# Eric Zivot

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## 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 & Richard Startz & Eric Zivot, 2000.
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**Improved Inference for the Instrumental Variables Estimator**," Econometric Society World Congress 2000 Contributed Papers 1600, Econometric Society.- Richard Startz & Charles Nelson & Eric Zivot, 1999.
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**Improved Inference for the Instrumental Variable Estimator**," Econometrics 9905001, EconWPA. - Richard Startz & Charles Nelson & Eric Zivot, 1999.
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**Improved Inference for the Instrumental Variable Estimator**," Working Papers 0039, University of Washington, Department of Economics. - Richard Startz & Charles Nelson & Eric Zivot, 1999.
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**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.
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- Charles Nelson & Eric Zivot, 2000.
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**Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different?**," Econometric Society World Congress 2000 Contributed Papers 0692, Econometric Society.- James Morley & Charles Nelson & Eric Zivot, 2002.
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**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.
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**Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?**," Working Papers 0013, University of Washington, Department of Economics. - James C. Morley & Charles Nelson & Eric Zivot, 2000.
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**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, 2003.
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**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 Morley & Charles Nelson & Eric Zivot, 2002.
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- Charles R. Nelson & Jeremy M. Piger & Eric Zivot, 2000.
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**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.
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**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.
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**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.
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- George Sakoulis & Eric Zivot, 2000.
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**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.
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**A Time Series Model of Multiple Structural changes in Level, Trend and Variance**," Econometrics 9903002, EconWPA, revised 31 Mar 1999. - Eric Zivot, 1998.
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**Cointegration and Forward and Spot Exchange Rate Regressions**," Econometrics 9812001, EconWPA. - Frank Kleibergen & Eric Zivot, 1998.
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**Bayesian and Classical Approaches to Instrumental Variables Regression**," Econometrics 9812002, EconWPA.- Kleibergen, Frank & Zivot, Eric, 2003.
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**Bayesian and classical approaches to instrumental variable regression**," Journal of Econometrics, Elsevier, vol. 114(1), pages 29-72, May.

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

- Kleibergen, Frank & Zivot, Eric, 2003.
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- Nelson, C.R. & Startz, R. & Zivot, E., 1996.
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**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.
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**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.
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**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.
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**Valid Confidence Intervals and Inference in the Presence of Weak Instruments**," Econometrics 9612002, EconWPA. - Nelson, C.R. & Startz, R. & Zivot, E., 1996.
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**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.
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**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.
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- Wang, J. & Zivot, E., 1996.
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**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.
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**Inference on a Structural Parameter in Instrumental Variables Regression with Weak Instruments**," Econometrics 9610005, EconWPA.

- Jiahui Wang & Eric Zivot, 1996.
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- Eric Zivot, 1996.
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**The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified**," Econometrics 9612001, EconWPA. - Eric Zivot & Charles R. Nelson & Richard Startz, 1996.
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**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.
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**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.
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- Zivot, E., 1994.
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**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.
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**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.
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**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.
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**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.
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**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.
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**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.
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- Jiahui Wang & Eric Zivot, 1998.
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**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.
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**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.
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**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, .
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**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.
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4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

- 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

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#### 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.

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