Browsing byAuthorEisenstat, E
Showing results 1 to 9 of 9
Issue Date | Title | Author(s) |
2018-06-01 | Bayesian model comparison for time-varying parameter VARs with stochastic volatility | Chan, JCC; Eisenstat, E |
2018-10-01 | Comparing hybrid time-varying parameter VARs | Chan, JCC; Eisenstat, E |
2020-01-01 | Composite likelihood methods for large Bayesian VARs with stochastic volatility | Chan, JCC; Eisenstat, E; Hou, C; Koop, G |
2017-11-01 | Efficient estimation of Bayesian VARMAs with time-varying coefficients | Chan, JCC; Eisenstat, E |
2020-02-01 | Identifying noise shocks | Benati, L; Chan, J; Eisenstat, E; Koop, G |
2016-06-01 | Large Bayesian VARMAs | Chan, JCC; Eisenstat, E; Koop, G |
2015-01-01 | Marginal Likelihood Estimation with the Cross-Entropy Method | Chan, JCC; Eisenstat, E |
2020-09-01 | Reducing the state space dimension in a large TVP-VAR | Chan, JCC; Eisenstat, E; Strachan, RW |
2016-11-25 | Stochastic Model Specification Search for Time-Varying Parameter VARs | Eisenstat, E; Chan, JCC; Strachan, RW |