Eric Zivot

University of Washington, Seattle, Seattle, WA 
General Economics, Statistics
"Eric Zivot"
BETA: Related publications


You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect.

Chen Y, Turnovsky SJ, Zivot E. (2014) Forecasting inflation using commodity price aggregates Journal of Econometrics. 183: 117-134
Fuleky P, Zivot E. (2014) Indirect inference based on the score Econometrics Journal. 17: 383-393
Chen CH, Yu WC, Zivot E. (2012) Predicting stock volatility using after-hours information: Evidence from the NASDAQ actively traded stocks International Journal of Forecasting. 28: 366-383
Chaudhuri S, Zivot E. (2011) A new method of projection-based inference in GMM with weakly identified nuisance parameters Journal of Econometrics. 164: 239-251
Yu WC, Zivot E. (2011) Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models International Journal of Forecasting. 27: 579-591
Yan B, Zivot E. (2010) A Structural Analysis of Price Discovery Measures Journal of Financial Markets. 13: 1-19
Chaudhuri S, Richardson T, Robins J, et al. (2010) A NEW PROJECTION-TYPE SPLIT-SAMPLE SCORE TEST IN LINEAR INSTRUMENTAL VARIABLES REGRESSION Econometric Theory. 26: 1820-1837
Choi K, Yu WC, Zivot E. (2010) Long memory versus structural breaks in modeling and forecasting realized volatility Journal of International Money and Finance. 29: 857-875
Sakoulis G, Zivot E, Choi K. (2010) Structural change in the forward discount: Implications for the forward rate unbiasedness hypothesis Journal of Empirical Finance. 17: 957-966
Chen YC, Zivot E. (2010) Postwar slowdowns and long-run growth: a Bayesian analysis of structural break models Empirical Economics. 39: 897-921
See more...