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Details about Eric Zivot

E-mail:
Homepage:http://faculty.washington.edu/ezivot
Workplace:Department of Economics, University of Washington, (more information at EDIRC)

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Short-id: pzi11


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Working Papers

2000

  1. Improved Inference for the Instrumental Variables Estimator
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (2)
    Also in Econometrics, EconWPA (1999) Downloads View citations (8)
  2. Markov regime-switching and unit root tests
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (15)
  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 Downloads View citations (4)
  4. Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different?
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (64)

1999

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

1998

  1. Bayesian and Classical Approaches to Instrumental Variables Regression
    Econometrics, EconWPA Downloads View citations (14)
  2. Cointegration and Forward and Spot Exchange Rate Regressions
    Econometrics, EconWPA Downloads View citations (16)

1997

  1. 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) Downloads View citations (18)

1996

  1. 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) Downloads View citations (2)
  2. The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified
    Econometrics, EconWPA Downloads View citations (9)
  3. Valid Confidence Regions and Inference in the Presence of Weak Instruments
    Working Papers, University of Washington, Department of Economics Downloads

1994

  1. 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 (1)

1993

  1. 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 (3)

1991

  1. A Bayesian Analysis of Trend Determination in Economic Time Series
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (8)

1990

  1. Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (61)
    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 (72)

1992

  1. 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 (1534)
    See also Working Paper (1990)

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