Access Statistics for Eric Zivot

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Analysis of Trend Determination in Economic Time Series 0 0 0 400 0 1 19 1,922
A Bayesian Analysis of the Unit Root Hypothesis Within an Unobserved Components Model 0 0 0 2 1 2 8 233
A Time Series Model of Multiple Structural changes in Level, Trend and Variance 0 0 0 854 0 1 10 1,980
Bayesian and Classical Approaches to Instrumental Variables Regression 0 0 1 641 1 2 20 2,560
Cointegration and Forward and Spot Exchange Rate Regressions 0 0 0 2,008 0 1 8 6,352
Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 2 4 10 3,171 8 13 63 7,476
Improved Inference for the Instrumental Variable Estimator 0 0 0 183 0 3 14 750
Improved Inference for the Instrumental Variables Estimator 0 0 0 104 0 2 11 405
Inference of a Structural Parameter in Intrumental Variables Regression with weak Instruments 0 0 0 0 0 0 6 529
Inference on a Structural Parameter in Instrumental Variables Regression with Weak Instruments 0 0 2 179 1 4 26 1,003
Markov regime switching and unit root tests 0 0 0 247 0 1 13 640
Markov regime-switching and unit root tests 0 0 0 534 0 1 29 1,460
Single Equation Conditional Error Correction Model Based Tests for Cointegration 0 0 0 1 0 0 5 1,004
The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified 0 0 1 646 0 1 8 2,237
Time-Variation and Structural Change in the Forward Discount: Implications for the Forward Rate Unbiasedness Hypothesis 0 0 0 345 0 1 7 724
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 0 3 15 354
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 1 2 172 3 11 33 1,131
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 0 0 14 510
Valid Confidence Regions and Inference in the Presence of Weak Instruments 0 0 0 63 0 1 9 450
Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different? 0 0 0 338 0 0 16 763
Total Working Papers 2 5 16 9,888 14 48 334 32,483

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 0 0 0 1 10 29 232 3,870
Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments 0 0 0 0 0 0 10 362
Total Journal Articles 0 0 0 1 10 29 242 4,232

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Statistics updated 2026-10-11