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 1 9 10 1,913
A Bayesian Analysis of the Unit Root Hypothesis Within an Unobserved Components Model 0 0 0 2 0 4 6 230
A Time Series Model of Multiple Structural changes in Level, Trend and Variance 0 0 0 854 0 3 4 1,973
Bayesian and Classical Approaches to Instrumental Variables Regression 0 0 0 640 3 10 15 2,553
Cointegration and Forward and Spot Exchange Rate Regressions 0 0 2 2,008 1 5 7 6,349
Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 0 1 6 3,164 4 16 44 7,443
Improved Inference for the Instrumental Variable Estimator 0 0 0 183 0 6 10 746
Improved Inference for the Instrumental Variables Estimator 0 0 0 104 0 5 7 400
Inference of a Structural Parameter in Intrumental Variables Regression with weak Instruments 0 0 0 0 1 4 4 527
Inference on a Structural Parameter in Instrumental Variables Regression with Weak Instruments 0 0 5 178 2 9 21 992
Markov regime switching and unit root tests 0 0 0 247 2 6 9 636
Markov regime-switching and unit root tests 0 0 0 534 6 20 23 1,454
Single Equation Conditional Error Correction Model Based Tests for Cointegration 0 0 0 1 0 1 3 1,002
The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified 0 0 1 646 0 3 6 2,233
Time-Variation and Structural Change in the Forward Discount: Implications for the Forward Rate Unbiasedness Hypothesis 0 0 0 345 0 2 4 721
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 0 7 7 503
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 1 1 1 171 2 9 13 1,109
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 1 5 7 346
Valid Confidence Regions and Inference in the Presence of Weak Instruments 0 0 0 63 0 1 3 444
Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different? 0 0 1 338 2 8 14 758
Total Working Papers 1 2 16 9,878 25 133 217 32,332

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 46 128 168 3,778
Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments 0 0 0 0 0 5 12 358
Total Journal Articles 0 0 0 1 46 133 180 4,136

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04