E. Zivot

发表

Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models

Wei-Choun Yu, E. Zivot, 2011 .

Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

D. Andrews, Eric Zivot, E. Zivot, 1992 .

Improved Small Sample Inference for Efficient Method of Moments and Indirect Inference Estimators

Eric Zivot, Veronika Czellar, E. Zivot, 2012 .

Improved Inference for Efficient Method of Moments and Indirect Inference Estimators

Eric Zivot, Veronika Czellar, E. Zivot, 2008 .

Bayesian and Classical Approaches to Instrumental Variables Regression

Eric Zivot, F. Kleibergen, E. Zivot, 2003 .

Markov Regime Switching and Unit-Root Tests

Eric Zivot, C. Nelson, Jeremy Piger, 2000 .

THRESHOLD COINTEGRATION AND NONLINEAR ADJUSTMENT TO THE LAW OF ONE PRICE

Eric Zivot, Ming Chien Lo, Eric Zivot, 2001, Macroeconomic Dynamics.

Vector Autoregressive Models for Multivariate Time Series

Jiahui Wang, Eric Zivot, E. Zivot, 2003 .

Long Memory Versus Structural Breaks in Modeling and Forecasting Realized Volatility

Eric Zivot, Kyongwook Choi, William Yu, 2008 .

The Dynamics of Price Discovery

Eric Zivot, Bingcheng Yan, E. Zivot, 2007 .

Analysis of High-Frequency Financial Data with S-PLUS

Eric Zivot, Eric Zivot, Bingcheng Yan, 2003 .

Estimating the Dynamics of Price Discovery∗

Eric Zivot, Bingcheng Yan, E. Zivot, 2010 .

A Comparison of Univariate Stochastic Volatility Models for U.S. Short Rates Using EMM Estimation

Eric Zivot, Ying Gu, Y. Gu, 2006 .

Evaluating Structural Models for the U.S. Short Rate Using EMM and Particle Filters

Drew D. Creal, Y. Gu, E. Zivot, 2006 .

Evaluating structural models for the U . S . short rate using EMM and optimal filters

Drew D. Creal, Y. Gu, E. Zivot, 2007 .

Predicting stock volatility using after-hours information: Evidence from the NASDAQ actively traded stocks

Eric Zivot, Chun-Hung Chen, Wei-Choun Yu, 2012 .

Predicting Stock Volatility Using After-Hours Information

William Yu, Chun-Hung Chen, E. Zivot, 2009 .

Practical Issues in the Analysis of Univariate GARCH Models

Eric Zivot, Eric Zivot, E. Zivot, 2009 .

Multivariate GARCH models for large-scale applications: A survey

Kris Boudt, Eric Zivot, Scott Payseur, 2019, Handbook of Statistics.

Factor Models for Asset Returns

Eric Zivot, Jiahui Wang, Eric Zivot, 2003 .

Statistics and Finance: An Introduction

Eric Zivot, Eric Zivot, E. Zivot, 2006 .

Modeling Financial Time Series with S-PLUS®

Jiahui Wang, Eric Zivot, E. Zivot, 2003 .

Market Risk Modeling in S-PLUS

E. Zivot, 2005 .

Unit Root Tests

Jiahui Wang, E. Zivot, 2003 .

Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different?

Eric Zivot, Charles R. Nelson, Eric Zivot, 2003, Review of Economics and Statistics.

Why are Beveridge-Nelson and Unobserved-Component Decompositions of GDP so Different?

E. Zivot, Charles R. Nelson, 2000 .

Improved Inference for the Instrumental Variable Estimator

Eric Zivot, C. Nelson, R. Startz, 1999 .

Extracting a Robust U.S. Business Cycle Using a Time-Varying Multivariate Model-Based Bandpass Filter

Drew D. Creal, S. J. Koopman, E. Zivot, 2010 .

Inference on Structural Parameters In Instrumental Variables Regression With Weak Instruments

Eric Zivot, Jiahui Wang, Eric Zivot, 1998 .

Inference on a Structural Parameter in Instrumental Variables Regression with Weak Instruments

Eric Zivot, Jiahui Wang, Eric Zivot, 1996 .

Indirect Inference Based on the Score

Eric Zivot, P. Fuleky, Peter Fuleky, 2010 .

Time-Variation and Structural Change in the Forward Discount: Implications for the Forward Rate Unbiasedness Hypothesis

Eric Zivot, Georgios Sakoulis, Eric Zivot, 2010 .

Cointegration and forward and spot exchange rate regressions

Eric Zivot, Eric Zivot, E. Zivot, 2000 .

Valid Confidence Intervals and Inference in the Presence of Weak Instruments

Eric Zivot, Richard Startz, Charles R. Nelson, 1998 .

Improved Inference for the Instrumental Variable Estimator by Richard Startz

Eric Zivot, C. Nelson, E. Zivot, 1999 .

State space modelling in macroeconomics and finance using SsfPack in S+Finmetrics

Siem Jan Koopman, Eric Zivot, Eric Zivot, 2004 .

A Structural Analysis of Price Discovery Measures

Eric Zivot, Bingcheng Yan, E. Zivot, 2007 .

Notes on Structural VAR Modeling

Eric Zivot, E. Zivot, 2000 .

The Relationship between the Beveridge-Nelson Decomposition andUnobserved Component Models with Correlated Shocks

Drew D. Creal, Eric Zivot, Kum Hwa Oh, 2006 .

Implications of Two Measures of Persistence for Correlation Between Permanent and Transitory Shocks in U.S. Real GDP

E. Zivot, Daisuke Nagakura, 2007 .

Série Scientifique Scientific Series Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors

Jean-Marie Dufour, A. Monfort, J. Jasiak, 2022 .

Monetary Autonomy in times of Financial Integration

Eric Zivot, A. Markiewicz, B. Pfaff, 2020 .

Long Memory and Structural Changes in the Forward Discount: An Empirical Investigation

Eric Zivot, Kyongwook Choi, E. Zivot, 2007 .

The relationship between the Beveridge–Nelson decomposition and other permanent–transitory decompositions that are popular in economics

Drew D. Creal, Eric Zivot, Kum Hwa Oh, 2008 .

A Bayesian Analysis of Trend Determination in Economic Time Series

Eric Zivot, Peter C. B. Phillips, P. Phillips, 1994 .

Série Scientifique Scientific Series Projection-based Statistical Inference in Linear Structural Models with Possibly Weak Instruments Projection-based Statistical Inference in Linear Structural Models with Possibly Weak Instruments

J. Florens, Jean-Marie Dufour, J. Jasiak, 2022 .

Forecasting the Term Structures of Treasury and Corporate Yields: Dynamic Nelson-Siegel Models Evaluation

Eric Zivot, William Yu, E. Zivot, 2010 .

Postwar slowdowns and long-run growth: a Bayesian analysis of structural break models

Yi-Chi Chen, E. Zivot, 2010 .

The Clark Model with Correlated Components

Eric Zivot, Kum Hwa Oh, E. Zivot, 2006 .

Modeling Financial Time Series with S-PLUS

Jiahui Wang, E. Zivot, 2003 .

Rolling Analysis of Time Series

Jiahui Wang, Eric Zivot, E. Zivot, 2003 .

EVALUATING THE IMPACT OF ENVIRONMENTAL POLICY ON THE TREND BEHAVIOR OF US EMISSIONS OF NITROGEN OXIDES AND VOLATILE ORGANIC COMPOUNDS

Eric Zivot, Nina Sidneva, E. Zivot, 2014 .

Modeling Extreme Values

Jiahui Wang, Eric Zivot, E. Zivot, 2003 .