The following pages link to Eric Zivot (Q299210):
Displaying 15 items.
- The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics (Q299212) (← links)
- Forecasting inflation using commodity price aggregates (Q472756) (← links)
- A new method of projection-based inference in GMM with weakly identified nuisance parameters (Q738026) (← links)
- Bayesian and classical approaches to instrumental variable regression (Q1870095) (← links)
- (Q2783445) (← links)
- A NEW PROJECTION-TYPE SPLIT-SAMPLE SCORE TEST IN LINEAR INSTRUMENTAL VARIABLES REGRESSION (Q2995423) (← links)
- Modeling Financial Time Series with S-PLUS® (Q3377019) (← links)
- (Q3498093) (← links)
- Practical Issues in the Analysis of Univariate GARCH Models (Q3646951) (← links)
- THE POWER OF SINGLE EQUATION TESTS FOR COINTEGRATION WHEN THE COINTEGRATING VECTOR IS PRESPECIFIED (Q4512688) (← links)
- Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments (Q4530930) (← links)
- (Q4779827) (← links)
- A bayesian analysis of trend determination in economic time series (Q4853083) (← links)
- Indirect inference based on the score (Q5093242) (← links)
- Multivariate GARCH models for large-scale applications: A survey (Q5116815) (← links)
