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 20 40 258
Comparing Hybrid Time-Varying Parameter VARs 0 0 0 44 0 4 6 62
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 2 12 39
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 1 58 0 6 13 77
Efficient estimation of Bayesian VARMAs with time-varying coefficients 0 0 0 59 1 5 6 108
Gibbs Samplers for VARMA and Its Extensions 0 0 0 65 0 3 6 132
Identifying Noise Shocks 0 0 0 54 3 6 8 105
Large Bayesian VARMAs 0 0 0 88 0 18 18 113
Large Bayesian VARMAs 0 0 0 44 0 2 5 92
Large Bayesian VARMAs 0 0 0 20 0 6 8 56
Large Bayesian VARMAs 0 0 0 2 1 2 6 25
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 1 23 0 4 6 123
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 0 53 5 10 15 267
Modelling Inflation Volatility 0 0 0 38 1 5 6 63
Modelling Inflation Volatility 0 0 0 53 0 4 7 108
Modelling Inflation Volatility 0 0 0 110 1 6 8 146
Reducing Dimensions in a Large TVP-VAR 0 0 2 47 0 1 13 259
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 0 1 6 90
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 0 7 9 96
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 1 7 9 197
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 1 44 2 5 9 97
Total Working Papers 0 0 8 1,083 15 124 216 2,513

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 1 2 75
BAYESIAN ANALYSIS OF CARTEL STABILITY AND REGIME SWITCHING 0 0 0 37 3 7 8 116
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility 0 0 8 34 1 12 44 169
Choosing between identification schemes in noisy-news models 0 0 1 3 2 9 11 20
Comparing hybrid time-varying parameter VARs 0 1 1 19 5 10 17 119
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 1 4 0 13 19 43
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 0 3 9 22
Identifying noise shocks 0 0 0 13 0 2 8 57
Large Bayesian VARMAs 0 0 1 15 5 9 17 115
Marginal Likelihood Estimation with the Cross-Entropy Method 1 3 4 28 3 11 17 139
Modelling Inflation Volatility 0 0 0 26 0 7 10 76
Reducing the state space dimension in a large TVP-VAR 0 1 3 26 2 8 13 108
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 2 23 0 4 8 77
THE ECONOMICS OF MEASURING QUALITY OF LIFE BY THE STANDARD GAMBLE METHOD 0 0 0 48 0 9 9 295
Total Journal Articles 1 5 21 293 21 105 192 1,431

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04