Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Eric Eisenstat

Efficient Estimation of Bayesian VARMAs With Time-Varying Coefficients

Journal of Applied Econometrics

Social Sciences

English

Stochastic Model Specification Search for Time-Varying Parameter VARs

Econometric Reviews

English

Related publications

Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models

Journal of Business and Economic Statistics

Social Sciences

English

Bayesian Shrinkage Estimation of Time-Varying Covariance Matrices in Financial Time Series

English

A Spatial Autoregression Model With Time-Varying Coefficients

Statistics and its Interface

Applied Mathematics

English

A Semiparametric Recurrent Events Model With Time-Varying Coefficients

Statistics in Medicine

English

Measuring Contagion With a Bayesian Time-Varying Coefficient Model

IMF Working Papers

English

Bayesian Estimation of Hypocenter With Origin Time Eliminated.

Journal of Physics of the Earth

English

Fast and Efficient Estimation of Individual Ancestry Coefficients

English

Modelling of the First-Order Time-Varying Filters With Periodically Variable Coefficients

Mathematical Problems in Engineering

English

Exchange Rate Predictability and a Monetary Model With Time-Varying Cointegration Coefficients

Journal of International Money and Finance

English