10 73
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 7 10 37
Efficient estimation of Bayesian VARMAs with time-varying coefficients 0 0 0 59 0 1 2 103
Gibbs Samplers for VARMA and Its Extensions 0 0 0 65 0 1 4 129
Identifying Noise Shocks 0 0 0 54 0 0 2 99
Large Bayesian VARMAs 0 0 0 44 1 4 4 91
Large Bayesian VARMAs 0 0 0 2 1 3 5 24
Large Bayesian VARMAs 0 0 0 20 1 2 4 51
Large Bayesian VARMAs 0 0 0 88 14 14 16 109
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 0 53 1 3 8 258
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 2 23 1 1 6 120
Modelling Inflation Volatility 0 0 0 53 0 1 3 104
Modelling Inflation Volatility 0 0 0 38 1 1 2 59
Modelling Inflation Volatility 0 0 0 110 0 2 2 140
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 2 3 5 91
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 1 4 7 90
Reducing Dimensions in a Large TVP-VAR 0 0 3 47 0 1 14 258
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 0 1 2 190
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 1 44 1 2 5 93
Total Working Papers 0 0 10 1,083 40 79 148 2,429

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 0 0 1 74
BAYESIAN ANALYSIS OF CARTEL STABILITY AND REGIME SWITCHING 0 0 0 37 0 1 1 109
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility 0 1 8 34 4 17 37 161
Choosing between identification schemes in noisy-news models 0 1 1 3 2 4 4 13
Comparing hybrid time-varying parameter VARs 0 0 0 18 0 3 9 109
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 1 4 10 11 17 40
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 1 4 7 20
Identifying noise shocks 0 0 0 13 1 3 7 56
Large Bayesian VARMAs 0 0 1 15 1 5 10 107
Marginal Likelihood Estimation with the Cross-Entropy Method 1 1 3 26 5 6 13 133
Modelling Inflation Volatility 0 0 0 26 1 2 4 70
Reducing the state space dimension in a large TVP-VAR 0 0 2 25 0 1 7 100
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 3 23 0 1 7 73
THE ECONOMICS OF MEASURING QUALITY OF LIFE BY THE STANDARD GAMBLE METHOD 0 0 0 48 3 3 3 289
Total Journal Articles 1 3 19 289 28 61 127 1,354

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Statistics updated 2026-01-09