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Citation: C. Chan, Joshua C et Eisenstat, Eric, Marginal Likelihood Estimation with the Cross-Entropy Method, Econometric reviews , 34(3), 2015, pp. 256-285

Authors: Chan, Joshua C.C. Eisenstat, Eric

Citation: Chan, Joshua C.c et Eisenstat, Eric, Bayesian model comparison for time-varying parameter VARs with stochastic volatility, Journal of applied econometrics , 33(4), 2018, pp. 509-532

Authors: Eisenstat, Eric Strachan, Rodney W.

Citation: Eisenstat, Eric et W. Strachan, Rodney, Modelling inflation volatility, Journal of applied econometrics , 31(5), 2016, pp. 805-820

Authors: Chan, Joshua C.C. Eisenstat, Eric

Citation: Chan, Joshua C.c et Eisenstat, Eric, Efficient estimation of Bayesian VARMAs with time-varying coefficients, Journal of applied econometrics , 32(7), 2017, pp. 1277-1297

Authors: Eisenstat, Eric Chan, Joshua C C Strachan, Rodney W

Citation: Eisenstat, Eric et al., Stochastic Model Specification Search for Time-Varying Parameter VARs, Econometric reviews , 35(8-10), 2016, pp. 1638-1665