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 2 19 1,922
A Bayesian Analysis of the Unit Root Hypothesis Within an Unobserved Components Model 0 0 0 2 1 1 7 232
A Time Series Model of Multiple Structural changes in Level, Trend and Variance 0 0 0 854 0 3 10 1,980
Bayesian and Classical Approaches to Instrumental Variables Regression 0 0 1 641 1 1 20 2,559
Cointegration and Forward and Spot Exchange Rate Regressions 0 0 1 2,008 1 2 9 6,352
Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 2 3 8 3,169 5 6 56 7,468
Improved Inference for the Instrumental Variable Estimator 0 0 0 183 2 3 14 750
Improved Inference for the Instrumental Variables Estimator 0 0 0 104 1 3 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 1 2 179 2 4 25 1,002
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 1 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 1 1 8 2,237
Time-Variation and Structural Change in the Forward Discount: Implications for the Forward Rate Unbiasedness Hypothesis 0 0 0 345 1 1 7 724
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 2 3 15 354
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 1 1 2 172 5 9 32 1,128
Valid Confidence Intervals and Inference in the Presence of Weak Instruments 0 0 0 0 0 1 14 510
Valid Confidence Regions and Inference in the Presence of Weak Instruments 0 0 0 63 0 2 9 450
Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different? 0 0 0 338 0 0 18 763
Total Working Papers 3 5 15 9,886 23 44 327 32,469

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 12 26 224 3,860
Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments 0 0 0 0 0 1 10 362
Total Journal Articles 0 0 0 1 12 27 234 4,222

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Statistics updated 2026-09-10