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Eric Zivot
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Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
E Zivot, DWK Andrews
Journal of business & economic statistics 20 (1), 25-44, 2002
102832002
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root
E Zivot, DW Andrews
Journal of Business & Economic Statistics 10 (0), 3, 1992
10283*1992
Modeling financial time series with S-PlusŪ
E Zivot, J Wang
Springer Science & Business Media, 2007
15912007
Modeling Financial Time Series with S-PLUSŪ
E Zivot, J Wang
Technometrics 45 (4), 373-374, 2003
15912003
Why are the Beveridge-Nelson and unobserved-components decompositions of GDP so different?
JC Morley, CR Nelson, E Zivot
Review of Economics and Statistics 85 (2), 235-243, 2003
6412003
Threshold cointegration and nonlinear adjustment to the law of one price
MC Lo, E Zivot
Macroeconomic Dynamics 5 (04), 533-576, 2001
5732001
Vector autoregressive models for multivariate time series
E Zivot, J Wang
Modeling Financial Time Series with S-PLUSŪ, 385-429, 2006
5272006
Vector Autoregressive Models for Multivariate Time Series
E Zivot, J Wang
Modeling Financial Time Series with S-PlusŪ, 369-413, 2003
5272003
Practical issues in the analysis of univariate GARCH models
E Zivot
Handbook of financial time series, 113-155, 2009
3292009
Practical Issues in the Analysis of Univariate GARCH models
E Zivot
Handbook of Financial Time Series, 2008
3292008
A structural analysis of price discovery measures
B Yan, E Zivot
Journal of Financial Markets 13 (1), 1-19, 2010
3152010
Inference on a structural parameter in instrumental variables regression with weak instruments
J Wang, E Zivot
DS, 1996
2401996
Valid confidence intervals and inference in the presence of weak instruments
E Zivot, R Startz, CR Nelson
International Economic Review, 1119-1144, 1998
1931998
Bayesian and classical approaches to instrumental variable regression
F Kleibergen, E Zivot
Journal of Econometrics 114 (1), 29-72, 2003
1902003
Cointegration and forward and spot exchange rate regressions
E Zivot
Journal of International Money and Finance 19 (6), 785-812, 2000
1802000
A Bayesian time series model of multiple structural changes in level, trend, and variance
J Wang, E Zivot
Journal of Business & Economic Statistics 18 (3), 374-386, 2000
1762000
Long memory and structural changes in the forward discount: An empirical investigation
K Choi, E Zivot
Journal of International Money and Finance 26 (3), 342-363, 2007
1692007
Markov regime switching and unit-root tests
CR Nelson, J Piger, E Zivot
Journal of Business & Economic Statistics 19 (4), 404-415, 2001
1572001
Long memory versus structural breaks in modeling and forecasting realized volatility
K Choi, WC Yu, E Zivot
Journal of International Money and Finance 29 (5), 857-875, 2010
1472010
Package ‘PerformanceAnalytics’
BG Peterson, P Carl, K Boudt, R Bennett, J Ulrich, E Zivot, M Lestel, ...
142*2014
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