# Eric Zivot

### Contents:

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 |

http://faculty.washington.edu/ezivot | |

Seattle, Washington (United States)

http://www.econ.washington.edu/

:

Box 353330, Seattle, WA 98193-3330

RePEc:edi:deuwaus (more details at EDIRC)

http://www.econ.washington.edu/

:

Box 353330, Seattle, WA 98193-3330

RePEc:edi:deuwaus (more details at EDIRC)

- 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.- James C. Morley & Charles Nelson & Eric Zivot, 2000.
"
**Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?**," Discussion Papers in Economics at the University of Washington 0013, Department of Economics at the University of Washington. - James Morley & Charles Nelson & Eric Zivot, 2002.
"
**Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?**," Working Papers UWEC-2002-01, University of Washington, Department of Economics. - James C. Morley & Charles Nelson & Eric Zivot, 2000.
"
**Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?**," Working Papers 0013, University of Washington, Department of Economics. - James Morley & Charles Nelson & Eric Zivot, 2003.
"
**Why are Beveridge-Nelson and Unobserved-component decompositions of GDP so Different?**," Working Papers UWEC-2002-18-P, University of Washington, Department of Economics.

- James C. Morley & Charles Nelson & Eric Zivot, 2000.
"
- Charles Nelson & Richard Startz & Eric Zivot, 2000.
"
**Improved Inference for the Instrumental Variables Estimator**," Econometric Society World Congress 2000 Contributed Papers 1600, Econometric Society.- Richard Startz & Charles Nelson & Eric Zivot, 1999.
"
**Improved Inference for the Instrumental Variable Estimator**," Discussion Papers in Economics at the University of Washington 0039, Department of Economics at the University of Washington. - Richard Startz & Charles Nelson & Eric Zivot, 1999.
"
**Improved Inference for the Instrumental Variable Estimator**," Working Papers 0039, University of Washington, Department of Economics. - Richard Startz & Charles Nelson & Eric Zivot, 1999.
"
**Improved Inference for the Instrumental Variable Estimator**," Econometrics 9905001, EconWPA.

- Richard Startz & Charles Nelson & Eric Zivot, 1999.
"
- 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.).- Nelson, Charles R & Piger, Jeremy & Zivot, Eric, 2001.
"
**Markov Regime Switching and Unit-Root Tests**," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(4), pages 404-15, October.

- Charles R. Nelson & Eric Zivot & Jeremy M. Piger, 2001.
"
**Markov regime switching and unit root tests**," Working Papers 2001-013, Federal Reserve Bank of St. Louis.

- Nelson, Charles R & Piger, Jeremy & Zivot, Eric, 2001.
"
- 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. - 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. - Frank Kleibergen & Eric Zivot, 1998.
"
**Bayesian and Classical Approaches to Instrumental Variables Regression**," Econometrics 9812002, EconWPA.- Kleibergen, Frank & Zivot, Eric, 2003.
"
**Bayesian and classical approaches to instrumental variable regression**," Journal of Econometrics, Elsevier, vol. 114(1), pages 29-72, May.

- Frank Kleibergen & Eric Zivot, 2003.
"
**Bayesian and Classical Approaches to Instrumental Variable Regression**," Working Papers UWEC-2002-21-P, University of Washington, Department of Economics. - Frank Kleibergen & Eric Zivot, 1998.
"
**Bayesian and Classical Approaches to Instrumental Variable Regression**," Working Papers 0063, University of Washington, Department of Economics. - Frank Kleibergen & Eric Zivot, 1998.
"
**Bayesian and Classical Approaches to Instrumental Variable Regression**," Discussion Papers in Economics at the University of Washington 0063, Department of Economics at the University of Washington. - Kleibergen, F.R. & Zivot, E., 1998.
"
**Bayesian and classical approaches to instrumental variable regression**," Econometric Institute Research Papers EI 9835, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- Kleibergen, Frank & Zivot, Eric, 2003.
"
- Eric Zivot, 1998.
"
**Cointegration and Forward and Spot Exchange Rate Regressions**," Econometrics 9812001, EconWPA. - 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.- Jiahui Wang & Eric Zivot, 1996.
"
**Inference on a Structural Parameter in Instrumental Variables Regression with Weak Instruments**," Econometrics 9610005, EconWPA.

- Jiahui Wang & Eric Zivot, 1996.
"
- 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.- Zivot, Eric & Startz, Richard & Nelson, Charles R, 1998.
"
**Valid Confidence Intervals and Inference in the Presence of Weak Instruments**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 1119-46, November.

- Zivot, E & Startz, R & Nelson, C-R, 1997.
"
**Valid Confidence Intervals and Inference in the Presence of Weak Instruments**," Working Papers 97-17, University of Washington, Department of Economics. - Charles R. Nelson & Richard Startz & Eric Zivot, 1996.
"
**Valid Confidence Intervals and Inference in the Presence of Weak Instruments**," Econometrics 9612002, EconWPA. - Nelson, C.R. & Startz, R. & Zivot, E., 1996.
"
**Valid Confidence Intervals and Inference in the Presence of Weak Instruments**," Working Papers 96-15, University of Washington, Department of Economics. - Zivot, E & Startz, R & Nelson, C-R, 1997.
"
**Valid Confidence Intervals and Inference in the Presence of Weak Instruments**," Discussion Papers in Economics at the University of Washington 97-17, Department of Economics at the University of Washington.

- Zivot, Eric & Startz, Richard & Nelson, Charles R, 1998.
"
- 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.- 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.

- Eric Zivot & Charles R. Nelson & Richard Startz, 1996.
"
- Eric Zivot, 1996.
"
**The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified**," Econometrics 9612001, EconWPA. - 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. - 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. - 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. - 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.- Zivot, Eric & Andrews, Donald W K, 2002.
"
**Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis**," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 25-44, January. - 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.

- Zivot, Eric & Andrews, Donald W K, 2002.
"

- 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. - 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.- Zivot, Eric & Andrews, Donald W K, 2002.
"
**Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis**," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 25-44, January.

- 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. - Tom Doan, .
"
**ZIVOT: RATS procedure to perform Zivot-Andrews Unit Root Test**," Statistical Software Components RTS00236, Boston College Department of Economics.

- Zivot, Eric & Andrews, Donald W K, 2002.
"

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 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.

- NEP-ECM:
**Econometrics**(4) 1999-02-22 1999-02-22 1999-06-23 2000-10-31. Author is listed - NEP-ETS:
**Econometric Time Series**(2) 1999-02-15 2000-10-31. Author is listed - NEP-IFN:
**International Finance**(1) 1999-02-15. Author is listed

This author is among the top 5% authors according to these criteria:

- Number of Citations
- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Breadth of citations across fields
- Record of graduates

#### Most cited item

- 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.

#### Most downloaded item (past 12 months)

- 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.

#### Access and download statistics for all items

#### Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Eric Zivot should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.