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 |
2 |
9 |
389 |
2 |
9 |
26 |
1,857 |
| A Bayesian Analysis of the Unit Root Hypothesis Within an Unobserved Components Model |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
217 |
| A Time Series Model of Multiple Structural changes in Level, Trend and Variance |
0 |
0 |
0 |
850 |
0 |
2 |
7 |
1,946 |
| Bayesian and Classical Approaches to Instrumental Variables Regression |
0 |
1 |
4 |
624 |
1 |
4 |
15 |
2,457 |
| Cointegration and Forward and Spot Exchange Rate Regressions |
0 |
0 |
2 |
1,996 |
3 |
6 |
29 |
6,272 |
| Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis |
2 |
11 |
39 |
3,040 |
8 |
41 |
141 |
7,011 |
| Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
183 |
1 |
1 |
3 |
716 |
| Improved Inference for the Instrumental Variables Estimator |
0 |
1 |
2 |
101 |
0 |
1 |
6 |
367 |
| Inference of a Structural Parameter in Intrumental Variables Regression with weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
514 |
| Inference on a Structural Parameter in Instrumental Variables Regression with Weak Instruments |
0 |
0 |
0 |
168 |
0 |
0 |
1 |
947 |
| Markov regime-switching and unit root tests |
0 |
0 |
0 |
526 |
0 |
1 |
9 |
1,388 |
| Single Equation Conditional Error Correction Model Based Tests for Cointegration |
0 |
0 |
0 |
1 |
1 |
3 |
6 |
985 |
| The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified |
0 |
0 |
0 |
640 |
0 |
1 |
4 |
2,206 |
| Time-Variation and Structural Change in the Forward Discount: Implications for the Forward Rate Unbiasedness Hypothesis |
0 |
1 |
5 |
332 |
0 |
6 |
16 |
674 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
484 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
327 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
1 |
1 |
166 |
0 |
2 |
10 |
1,067 |
| Valid Confidence Regions and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
61 |
0 |
0 |
0 |
431 |
| Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different? |
0 |
1 |
1 |
323 |
0 |
3 |
6 |
698 |
| Total Working Papers |
2 |
18 |
63 |
9,402 |
16 |
85 |
287 |
30,564 |
|
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