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 |
5 |
19 |
1,922 |
| A Bayesian Analysis of the Unit Root Hypothesis Within an Unobserved Components Model |
0 |
0 |
0 |
2 |
0 |
0 |
6 |
231 |
| A Time Series Model of Multiple Structural changes in Level, Trend and Variance |
0 |
0 |
0 |
854 |
1 |
3 |
10 |
1,980 |
| Bayesian and Classical Approaches to Instrumental Variables Regression |
0 |
0 |
1 |
641 |
0 |
0 |
19 |
2,558 |
| Cointegration and Forward and Spot Exchange Rate Regressions |
0 |
0 |
1 |
2,008 |
0 |
1 |
8 |
6,351 |
| Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis |
0 |
1 |
6 |
3,167 |
0 |
4 |
53 |
7,463 |
| Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
183 |
1 |
1 |
12 |
748 |
| Improved Inference for the Instrumental Variables Estimator |
0 |
0 |
0 |
104 |
1 |
2 |
11 |
404 |
| Inference of a Structural Parameter in Intrumental Variables Regression with weak Instruments |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
529 |
| Inference on a Structural Parameter in Instrumental Variables Regression with Weak Instruments |
0 |
1 |
2 |
179 |
1 |
3 |
24 |
1,000 |
| Markov regime switching and unit root tests |
0 |
0 |
0 |
247 |
1 |
1 |
13 |
640 |
| Markov regime-switching and unit root tests |
0 |
0 |
0 |
534 |
0 |
0 |
28 |
1,459 |
| 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 |
0 |
8 |
2,236 |
| Time-Variation and Structural Change in the Forward Discount: Implications for the Forward Rate Unbiasedness Hypothesis |
0 |
0 |
0 |
345 |
0 |
1 |
6 |
723 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
1 |
1 |
13 |
352 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
1 |
14 |
510 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
1 |
171 |
3 |
6 |
27 |
1,123 |
| Valid Confidence Regions and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
63 |
1 |
2 |
9 |
450 |
| Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different? |
0 |
0 |
0 |
338 |
0 |
1 |
18 |
763 |
| Total Working Papers |
0 |
2 |
12 |
9,883 |
11 |
33 |
309 |
32,446 |
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