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
Valid confidence intervals and inference in the presence of weak instruments International Economic Review	2026-02-04	Paper
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

This page was built for person: Eric Zivot