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 0 97 0 6 36 265
Comparing Hybrid Time-Varying Parameter VARs 0 0 0 44 0 4 10 68
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 58 1 2 13 79
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 4 16 44
Efficient estimation of Bayesian VARMAs with time-varying coefficients 0 0 0 59 1 5 12 114
Gibbs Samplers for VARMA and Its Extensions 0 0 0 65 0 4 10 136
Identifying Noise Shocks 0 0 0 54 0 2 10 108
Large Bayesian VARMAs 0 0 0 44 1 5 10 97
Large Bayesian VARMAs 1 1 1 21 2 4 12 61
Large Bayesian VARMAs 0 0 0 88 0 0 18 113
Large Bayesian VARMAs 0 0 0 2 0 3 8 29
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 1 23 0 4 10 128
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 0 53 2 5 23 276
Modelling Inflation Volatility 0 0 0 110 0 6 14 152
Modelling Inflation Volatility 0 0 0 38 0 2 8 66
Modelling Inflation Volatility 0 0 0 53 0 6 13 115
Reducing Dimensions in a Large TVP-VAR 0 0 1 47 0 0 10 259
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 0 3 8 93
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 0 1 11 98
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 1 4 13 202
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 44 1 6 13 103
Total Working Papers 1 1 3 1,084 9 76 278 2,606

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 3 5 78
BAYESIAN ANALYSIS OF CARTEL STABILITY AND REGIME SWITCHING 0 0 0 37 0 3 12 120
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility 0 0 3 34 1 10 45 180
Choosing between identification schemes in noisy-news models 0 0 1 3 0 3 14 23
Comparing hybrid time-varying parameter VARs 0 0 1 19 0 3 20 124
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 1 4 0 4 21 47
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 1 2 10 25
Identifying noise shocks 0 0 0 13 1 3 12 62
Large Bayesian VARMAs 0 0 1 15 0 0 16 115
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 3 28 0 3 18 143
Modelling Inflation Volatility 0 0 0 26 0 5 16 82
Reducing the state space dimension in a large TVP-VAR 0 1 3 27 0 5 17 114
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 23 0 4 10 81
THE ECONOMICS OF MEASURING QUALITY OF LIFE BY THE STANDARD GAMBLE METHOD 0 0 0 48 1 5 14 300
Total Journal Articles 0 1 13 294 4 53 230 1,494

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Statistics updated 2026-07-10