Details about Eric Zivot

Access statistics for papers by Eric Zivot.

Update your information in the RePEc Author Service.

Short-id: pzi11

Working Papers

2000

1. Improved Inference for the Instrumental Variables Estimator
   Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations
   Also in Econometrics, EconWPA (1999) View citations
2. Markov regime-switching and unit root tests
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations
3. Time-Variation and Structural Change in the Forward Discount: Implications for the Forward Rate Unbiasedness Hypothesis
   Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations
4. Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different?
   Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations

1999

5. A Time Series Model of Multiple Structural changes in Level, Trend and Variance
   Econometrics, EconWPA

1998

6. Bayesian and Classical Approaches to Instrumental Variables Regression
   Econometrics, EconWPA View citations
7. Cointegration and Forward and Spot Exchange Rate Regressions
   Econometrics, EconWPA View citations

1997

8. Valid Confidence Intervals and Inference in the Presence of Weak Instruments
   Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington
   Also in Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1996)
   Econometrics, EconWPA (1996) View citations

1996

9. Inference of a Structural Parameter in Intrumental Variables Regression with weak Instruments
   Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington
   Also in Econometrics, EconWPA (1996) View citations
10. The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified
    Econometrics, EconWPA View citations
11. Valid Confidence Regions and Inference in the Presence of Weak Instruments
    Working Papers, University of Washington, Department of Economics

1994

12. Single Equation Conditional Error Correction Model Based Tests for Cointegration
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington View citations

1993

13. A Bayesian Analysis of the Unit Root Hypothesis Within an Unobserved Components Model
    Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington View citations

1991

14. A Bayesian Analysis of Trend Determination in Economic Time Series
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations

1990

15. Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University View citations
    See also Journal Article in Journal of Business & Economic Statistics (1992)

Journal Articles

1998

1. Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
   Econometrica, 1998, 66, (6), 1389-1404 View citations

1992

2. Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
   Journal of Business & Economic Statistics, 1992, 10, (3), 251-70 View citations
   See also Working Paper (1990)