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 |
4 |
5 |
14 |
1,917 |
| A Bayesian Analysis of the Unit Root Hypothesis Within an Unobserved Components Model |
0 |
0 |
0 |
2 |
1 |
1 |
7 |
231 |
| A Time Series Model of Multiple Structural changes in Level, Trend and Variance |
0 |
0 |
0 |
854 |
3 |
4 |
8 |
1,977 |
| Bayesian and Classical Approaches to Instrumental Variables Regression |
1 |
1 |
1 |
641 |
4 |
8 |
20 |
2,558 |
| Cointegration and Forward and Spot Exchange Rate Regressions |
0 |
0 |
2 |
2,008 |
1 |
2 |
8 |
6,350 |
| Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis |
2 |
2 |
7 |
3,166 |
11 |
20 |
58 |
7,459 |
| Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
183 |
1 |
1 |
11 |
747 |
| Improved Inference for the Instrumental Variables Estimator |
0 |
0 |
0 |
104 |
2 |
2 |
9 |
402 |
| Inference of a Structural Parameter in Intrumental Variables Regression with weak Instruments |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
528 |
| Inference on a Structural Parameter in Instrumental Variables Regression with Weak Instruments |
0 |
0 |
4 |
178 |
2 |
7 |
24 |
997 |
| Markov regime switching and unit root tests |
0 |
0 |
0 |
247 |
0 |
5 |
12 |
639 |
| Markov regime-switching and unit root tests |
0 |
0 |
0 |
534 |
4 |
11 |
28 |
1,459 |
| Single Equation Conditional Error Correction Model Based Tests for Cointegration |
0 |
0 |
0 |
1 |
1 |
2 |
5 |
1,004 |
| The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified |
0 |
0 |
1 |
646 |
2 |
3 |
9 |
2,236 |
| Time-Variation and Structural Change in the Forward Discount: Implications for the Forward Rate Unbiasedness Hypothesis |
0 |
0 |
0 |
345 |
1 |
1 |
5 |
722 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
5 |
6 |
13 |
509 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
4 |
6 |
12 |
351 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
1 |
1 |
171 |
5 |
10 |
21 |
1,117 |
| Valid Confidence Regions and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
63 |
3 |
4 |
7 |
448 |
| Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different? |
0 |
0 |
0 |
338 |
3 |
6 |
17 |
762 |
| Total Working Papers |
3 |
4 |
16 |
9,881 |
58 |
106 |
293 |
32,413 |
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