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Zivot, Eric
22
Chaudhuri, Saraswata
3
Choi, Kyongwook
3
Creal, Drew
3
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3
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3
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2
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2
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4
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1
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The relationship between the Beveridge–Nelson decomposition and other permanent–transitory decompositions that are popular in economics
Oh, Kum Hwa
;
Zivot, Eric
;
Creal, Drew
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 207-220
Persistent link: https://www.econbiz.de/10008898224
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2
The relationship between the Beveridge–Nelson decomposition and other permanent–transitory decompositions that are popular in economics
Oh, Kum Hwa
;
Zivot, Eric
;
Creal, Drew
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 207-219
Persistent link: https://www.econbiz.de/10008135104
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3
Cointegration and forward and spot exchange rate regressions
Zivot, Eric
- In:
Journal of international money and finance
19
(
2000
)
6
,
pp. 785-812
Persistent link: https://www.econbiz.de/10006905256
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4
Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
Wang, Jiahui
;
Zivot, Eric
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
6
,
pp. 1389-1404
Persistent link: https://www.econbiz.de/10006787478
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5
WHY ARE THE BEVERIDGE-NELSON AND UNOBSERVED-COMPONENTS DECOMPOSITIONS OF GDP SO DIFFERENT?
Morley, James C.
;
Nelson, Charles R.
;
Zivot, Eric
- In:
The review of economics and statistics
85
(
2003
)
2
,
pp. 235-243
Persistent link: https://www.econbiz.de/10006370041
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6
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
Zivot, Eric
;
Andrews, Donald W.K.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10008216538
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7
Markov Regime Switching and Unit-Root Tests
Nelson, Charles R.
;
Piger, Jeremy
;
Zivot, Eric
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
4
,
pp. 404-415
Persistent link: https://www.econbiz.de/10008216784
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8
A Bayesian Time Series Model of Multiple Structural Changes in Level, Trend, and Variance
Wang, Jiahui
;
Zivot, Eric
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
3
,
pp. 374
Persistent link: https://www.econbiz.de/10008217755
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9
Long memory versus structural breaks in modeling and forecasting realized volatility
Choi, Kyongwook
;
Yu, Wei-Choun
;
Zivot, Eric
- In:
Journal of international money and finance
29
(
2010
)
5
,
pp. 857-876
Persistent link: https://www.econbiz.de/10008422729
Saved in:
10
Comment - Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve
Zivot, Eric
;
Chaudhuri, Saraswata
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
3
,
pp. 328-330
Persistent link: https://www.econbiz.de/10008309573
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