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 2 3 39 268
Comparing Hybrid Time-Varying Parameter VARs 0 0 0 44 0 0 10 68
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 0 14 44
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 58 2 3 13 81
Efficient estimation of Bayesian VARMAs with time-varying coefficients 0 0 0 59 1 2 13 115
Gibbs Samplers for VARMA and Its Extensions 0 0 0 65 3 3 11 139
Identifying Noise Shocks 0 0 0 54 1 1 10 109
Large Bayesian VARMAs 0 0 0 88 0 0 18 113
Large Bayesian VARMAs 0 0 0 44 2 4 13 100
Large Bayesian VARMAs 0 1 1 21 0 3 13 62
Large Bayesian VARMAs 0 0 0 2 0 0 8 29
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 0 53 1 4 24 278
Marginal Likelihood Estimation with the Cross-Entropy Method 1 1 2 24 3 3 13 131
Modelling Inflation Volatility 0 0 0 53 1 1 13 116
Modelling Inflation Volatility 0 0 0 38 1 1 9 67
Modelling Inflation Volatility 0 0 0 110 1 1 15 153
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 0 1 8 94
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 0 0 10 98
Reducing Dimensions in a Large TVP-VAR 0 0 0 47 0 0 5 259
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 44 0 2 13 104
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 0 1 13 202
Total Working Papers 1 2 3 1,085 18 33 285 2,630

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 6 79
BAYESIAN ANALYSIS OF CARTEL STABILITY AND REGIME SWITCHING 0 0 0 37 1 1 13 121
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility 1 1 3 35 1 3 41 182
Choosing between identification schemes in noisy-news models 1 1 2 4 1 3 17 26
Comparing hybrid time-varying parameter VARs 0 0 1 19 1 1 19 125
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 0 4 1 2 21 49
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 1 2 10 26
Identifying noise shocks 0 0 0 13 0 1 9 62
Large Bayesian VARMAs 0 0 1 15 0 7 21 122
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 3 28 0 0 18 143
Modelling Inflation Volatility 0 0 0 26 2 2 16 84
Reducing the state space dimension in a large TVP-VAR 1 1 3 28 1 2 17 116
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 23 0 0 9 81
THE ECONOMICS OF MEASURING QUALITY OF LIFE BY THE STANDARD GAMBLE METHOD 0 0 0 48 1 2 15 301
Total Journal Articles 3 3 13 297 11 27 232 1,517

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Statistics updated 2026-09-10