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Eric Zivot

Personal Details

First Name:Eric
Middle Name:
Last Name:Zivot
Suffix:
RePEc Short-ID:pzi11
http://faculty.washington.edu/ezivot
Terminal Degree:1992 Economics Department; Yale University (from RePEc Genealogy)

Affiliation

Department of Economics
University of Washington

Seattle, Washington (United States)
http://www.econ.washington.edu/
RePEc:edi:deuwaus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. George Sakoulis & Eric Zivot, 2000. "Time-Variation and Structural Change in the Forward Discount: Implications for the Forward Rate Unbiasedness Hypothesis," Econometric Society World Congress 2000 Contributed Papers 1583, Econometric Society.
  2. Charles R. Nelson & Jeremy M. Piger & Eric Zivot, 2000. "Markov regime-switching and unit root tests," International Finance Discussion Papers 683, Board of Governors of the Federal Reserve System (U.S.).
  3. Charles Nelson & Richard Startz & Eric Zivot, 2000. "Improved Inference for the Instrumental Variables Estimator," Econometric Society World Congress 2000 Contributed Papers 1600, Econometric Society.
  4. Charles Nelson & Eric Zivot, 2000. "Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different?," Econometric Society World Congress 2000 Contributed Papers 0692, Econometric Society.
  5. Jiahui Wang & Eric Zivot, 1999. "A Time Series Model of Multiple Structural changes in Level, Trend and Variance," Econometrics 9903002, University Library of Munich, Germany, revised 31 Mar 1999.
  6. Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variables Regression," Econometrics 9812002, University Library of Munich, Germany.
  7. Eric Zivot, 1998. "Cointegration and Forward and Spot Exchange Rate Regressions," Econometrics 9812001, University Library of Munich, Germany.
  8. Eric Zivot & Charles R. Nelson & Richard Startz, 1996. "Valid Confidence Regions and Inference in the Presence of Weak Instruments," Working Papers _002, University of Washington, Department of Economics.
  9. Wang, J. & Zivot, E., 1996. "Inference of a Structural Parameter in Intrumental Variables Regression with weak Instruments," Discussion Papers in Economics at the University of Washington 96-06, Department of Economics at the University of Washington.
  10. Eric Zivot, 1996. "The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified," Econometrics 9612001, University Library of Munich, Germany.
  11. Nelson, C.R. & Startz, R. & Zivot, E., 1996. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Discussion Papers in Economics at the University of Washington 96-15, Department of Economics at the University of Washington.
  12. Zivot, E., 1994. "Single Equation Conditional Error Correction Model Based Tests for Cointegration," Discussion Papers in Economics at the University of Washington 94-12, Department of Economics at the University of Washington.
  13. Zivot, E., 1993. "A Bayesian Analysis of the Unit Root Hypothesis Within an Unobserved Components Model," Discussion Papers in Economics at the University of Washington 93-15, Department of Economics at the University of Washington.
  14. Eric Zivot & Peter C.B. Phillips, 1991. "A Bayesian Analysis of Trend Determination in Economic Time Series," Cowles Foundation Discussion Papers 1002, Cowles Foundation for Research in Economics, Yale University.
  15. Eric Zivot & Donald W.K. Andrews, 1990. "Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis," Cowles Foundation Discussion Papers 944, Cowles Foundation for Research in Economics, Yale University.

Articles

  1. Jiahui Wang & Eric Zivot, 1998. "Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments," Econometrica, Econometric Society, vol. 66(6), pages 1389-1404, November.
  2. Zivot, Eric & Andrews, Donald W K, 1992. "Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 251-270, July.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Citations
  3. Number of Citations, Discounted by Citation Age
  4. Number of Citations, Weighted by Simple Impact Factor
  5. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Recursive Impact Factor
  7. Number of Citations, Weighted by Number of Authors
  8. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  12. Number of Registered Citing Authors
  13. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  14. Euclidian citation score
  15. Breadth of citations across fields
  16. Wu-Index
  17. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (5) 1999-02-22 1999-02-22 1999-06-23 2000-10-31 2002-02-22. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 1999-02-15 2000-10-31 2002-04-15
  3. NEP-IFN: International Finance (1) 1999-02-15

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