Eric Zivot

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Evaluating the impact of environmental policy on the trend behavior of US emissions of nitrogen oxides and volatile organic compounds Natural Resource Modeling	2024-06-05	Paper
Indirect inference based on the score Econometrics Journal	2022-07-26	Paper
Multivariate GARCH models for large-scale applications: a survey Handbook of Statistics	2020-08-18	Paper
A new method of projection-based inference in GMM with weakly identified nuisance parameters Journal of Econometrics	2016-08-12	Paper
The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics Journal of Econometrics	2016-06-22	Paper
Forecasting inflation using commodity price aggregates Journal of Econometrics	2014-11-20	Paper
A new projection-type split-sample score test in linear instrumental variables regression Econometric Theory	2011-04-21	Paper
Practical Issues in the Analysis of Univariate GARCH Models Handbook of Financial Time Series	2009-11-27	Paper
scientific article; zbMATH DE number 5280150 (Why is no real title available?)	2008-05-28	Paper
Modeling Financial Time Series with S-PLUS®	2006-03-20	Paper
Bayesian and classical approaches to instrumental variable regression Journal of Econometrics	2003-05-04	Paper
scientific article; zbMATH DE number 1821192 (Why is no real title available?)	2002-10-28	Paper
Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments Econometrica	2002-05-28	Paper
Threshold cointegration and nonlinear adjustment to the law of one price Macroeconomic Dynamics	2002-04-16	Paper
THE POWER OF SINGLE EQUATION TESTS FOR COINTEGRATION WHEN THE COINTEGRATING VECTOR IS PRESPECIFIED Econometric Theory	2000-01-01	Paper
A bayesian analysis of trend determination in economic time series Econometric Reviews	1996-02-13	Paper

Research outcomes over time

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