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 3 9 21 238
Comparing Hybrid Time-Varying Parameter VARs 0 0 0 44 0 0 2 58
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 1 58 2 3 8 71
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 6 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 88 0 0 2 95
Large Bayesian VARMAs 0 0 0 20 1 1 3 50
Large Bayesian VARMAs 0 0 0 44 1 3 3 90
Large Bayesian VARMAs 0 0 0 2 0 2 4 23
Marginal Likelihood Estimation with the Cross-Entropy Method 0 1 2 23 0 1 5 119
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 1 53 2 3 9 257
Modelling Inflation Volatility 0 0 0 110 1 2 2 140
Modelling Inflation Volatility 0 0 0 53 1 1 3 104
Modelling Inflation Volatility 0 0 0 38 0 0 1 58
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 1 3 6 89
Reducing Dimensions in a Large TVP-VAR 0 0 5 47 0 4 16 258
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 0 1 3 89
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 1 44 0 1 4 92
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 1 1 2 190
Total Working Papers 0 1 13 1,083 19 44 112 2,389

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 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 1 2 8 34 6 16 36 157
Choosing between identification schemes in noisy-news models 1 1 1 3 2 2 2 11
Comparing hybrid time-varying parameter VARs 0 0 0 18 1 3 9 109
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 1 4 1 2 7 30
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 2 3 6 19
Identifying noise shocks 0 0 0 13 1 2 6 55
Large Bayesian VARMAs 0 1 1 15 4 5 10 106
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 2 25 1 3 10 128
Modelling Inflation Volatility 0 0 0 26 1 1 4 69
Reducing the state space dimension in a large TVP-VAR 0 0 3 25 0 1 9 100
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 3 23 0 1 8 73
THE ECONOMICS OF MEASURING QUALITY OF LIFE BY THE STANDARD GAMBLE METHOD 0 0 0 48 0 0 0 286
Total Journal Articles 2 4 19 288 19 41 109 1,326

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Statistics updated 2025-12-06