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 |
1 |
3 |
1,904 |
| A Bayesian Analysis of the Unit Root Hypothesis Within an Unobserved Components Model |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
225 |
| A Time Series Model of Multiple Structural changes in Level, Trend and Variance |
0 |
0 |
0 |
854 |
0 |
0 |
2 |
1,970 |
| Bayesian and Classical Approaches to Instrumental Variables Regression |
0 |
0 |
0 |
640 |
1 |
2 |
7 |
2,541 |
| Cointegration and Forward and Spot Exchange Rate Regressions |
0 |
1 |
2 |
2,008 |
0 |
1 |
2 |
6,344 |
| Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis |
2 |
2 |
10 |
3,163 |
6 |
9 |
31 |
7,419 |
| Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
183 |
1 |
1 |
3 |
737 |
| Improved Inference for the Instrumental Variables Estimator |
0 |
0 |
0 |
104 |
0 |
1 |
2 |
394 |
| Inference of a Structural Parameter in Intrumental Variables Regression with weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
523 |
| Inference on a Structural Parameter in Instrumental Variables Regression with Weak Instruments |
1 |
1 |
6 |
178 |
2 |
3 |
9 |
979 |
| Markov regime switching and unit root tests |
0 |
0 |
0 |
247 |
2 |
2 |
3 |
629 |
| Markov regime-switching and unit root tests |
0 |
0 |
1 |
534 |
1 |
1 |
3 |
1,432 |
| Single Equation Conditional Error Correction Model Based Tests for Cointegration |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
1,001 |
| The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified |
1 |
1 |
1 |
646 |
1 |
2 |
4 |
2,230 |
| Time-Variation and Structural Change in the Forward Discount: Implications for the Forward Rate Unbiasedness Hypothesis |
0 |
0 |
0 |
345 |
1 |
1 |
4 |
718 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
170 |
1 |
3 |
4 |
1,099 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
496 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
339 |
| Valid Confidence Regions and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
441 |
| Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different? |
0 |
0 |
3 |
338 |
2 |
4 |
8 |
749 |
| Total Working Papers |
4 |
5 |
23 |
9,876 |
21 |
33 |
88 |
32,170 |
|
|
LogEc is hosted by the
Örebro University School of Business.