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Why Are Beveridge-Nelson and Unobserved-Component Decompositions of GDP So Different?
Morley, James C.; Nelson, Charles; Zivot, Eric - Department of Economics, University of Washington - 2000
Persistent link: https://www.econbiz.de/10005657420
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A Time Series Model of Multiple Structural Changes in Level, Trend and Variance
Wang, Jiahui; Zivot, Eric - Department of Economics, University of Washington - 1999
Persistent link: https://www.econbiz.de/10005474591
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Threshold Cointegration and Nonlinear Adjustment to the Law of One Price
Lo, Ming Chien; Zivot, Eric - Department of Economics, University of Washington - 1999
Persistent link: https://www.econbiz.de/10005657410
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Cointegration and Forward and Spot Exchange Rate Regressions
Zivot, Eric - Department of Economics, University of Washington - 1998
Persistent link: https://www.econbiz.de/10005775327
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Unit Root Tests in the Presence of Markov Regime-Switching
Nelson, Charles; Piger, Jeremy; Zivot, Eric - Department of Economics, University of Washington - 1999
Persistent link: https://www.econbiz.de/10005618453
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Improved Inference for the Instrumental Variable Estimator
Startz, Richard; Nelson, Charles; Zivot, Eric - Department of Economics, University of Washington - 1999
Persistent link: https://www.econbiz.de/10005618466
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Bayesian and Classical Approaches to Instrumental Variable Regression
Kleibergen, Frank; Zivot, Eric - Department of Economics, University of Washington - 1998
Persistent link: https://www.econbiz.de/10005618528
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Does an Intertemporal Tradeoff between Risk and Return Explain Mean Reversion in Stock Prices?
Kim, Chang-Jin; Morley, James C.; Nelson, Charles - Department of Economics, University of Washington - 1999
Persistent link: https://www.econbiz.de/10005657399
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Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?
Kim, Chang-Jin; Morley, James C.; Nelson, Charles - Department of Economics, University of Washington - 2000
Persistent link: https://www.econbiz.de/10005657411
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Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?
Kim, Chang-Jin; Morley, James C.; Nelson, Charles - Department of Economics, University of Washington - 2000
Persistent link: https://www.econbiz.de/10005657419