| Year |
Citation |
Score |
| 2014 |
Chen Y, Turnovsky SJ, Zivot E. Forecasting inflation using commodity price aggregates Journal of Econometrics. 183: 117-134. DOI: 10.2139/Ssrn.1935065 |
0.338 |
|
| 2014 |
Fuleky P, Zivot E. Indirect inference based on the score Econometrics Journal. 17: 383-393. DOI: 10.1111/Ectj.12028 |
0.632 |
|
| 2012 |
Chen CH, Yu WC, Zivot E. Predicting stock volatility using after-hours information: Evidence from the NASDAQ actively traded stocks International Journal of Forecasting. 28: 366-383. DOI: 10.1016/J.Ijforecast.2011.04.005 |
0.562 |
|
| 2011 |
Chaudhuri S, Zivot E. A new method of projection-based inference in GMM with weakly identified nuisance parameters Journal of Econometrics. 164: 239-251. DOI: 10.2139/Ssrn.1395392 |
0.322 |
|
| 2011 |
Yu WC, Zivot E. Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models International Journal of Forecasting. 27: 579-591. DOI: 10.1016/J.Ijforecast.2010.04.002 |
0.557 |
|
| 2010 |
Yan B, Zivot E. A Structural Analysis of Price Discovery Measures Journal of Financial Markets. 13: 1-19. DOI: 10.2139/Ssrn.979364 |
0.535 |
|
| 2010 |
Chaudhuri S, Richardson T, Robins J, Zivot E. A NEW PROJECTION-TYPE SPLIT-SAMPLE SCORE TEST IN LINEAR INSTRUMENTAL VARIABLES REGRESSION Econometric Theory. 26: 1820-1837. DOI: 10.1017/S0266466609990806 |
0.338 |
|
| 2010 |
Choi K, Yu WC, Zivot E. Long memory versus structural breaks in modeling and forecasting realized volatility Journal of International Money and Finance. 29: 857-875. DOI: 10.1016/J.Jimonfin.2009.12.001 |
0.569 |
|
| 2010 |
Sakoulis G, Zivot E, Choi K. Structural change in the forward discount: Implications for the forward rate unbiasedness hypothesis Journal of Empirical Finance. 17: 957-966. DOI: 10.1016/J.Jempfin.2010.08.001 |
0.372 |
|
| 2010 |
Chen YC, Zivot E. Postwar slowdowns and long-run growth: a Bayesian analysis of structural break models Empirical Economics. 39: 897-921. DOI: 10.1007/S00181-009-0333-3 |
0.341 |
|
| 2010 |
Creal D, Koopman SJ, Zivot E. Extracting a Robust U.S. Business Cycle Using a Time-Varying Multivariate Model-Based Bandpass Filter Journal of Applied Econometrics. 25: 695-719. DOI: 10.1002/Jae.1185 |
0.669 |
|
| 2008 |
Oh KH, Zivot E, Creal D. The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics Journal of Econometrics. 146: 207-219. DOI: 10.1016/J.Jeconom.2008.08.021 |
0.678 |
|
| 2007 |
Choi K, Zivot E. Long Memory and Structural Changes in the Forward Discount: An Empirical Investigation Journal of International Money and Finance. 26: 342-363. DOI: 10.1016/J.Jimonfin.2007.01.002 |
0.473 |
|
| 2003 |
Morley JC, Nelson CR, Zivot E. Why are the Beveridge-Nelson and unobserved-components decompositions of GDP so different? Review of Economics and Statistics. 85: 235-243. DOI: 10.1162/003465303765299765 |
0.392 |
|
| 2003 |
Kleibergen F, Zivot E. Bayesian and Classical Approaches to Instrumental Variable Regression Journal of Econometrics. 114: 29-72. DOI: 10.1016/S0304-4076(02)00219-1 |
0.407 |
|
| 2001 |
Lo MC, Zivot E. Threshold Cointegration And Nonlinear Adjustment To The Law Of One Price Macroeconomic Dynamics. 5: 533-576. DOI: 10.1017/S1365100501023057 |
0.403 |
|
| 2000 |
Wang J, Zivot E. A Bayesian Time Series Model of Multiple Structural Changes in Level, Trend, and Variance Journal of Business & Economic Statistics. 18: 374-386. DOI: 10.1080/07350015.2000.10524878 |
0.44 |
|
| 2000 |
Zivot E. The Power of Single Equation Tests for Cointegration When the Cointegrating Vector is Prespecified Econometric Theory. 16: 407-439. DOI: 10.1017/S0266466600163054 |
0.303 |
|
| 2000 |
Zivot E. Cointegration and forward and spot exchange rate regressions Journal of International Money and Finance. 19: 785-812. DOI: 10.1016/S0261-5606(00)00031-0 |
0.37 |
|
| 1998 |
Zivot E, Startz R, Nelson CR. Valid Confidence Intervals and Inference in the Presence of Weak Instruments International Economic Review. 39: 1119-1146. DOI: 10.2307/2527355 |
0.368 |
|
| 1998 |
Wang J, Zivot E. Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments Econometrica. 66: 1389-1404. DOI: 10.2139/Ssrn.1031 |
0.309 |
|
| 1994 |
Zivot E, Phillips PCB. A Bayesian Analysis of Trend Determination in Economic Time Series Econometric Reviews. 13: 291-336. DOI: 10.1080/07474939408800290 |
0.467 |
|
| 1994 |
Zivot E. A Bayesian Analysis Of The Unit Root Hypothesis Within An Unobserved Components Model Econometric Theory. 10: 552-578. DOI: 10.1017/S0266466600008665 |
0.397 |
|
| 1992 |
Zivot E, Andrews DWK. Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis Journal of Business & Economic Statistics. 10: 251-270. DOI: 10.1198/073500102753410372 |
0.335 |
|
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