![Dr Eric Eisenstat](/sites/default/files/profiles/13518.jpeg)
Overview
Background
Eric Eisenstat received his Ph.D. in 2007 from the University of California, Irvine. His current research focuses on Bayesian time-series econometrics, particularly structural inference from multivariate models, but he also works on model uncertainty/averaging and shrinkage estimation in big data settings. Alongside publishing in top academic journals, Eric also routinely provides consulting services to policy institutions and private organisations. His recent consulting work has focused on developing and implementing marketing mix models in big data settings.
Availability
- Dr Eric Eisenstat is:
- Available for supervision
Fields of research
Qualifications
- Doctor of Philosophy, University of California
Works
Search Professor Eric Eisenstat’s works on UQ eSpace
2022
Journal Article
On deep-fake stock prices and why investor behavior might not matter
Vâlsan, Călin, Druică, Elena and Eisenstat, Eric (2022). On deep-fake stock prices and why investor behavior might not matter. Algorithms, 15 (12) 475, 1-19. doi: 10.3390/a15120475
2022
Journal Article
Choosing between identification schemes in noisy-news models
Chan, Joshua C. C., Eisenstat, Eric and Koop, Gary (2022). Choosing between identification schemes in noisy-news models. Studies in Nonlinear Dynamics and Econometrics, 26 (1), 99-136. doi: 10.1515/snde-2020-0016
2020
Journal Article
Composite likelihood methods for large Bayesian VARs with stochastic volatility
Chan, Joshua C. C., Eisenstat, Eric, Hou, Chenghan and Koop, Gary (2020). Composite likelihood methods for large Bayesian VARs with stochastic volatility. Journal of Applied Econometrics, 35 (6), 692-711. doi: 10.1002/jae.2793
2020
Journal Article
Reducing the state space dimension in a large TVP-VAR
Chan, Joshua C.C., Eisenstat, Eric and Strachan, Rodney W. (2020). Reducing the state space dimension in a large TVP-VAR. Journal of Econometrics, 218 (1), 105-118. doi: 10.1016/j.jeconom.2019.11.006
2019
Journal Article
Identifying noise shocks
Benati, Luca, Chan, Joshua, Eisenstat, Eric and Koop, Gary (2019). Identifying noise shocks. Journal of Economic Dynamics and Control, 111 103780, 103780. doi: 10.1016/j.jedc.2019.103780
2018
Journal Article
Comparing hybrid time-varying parameter VARs
Chan, Joshua C.C. and Eisenstat, Eric (2018). Comparing hybrid time-varying parameter VARs. Economics Letters, 171, 1-5. doi: 10.1016/j.econlet.2018.06.031
2018
Journal Article
Bayesian model comparison for time‐varying parameter VARs with stochastic volatility
Chan, Joshua C. C. and Eisenstat, Eric (2018). Bayesian model comparison for time‐varying parameter VARs with stochastic volatility. Journal of Applied Econometrics, 33 (4), 509-532. doi: 10.1002/jae.2617
2017
Journal Article
Efficient estimation of Bayesian VARMAs with time-varying coefficients
Chan, Joshua C. C. and Eisenstat, Eric (2017). Efficient estimation of Bayesian VARMAs with time-varying coefficients. Journal of Applied Econometrics, 32 (7), 1277-1297. doi: 10.1002/jae.2576
2016
Journal Article
Large Bayesian VARMAs
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
2016
Journal Article
Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric, Chan, Joshua C. C. and Strachan, Rodney W. (2016). Stochastic model specification search for time-varying parameter VARs. Econometric Reviews, 35 (8-10), 1-28. doi: 10.1080/07474938.2015.1092808
2015
Journal Article
Modelling inflation volatility
Eisenstat, Eric and Strachan, Rodney W. (2015). Modelling inflation volatility. Journal of Applied Econometrics, 31 (5), 805-820. doi: 10.1002/jae.2469
2015
Journal Article
Marginal likelihood estimation with the cross-entropy method
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
2014
Book Chapter
Stochastic search for price insensitive consumers
Eisenstat, Eric (2014). Stochastic search for price insensitive consumers. Bayesian inference in the social sciences. (pp. 219-241) edited by Ivan Jeliazkov and Xin‐She Yang. Hoboken, NJ, United States: John Wiley & Sons. doi: 10.1002/9781118771051.ch9
2014
Book Chapter
Stochastic search for price insensitive consumers
Eisenstat, Eric (2014). Stochastic search for price insensitive consumers. Bayesian inference in the social sciences. (pp. 227-248) edited by Ivan Jeliazkov and Xin-She Yang. New York, NY: John Wiley & Sons.
2013
Journal Article
Behavioural model uncertainty in estimation of structural oligopoly models
Eisenstat, Eric (2013). Behavioural model uncertainty in estimation of structural oligopoly models. International Journal of Mathematical Modelling and Numerical Optimisation, 4 (3), 252-281. doi: 10.1504/IJMMNO.2013.056540
2010
Journal Article
A comment on "a review of student test properties in condition of multifactorial linear regression"
Eisenstat, Eric (2010). A comment on "a review of student test properties in condition of multifactorial linear regression". Romanian Journal of Economic Forecasting, 13 (3)
Funding
Current funding
Supervision
Availability
- Dr Eric Eisenstat is:
- Available for supervision
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Supervision history
Current supervision
-
Master Philosophy
Redistributional Effect of Monetary Shock under the Perspective of Liquidity Friction
Associate Advisor
Other advisors: Professor Rodney Strachan
Completed supervision
-
2020
Doctor Philosophy
Three essays on energy shift: From fossil fuels towards renewables
Associate Advisor
Other advisors: Professor John Quiggin
Media
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