Details about Eric Zivot
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Short-id: pzi11
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Working Papers
2001
- Markov regime switching and unit root tests
Working Papers, Federal Reserve Bank of St. Louis View citations (60)
Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2000) View citations (15)
2000
- Improved Inference for the Instrumental Variables Estimator
Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (2)
Also in Econometrics, University Library of Munich, Germany (1999) View citations (10)
- 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 (5)
- Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different?
Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (65)
1999
- A Time Series Model of Multiple Structural changes in Level, Trend and Variance
Econometrics, University Library of Munich, Germany
1998
- Bayesian and Classical Approaches to Instrumental Variables Regression
Econometrics, University Library of Munich, Germany View citations (14)
- Cointegration and Forward and Spot Exchange Rate Regressions
Econometrics, University Library of Munich, Germany View citations (17)
1997
- 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 Econometrics, University Library of Munich, Germany (1996) View citations (18) Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington (1996)
1996
- 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, University Library of Munich, Germany (1996) View citations (3)
- The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified
Econometrics, University Library of Munich, Germany View citations (10)
- Valid Confidence Regions and Inference in the Presence of Weak Instruments
Working Papers, University of Washington, Department of Economics
1994
- 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
- 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
- A Bayesian Analysis of Trend Determination in Economic Time Series
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (8)
1990
- 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 View citations (72)
See also Journal Article Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis, Journal of Business & Economic Statistics, American Statistical Association (1992) View citations (3104) (1992)
Journal Articles
1998
- Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
Econometrica, 1998, 66, (6), 1389-1404 View citations (106)
1992
- 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 (3104)
See also Working Paper Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis, Cowles Foundation Discussion Papers (1990) View citations (72) (1990)
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