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Eric Zivot

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This is information that was supplied by Eric Zivot in registering through RePEc. If you are Eric Zivot , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Eric
Middle Name:
Last Name: Zivot
Suffix:

RePEc Short-ID: pzi11

Email:
Homepage: http://faculty.washington.edu/ezivot
Postal Address:
Phone:

Affiliation

Department of Economics
University of Washington
Location: Seattle, Washington (United States)
Homepage: http://www.econ.washington.edu/
Email:
Phone:
Fax:
Postal: Box 353330, Seattle, WA 98193-3330
Handle: RePEc:edi:deuwaus (more details at EDIRC)

Works

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Working papers

  1. 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.
  2. 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.
  3. Charles R. Nelson & Jeremy 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.).
  4. Charles Nelson & Richard Startz & Eric Zivot, 2000. "Improved Inference for the Instrumental Variables Estimator," Econometric Society World Congress 2000 Contributed Papers 1600, Econometric Society.
  5. Jiahui Wang & Eric Zivot, 1999. "A Time Series Model of Multiple Structural changes in Level, Trend and Variance," Econometrics 9903002, EconWPA, revised 31 Mar 1999.
  6. Eric Zivot, 1998. "Cointegration and Forward and Spot Exchange Rate Regressions," Econometrics 9812001, EconWPA.
  7. Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variables Regression," Econometrics 9812002, EconWPA.
  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. 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.
  10. 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.
  11. Eric Zivot, 1996. "The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified," Econometrics 9612001, EconWPA.
  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 251-70, July.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (4) 1999-02-22 1999-02-22 1999-06-23 2000-10-31. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 1999-02-15 2000-10-31. Author is listed
  3. NEP-IFN: International Finance (1) 1999-02-15. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Citations
  2. Number of Citations, Discounted by Citation Age
  3. Number of Citations, Weighted by Simple Impact Factor
  4. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  5. Number of Citations, Weighted by Recursive Impact Factor
  6. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  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. Breadth of citations across fields
  15. Wu-Index
  16. Strength of students

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