Eric Eisenstat

Names

Contact

Affiliations

• University of Queensland → School of Economics
  • website
  • location: Brisbane, Australia

Research profile

author of:

• Marginal Likelihood Estimation with the Cross-Entropy Method
  by Joshua C. C. Chan & Eric Eisenstat
• Modelling Inflation Volatility
  by Eric Eisenstat & Rodney W. Strachan
• Modelling Inflation Volatility
  by Eric Eisenstat & Rodney Strachan
• Stochastic Model Specification Search for Time-Varying Parameter VARs
  by Eric Eisenstat & Joshua C. C. Chan & Rodney W. Strachan
• A Comment on “A Review of Student Test Properties in Condition of Multifactorial Linear Regression”
  by Eisenstat, Eric
• Large Bayesian VARMAs
  by Joshua C. C. Chan & Eric Eisenstat & Gary Koop
• Marginal Likelihood Estimation with the Cross-Entropy Method
  by Chan, Joshua & Eisenstat, Eric
• Modelling Inflation Volatility
  by Eric Eisenstat & Rodney W. Strachan
• Large Bayesian VARMAs
  by Joshua C. C. Chan & Eric Eisenstat & Gary Koop
• Marginal Likelihood Estimation with the Cross-Entropy Method
  by Joshua C. C. Chan & Eric Eisenstat
• Gibbs Samplers for VARMA and Its Extensions
  by Joshua C. C. Chan & Eric Eisenstat
• Reducing dimensions in a large TVP-VAR
  by Joshua C. C. Chan & Eric Eisenstat & Rodney W. Strachan
• BAYESIAN ANALYSIS OF CARTEL STABILITY AND REGIME SWITCHING
  by EISENSTAT, Eric
• Large Bayesian VARMAs
  by Chan, Joshua C. C. & Eisenstat, Eric & Koop, Gary
• Large Bayesian VARMAs
  by Chan, Joshua C. C. & Eisenstat, Eric & Koop, Gary
• Reducing Dimensions in a Large TVP-VAR
  by Eric Eisenstat & Joshua C. C. Chan & Rodney W. Strachan
• Reducing Dimensions in a Large TVP-VAR
  by Eric Eisenstat & Joshua C. C. Chan & Rodney W. Strachan
• Stochastic Model Specification Search for Time-Varying Parameter VARs
  by Eric Eisenstat & Joshua C. C. Chan & Rodney Strachan
• Bayesian model comparison for time-varying parameter VARs with stochastic volatility
  by Joshua C. C. Chan & Eric Eisenstat
• Modelling Inflation Volatility
  by Eric Eisenstat & Rodney W. Strachan
• Stochastic Model Specification Search for Time-Varying Parameter VARs
  by Eric Eisenstat & Joshua C. C. Chan & Rodney W. Strachan
• Identifying Noise Shocks
  by Joshua Chan & Luca Benati & Eric Eisenstat & Gary Koop
• Large Bayesian VARMAs
  by Joshua Chan & Eric Eisenstat & Gary Koop
• Composite likelihood methods for large Bayesian VARs with stochastic volatility
  by Joshua C. C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop
• Bayesian model comparison for time‐varying parameter VARs with stochastic volatility
  by Joshua C. C. Chan & Eric Eisenstat
• Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility
  by Joshua C. C. Chan & Eric Eisenstat & Chenghan Hou & Gary Koop
• Efficient estimation of Bayesian VARMAs with time-varying coefficients
  by Joshua C. C. Chan & Eric Eisenstat
• Comparing hybrid time-varying parameter VARs
  by Chan, Joshua C. C. & Eisenstat, Eric
• THE ECONOMICS OF MEASURING QUALITY OF LIFE BY THE STANDARD GAMBLE METHOD
  by EISENSTAT, Eric & EPURE, Manuela & GRAY, Patrick Francis
• Efficient estimation of Bayesian VARMAs with time†varying coefficients
  by Joshua C. C. Chan & Eric Eisenstat
• Comparing hybrid time-varying parameter VARs
  by Joshua C. C. Chan & Eric Eisenstat