Details about Eric Zivot

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Short-id: pzi11

Working Papers

2001

1. 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

2. 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)
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 (5)
4. 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

5. A Time Series Model of Multiple Structural changes in Level, Trend and Variance
   Econometrics, University Library of Munich, Germany

1998

6. Bayesian and Classical Approaches to Instrumental Variables Regression
   Econometrics, University Library of Munich, Germany View citations (14)
7. Cointegration and Forward and Spot Exchange Rate Regressions
   Econometrics, University Library of Munich, Germany View citations (17)

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 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

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, University Library of Munich, Germany (1996) View citations (3)
10. The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified
    Econometrics, University Library of Munich, Germany View citations (10)
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 (1)

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 (3)

1991

14. 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

15. 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 (3116) (1992)

Journal Articles

1998

1. Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
   Econometrica, 1998, 66, (6), 1389-1404 View citations (106)

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 (3116)
   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)