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 97 4 5 39 263
Comparing Hybrid Time-Varying Parameter VARs 0 0 0 44 3 5 10 67
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 58 0 0 11 77
Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility 0 0 0 18 4 5 16 44
Efficient estimation of Bayesian VARMAs with time-varying coefficients 0 0 0 59 3 5 10 112
Gibbs Samplers for VARMA and Its Extensions 0 0 0 65 3 3 9 135
Identifying Noise Shocks 0 0 0 54 2 6 11 108
Large Bayesian VARMAs 0 0 0 20 1 2 10 58
Large Bayesian VARMAs 0 0 0 2 3 5 9 29
Large Bayesian VARMAs 0 0 0 44 4 4 9 96
Large Bayesian VARMAs 0 0 0 88 0 0 18 113
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 1 23 3 4 9 127
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 0 53 3 12 21 274
Modelling Inflation Volatility 0 0 0 110 6 7 14 152
Modelling Inflation Volatility 0 0 0 53 5 6 13 114
Modelling Inflation Volatility 0 0 0 38 2 4 8 66
Reducing Dimensions in a Large TVP-VAR 0 0 0 15 3 3 8 93
Reducing Dimensions in a Large TVP-VAR 0 0 0 39 1 2 11 98
Reducing Dimensions in a Large TVP-VAR 0 0 2 47 0 0 12 259
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 1 44 4 6 12 101
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 1 3 10 199
Total Working Papers 0 0 6 1,083 55 87 270 2,585

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 3 3 5 78
BAYESIAN ANALYSIS OF CARTEL STABILITY AND REGIME SWITCHING 0 0 0 37 1 5 10 118
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility 0 0 5 34 6 8 47 176
Choosing between identification schemes in noisy-news models 0 0 1 3 2 4 13 22
Comparing hybrid time-varying parameter VARs 0 0 1 19 3 10 21 124
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 1 4 4 4 22 47
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 0 1 8 23
Identifying noise shocks 0 0 0 13 2 4 12 61
Large Bayesian VARMAs 0 0 1 15 0 5 16 115
Marginal Likelihood Estimation with the Cross-Entropy Method 0 1 3 28 1 5 17 141
Modelling Inflation Volatility 0 0 0 26 5 6 16 82
Reducing the state space dimension in a large TVP-VAR 0 0 2 26 4 7 16 113
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 1 23 2 2 9 79
THE ECONOMICS OF MEASURING QUALITY OF LIFE BY THE STANDARD GAMBLE METHOD 0 0 0 48 4 4 13 299
Total Journal Articles 0 1 15 293 37 68 225 1,478

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Statistics updated 2026-05-06