Eric Zivot

Available identifiers

Publication	Date of Publication	Type
Indirect inference based on the score	2022-07-26	Paper
Multivariate GARCH models for large-scale applications: A survey	2020-08-18	Paper
A new method of projection-based inference in GMM with weakly identified nuisance parameters	2016-08-12	Paper
The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics	2016-06-22	Paper
Forecasting inflation using commodity price aggregates	2014-11-20	Paper
A NEW PROJECTION-TYPE SPLIT-SAMPLE SCORE TEST IN LINEAR INSTRUMENTAL VARIABLES REGRESSION	2011-04-21	Paper
Practical Issues in the Analysis of Univariate GARCH Models	2009-11-27	Paper
https://portal.mardi4nfdi.de/entity/Q3498093	2008-05-28	Paper
Modeling Financial Time Series with S-PLUS®	2006-03-20	Paper
Bayesian and classical approaches to instrumental variable regression	2003-05-04	Paper
https://portal.mardi4nfdi.de/entity/Q4779827	2002-10-28	Paper
Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments	2002-05-28	Paper
https://portal.mardi4nfdi.de/entity/Q2783445	2002-04-16	Paper
THE POWER OF SINGLE EQUATION TESTS FOR COINTEGRATION WHEN THE COINTEGRATING VECTOR IS PRESPECIFIED	2000-01-01	Paper
A bayesian analysis of trend determination in economic time series	1996-02-13	Paper

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