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Zivot, Eric's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,296 |
Total
Citations
93 |
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1.
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Yan, Bingcheng
University of Washington - Department of Economics Zivot, Eric
University of Washington - Department of Economics
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416
(32,427)
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18
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cointegration, permanent-transitory decomposition, price discovery
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2.
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Zivot, Eric
University of Washington - Department of Economics
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330
(43,093)
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6
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3.
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Yu, Wei-Choun
Winona State University Zivot, Eric
University of Washington - Department of Economics
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09 Jan 09
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Last Revised:
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18 May 10
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267
(55,040)
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4
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Treasury Yields, Corporate Yields, Term Structures Forecasting, Nelson Siegel Model
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4.
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Nelson, Charles R.
Dept of Economics Piger, Jeremy
University of Oregon - Department of Economics Zivot, Eric
University of Washington - Department of Economics
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248
(59,734)
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17
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stochastic trends, deterministic trends, structural change, heteroskedasticity, unit root tests, and markov switching
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5.
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Chen, Yu-Chin
University of Washington - Department of Economics Turnovsky, Stephen J.
University of Washington - Institute for Economic Research Zivot, Eric
University of Washington - Department of Economics
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231
(64,482)
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commodity prices, inflation forecasts, inflation targeting
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6.
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Yan, Bingcheng
University of Washington - Department of Economics Zivot, Eric
University of Washington - Department of Economics
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188
(79,429)
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20
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cointegration, information share, price discovery, structural model
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7.
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Wang, Jiahui
StatSci (a division of MathSoft Inc.) Zivot, Eric
University of Washington - Department of Economics
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131
(109,958)
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13
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8.
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Choi, Kyongwook
Ohio University - Department of Economics Yu, Wei-Choun
Winona State University Zivot, Eric
University of Washington - Department of Economics
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09 Jan 09
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Last Revised:
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19 Oct 09
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117
(120,370)
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1
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Realize volatility, Exchange rate, Long memory, Structural break, Fractional integration, Volatility forecasting
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9.
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Oh, Kum Hwa
University of Washington - Department of Economics Zivot, Eric
University of Washington - Department of Economics
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100
(135,182)
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3
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Beveridge-Nelson Decomposition, identification, Trend-Cycle Decomposition, Unobserved Components Model
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10.
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Jones, Nina S.
University of Washington - Department of Economics Zivot, Eric
University of Washington - Department of Economics
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25 Feb 09
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Last Revised:
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26 Feb 09
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92
(143,017)
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pollution emissions, government regulation, structural break, time-series, unit root
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11.
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Chen, Chun-hung
affiliation not provided to SSRN Yu, Wei-Choun
Winona State University Zivot, Eric
University of Washington - Department of Economics
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09 Jan 09
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Last Revised:
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23 Jan 09
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70
(169,323)
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1
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After hours information, Volatility forecasting, GARCH, SEMIFAR
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12.
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Chaudhuri, Saraswata
University of Washington - Department of Economics Richardson, Thomas
University of Washington Robins, James
Harvard University - Harvard School of Public Health Zivot, Eric
University of Washington - Department of Economics
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49
(202,223)
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2
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hypothesis tests, instrumental variables, partial identification, split sample, weak instruments
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13.
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Chaudhuri, Saraswata
University of North Carolina (UNC) at Chapel Hill - Department of Economics Zivot, Eric
University of Washington - Department of Economics
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27
(251,842)
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6
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C12, C13, C30
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14.
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Fuleky, Peter
University of Hawaii Economic Research Organization Zivot, Eric
University of Washington - Department of Economics
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18 Jun 10
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Last Revised:
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23 Jun 10
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23
(264,861)
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simulation based estimation, indirect inference, efficient method of moments
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15.
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Zivot, Eric
University of Washington - Department of Economics Chaudhuri, Saraswata
University of North Carolina (UNC) at Chapel Hill - Department of Economics
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7
(319,611)
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2
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GMM, Weak identification, Efficient score statistic, Nuisance parameters, Confidence intervals
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