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 0 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 0 2 13 81
Efficient estimation of Bayesian VARMAs with time-varying coefficients 0 0 0 59 0 1 13 115
Gibbs Samplers for VARMA and Its Extensions 1 1 1 66 2 5 13 141
Identifying Noise Shocks 0 0 0 54 0 1 10 109
Large Bayesian VARMAs 0 0 0 88 2 2 20 115
Large Bayesian VARMAs 0 0 0 44 0 3 13 100
Large Bayesian VARMAs 0 0 1 21 0 1 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 0 2 23 278
Marginal Likelihood Estimation with the Cross-Entropy Method 0 1 1 24 1 4 13 132
Modelling Inflation Volatility 0 0 0 53 2 3 15 118
Modelling Inflation Volatility 1 1 1 111 1 2 16 154
Modelling Inflation Volatility 0 0 0 38 0 1 9 67
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 15 0 1 8 94
Reducing Dimensions in a Large TVP-VAR 0 0 0 47 0 0 2 259
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 112 0 0 13 202
Stochastic Model Specification Search for Time-Varying Parameter VARs 0 0 0 44 1 2 14 105
Total Working Papers 2 3 4 1,087 9 33 289 2,639

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 2 3 7 81
BAYESIAN ANALYSIS OF CARTEL STABILITY AND REGIME SWITCHING 0 0 0 37 0 1 13 121
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility 0 1 2 35 1 3 39 183
Choosing between identification schemes in noisy-news models 0 1 2 4 0 3 17 26
Comparing hybrid time-varying parameter VARs 0 0 1 19 0 1 19 125
Composite likelihood methods for large Bayesian VARs with stochastic volatility 0 0 0 4 0 2 20 49
Efficient estimation of Bayesian VARMAs with time†varying coefficients 0 0 0 0 2 3 12 28
Identifying noise shocks 0 0 0 13 0 0 9 62
Large Bayesian VARMAs 0 0 0 15 0 7 20 122
Marginal Likelihood Estimation with the Cross-Entropy Method 0 0 3 28 0 0 16 143
Modelling Inflation Volatility 0 0 0 26 0 2 16 84
Reducing the state space dimension in a large TVP-VAR 0 1 3 28 1 3 18 117
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 16 302
Total Journal Articles 0 3 11 297 7 30 231 1,524

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Statistics updated 2026-10-11