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Eric Zivot

Affiliations: 
University of Washington, Seattle, Seattle, WA 
Area:
General Economics, Statistics
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Parents

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Donald W.K. Andrews grad student 1992 Yale (Econometree)
Peter C.B. Phillips grad student 1992 Yale (Econometree)

Children

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Max Chen grad student 2001 University of Washington
Steven J. Manson grad student 2001 University of Washington
Jaechul Chang grad student 2002 University of Washington
Kyongwook Choi grad student 2002 University of Washington
Yun-Yeong Kim grad student 2003 University of Washington
Bingcheng Yan grad student 2005 University of Washington
Bovorn Vichiansin grad student 2006 University of Washington
Wei-Choun Yu grad student 2006 University of Washington
Drew D. Creal grad student 2007 University of Washington
Daisuke Nagakura grad student 2007 University of Washington
Nina S. Jones grad student 2008 University of Washington
Scott Payseur grad student 2008 University of Washington
Peter Fuleky grad student 2009 University of Washington
Sebastian I. Fossati grad student 2010 University of Washington
Cherl H. Kim grad student 2011 University of Washington
Brian Donhauser grad student 2012 University of Washington
Ercument Cahan grad student 2013 University of Washington
Clark Lundberg grad student 2014 University of Washington
Joseph F. Saenz grad student 2014 University of Washington
Anthony Sanford grad student 2018 University of Washington

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Publications

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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
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