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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. 207-219
Persistent link: https://www.econbiz.de/10003782911
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Practical issues in the analysis of univariate GARCH models
Zivot, Eric - In: Handbook of financial time series, (pp. 113-155). 2009
Persistent link: https://www.econbiz.de/10003833789
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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. 374-386
Persistent link: https://www.econbiz.de/10001494009
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A Bayesian analysis of trend determination in economic time series
Zivot, Eric; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828953
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Further evidence on the great crash, the oil price shocks, and the unit root hypothesis
Zivot, Eric; Andrews, Donald W. K. - 1990 - Rev.
Persistent link: https://www.econbiz.de/10000792311
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Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 251-270
Persistent link: https://www.econbiz.de/10001126539
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A Bayesian analysis of trend determination in economic time series
Zivot, Eric - In: Econometric reviews 13 (1994) 3, pp. 291-336
Persistent link: https://www.econbiz.de/10001172763
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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/10001639874
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Modeling financial time series with S-PLUS
Zivot, Eric; Wang, Jiahui - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10003055672
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Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter
Creal, Drew; Koopman, Siem Jan; Zivot, Eric - In: Journal of applied econometrics 25 (2010) 4, pp. 695-719
Persistent link: https://www.econbiz.de/10008667461