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 2 94 0 1 8 218
Comparing hybrid time-varying parameter VARs 0 0 0 44 0 0 4 56
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 0 0 0 27
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 0 57 1 1 1 64
Efficient estimation of Bayesian VARMAs with time-varying coefficients 0 0 0 59 0 1 1 102
Gibbs Samplers for VARMA and Its Extensions 0 0 0 65 0 1 2 126
Identifying Noise Shocks 0 0 0 54 0 0 0 97
Large Bayesian VARMAs 0 0 0 88 0 2 2 95
Large Bayesian VARMAs 0 0 0 2 0 0 0 19
Large Bayesian VARMAs 0 0 0 44 0 0 0 87
Large Bayesian VARMAs 0 0 1 20 1 1 3 48
Marginal Likelihood Estimation with the Cross-Entropy Method 0 1 2 22 1 3 6 117
Marginal Likelihood Estimation with the Cross-Entropy Method 0 1 1 53 1 4 6 252
Modelling Inflation Volatility 0 0 0 110 0 0 0 138
Modelling Inflation Volatility 0 0 0 38 0 0 3 57
Modelling Inflation Volatility 0 0 0 53 0 0 0 101
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 0 1 2 87
Reducing Dimensions in a Large TVP-VAR 0 3 5 45 0 4 7 246
Reducing dimensions in a large TVP-VAR 0 0 0 15 0 1 2 84
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 0 0 1 188
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 43 0 0 0 88
Total Working Papers 0 5 11 1,075 4 20 48 2,297

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 0 73
BAYESIAN ANALYSIS OF CARTEL STABILITY AND REGIME SWITCHING 0 0 0 37 0 0 0 108
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility 0 0 4 26 1 4 23 125
Choosing between identification schemes in noisy-news models 0 0 1 2 0 0 2 9
Comparing hybrid time-varying parameter VARs 0 0 3 18 1 2 9 102
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 0 3 1 1 1 24
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 0 0 0 13
Identifying noise shocks 0 0 0 13 0 0 4 49
Large Bayesian VARMAs 0 0 0 14 0 2 2 98
Marginal Likelihood Estimation with the Cross-Entropy Method 0 1 5 24 0 4 14 122
Modelling Inflation Volatility 0 0 0 26 0 1 1 66
Reducing the state space dimension in a large TVP-VAR 0 1 4 23 0 4 8 95
Stochastic Model Specification Search for Time-Varying Parameter VARs 1 1 4 21 3 4 9 69
THE ECONOMICS OF MEASURING QUALITY OF LIFE BY THE STANDARD GAMBLE METHOD 0 0 1 48 0 0 2 286
Total Journal Articles 1 3 22 272 6 22 75 1,239

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Statistics updated 2025-03-03