← All authors Eric Eisenstat University of Queensland (from arXiv:2207.03988, 2022) · ORCID · OpenAlex
17 papers in scope · 16 published · 1 on the econ.EM arXiv · 383 citations · h-index 9 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Dimitris Korobilis Lukas Berend Joshua C. C. Chan Christian Matthes Jan Prüser Xuewen Yu Gregor Kastner Florian Huber Gary Koop Rubén Loaiza-Maya Sylvia Frühwirth-Schnatter Niko Hauzenberger Maximilian Schröder Matthew Read Luca Gambetti John D. Tsoukalas Francesco Zanetti Mauro Bernardi Nicolás Bianco Daniele Bianchi Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 17)
Singular vector autoregressions
published 2026 · Journal of Econometrics
with Rodney W. Strachan
On Deep-Fake Stock Prices and Why Investor Behavior Might Not Matter
published 2022 · Algorithms · 1 citations
with Călin Vâlsan, Elena Druică
working paper 2022 · arXiv · 7 citations
Choosing between identification schemes in noisy-news models
published 2020 · Studies in Nonlinear Dynamics and Econometrics
Can News and Noise Shocks Be Disentangled?
published 2020 · Diskussionsschriften
Composite likelihood methods for large Bayesian VARs with stochastic volatility
published 2020 · Journal of Applied Econometrics · 11 citations · first circulated 2018
Reducing the state space dimension in a large TVP-VAR
published 2020 · Journal of Econometrics · 70 citations · first circulated 2018
Identifying noise shocks
published 2019 · Journal of Economic Dynamics and Control · 3 citations · first circulated 2018
Comparing hybrid time-varying parameter VARs
published 2018 · Economics Letters · 32 citations
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility
published 2018 · Journal of Applied Econometrics · 44 citations · first circulated 2015
Efficient estimation of Bayesian VARMAs with time‐varying coefficients
published 2017 · Journal of Applied Econometrics · 10 citations · first circulated 2015
Large Bayesian VARMAs
published 2016 · Journal of Econometrics · 36 citations · first circulated 2015
Stochastic Model Specification Search for Time-Varying Parameter VARs
published 2015 · Econometric Reviews · 57 citations · first circulated 2014
Modelling Inflation Volatility
published 2015 · Journal of Applied Econometrics · 21 citations · first circulated 2014
with Rodney W. Strachan
Behavioural model uncertainty in estimation of structural oligopoly models
published 2013 · International Journal of Mathematical Modelling and Numerical Optimisation
Marginal Likelihood Estimation with the Cross-Entropy Method
published 2012 · Econometric Reviews · 91 citations
A comment on "a review of student test properties in condition of multifactorial linear regression"
published 2010 · Romanian Journal of Economic Forecasting
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