The following pages link to Eric Eisenstat (Q281042):
Displaying 8 items.
- Large Bayesian VARMAs (Q281043) (← links)
- Comparing hybrid time-varying parameter VARs (Q1787975) (← links)
- Reducing the state space dimension in a large TVP-VAR (Q2190242) (← links)
- Identifying noise shocks (Q2291785) (← links)
- Behavioural model uncertainty in estimation of structural oligopoly models (Q2446769) (← links)
- Choosing between identification schemes in noisy-news models (Q2700532) (← links)
- Marginal Likelihood Estimation with the Cross-Entropy Method (Q5080510) (← links)
- Stochastic Model Specification Search for Time-Varying Parameter VARs (Q5864516) (← links)