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Dr Eric Eisenstat

Lecturer
+61 7 336 56467
Room 523B, Level 5, Colin Clark Building (#39)

Publications

Journal Articles (4)
Working Paper (1)

Journal Articles

Chan, Joshua C.C., Eisenstat, Eric and Koop, Gary (2016) Large Bayesian VARMAs. Journal of Econometrics, 192 2: 374-390. doi:10.1016/j.jeconom.2016.02.005
Eisenstat, Eric, Chan, Joshua C. C. and Strachan, Rodney W. (2016) Stochastic model specification search for time-varying parameter VARs. Econometric Reviews, 1-28. doi:10.1080/07474938.2015.1092808
Eisenstat, Eric and Strachan, Rodney W. (2015) Modelling inflation volatility. Journal of Applied Econometrics, 31 5: 805-820. doi:10.1002/jae.2469
Chan, Joshua C. C. and Eisenstat, Eric (2015) Marginal likelihood estimation with the cross-entropy method. Econometric Reviews, 34 3: 256-285. doi:10.1080/07474938.2014.944474

Working Paper

Chan, Joshua C. C. and Eisenstat, Eric (2010). Marginal likelihood estimation with the cross-entropy method. Australian Research Council (Discovery Grant DP0985177 and DP0987170). , School of Economics, University of Queensland.