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 |
7 |
389 |
1 |
7 |
28 |
1,864 |
| A Bayesian Analysis of the Unit Root Hypothesis Within an Unobserved Components Model |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
217 |
| A Time Series Model of Multiple Structural changes in Level, Trend and Variance |
0 |
0 |
0 |
850 |
1 |
2 |
7 |
1,948 |
| Bayesian and Classical Approaches to Instrumental Variables Regression |
0 |
0 |
3 |
624 |
0 |
8 |
20 |
2,465 |
| Cointegration and Forward and Spot Exchange Rate Regressions |
0 |
1 |
3 |
1,997 |
3 |
7 |
32 |
6,279 |
| Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis |
1 |
3 |
33 |
3,043 |
14 |
20 |
121 |
7,031 |
| Improved Inference for the Instrumental Variable Estimator |
0 |
0 |
0 |
183 |
0 |
1 |
4 |
717 |
| Improved Inference for the Instrumental Variables Estimator |
0 |
0 |
2 |
101 |
1 |
1 |
6 |
368 |
| Inference of a Structural Parameter in Intrumental Variables Regression with weak Instruments |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
514 |
| Inference on a Structural Parameter in Instrumental Variables Regression with Weak Instruments |
0 |
0 |
0 |
168 |
1 |
3 |
4 |
950 |
| Markov regime-switching and unit root tests |
0 |
1 |
1 |
527 |
1 |
5 |
13 |
1,393 |
| Single Equation Conditional Error Correction Model Based Tests for Cointegration |
0 |
0 |
0 |
1 |
0 |
1 |
6 |
986 |
| The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified |
0 |
0 |
0 |
640 |
1 |
2 |
6 |
2,208 |
| Time-Variation and Structural Change in the Forward Discount: Implications for the Forward Rate Unbiasedness Hypothesis |
1 |
2 |
4 |
334 |
1 |
3 |
14 |
677 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
485 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
1 |
166 |
0 |
3 |
11 |
1,070 |
| Valid Confidence Intervals and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
329 |
| Valid Confidence Regions and Inference in the Presence of Weak Instruments |
0 |
0 |
0 |
61 |
0 |
1 |
1 |
432 |
| Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different? |
0 |
0 |
1 |
323 |
3 |
3 |
8 |
701 |
| Total Working Papers |
2 |
7 |
55 |
9,409 |
28 |
70 |
292 |
30,634 |
|
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