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Search: person:"Zivot, Eric"
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Zivot, Eric
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ECONIS (ZBW)
24
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1
Forecasting inflation using commodity price aggregates
Chen, Yu-chin
;
Turnovsky, Stephen J.
;
Zivot, Eric
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 117-134
Persistent link: https://www.econbiz.de/10010506079
Saved in:
2
Predicting stock volatility using after-hours information : evidence from the NASDAQ actively traded stocks
Chen, Chun-Hung
;
Yu, Wei-choun
;
Zivot, Eric
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 366-383
Persistent link: https://www.econbiz.de/10009581923
Saved in:
3
A new method of projection-based inference in GMM with weakly identified nuisance parameters
Chaudhuri, Saraswata
;
Zivot, Eric
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 239-251
Persistent link: https://www.econbiz.de/10009301935
Saved in:
4
Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models
Yu, Wei-choun
;
Zivot, Eric
- In:
International journal of forecasting
27
(
2011
)
2
,
pp. 579-591
Persistent link: https://www.econbiz.de/10009247403
Saved in:
5
Extracting a robust US business cycle using a time-varying multivariate model-based bandpass filter
Creal, Drew
;
Koopman, Siem Jan
;
Zivot, Eric
- In:
Journal of applied econometrics
25
(
2010
)
4
,
pp. 695-719
Persistent link: https://www.econbiz.de/10008667461
Saved in:
6
A new projection-type split-sample score test in linear instrumental variables regression
Chaudhuri, Saraswata
;
Richardson, Thomas
;
Robinson, James A.
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1820-1837
Persistent link: https://www.econbiz.de/10008738324
Saved in:
7
Postwar slowdowns and long-run growth : a Bayesian analysis of structural break models
Chen, Yi-Chi
;
Zivot, Eric
- In:
Empirical economics : a journal of the Institute for …
39
(
2010
)
3
,
pp. 897-921
Persistent link: https://www.econbiz.de/10008747582
Saved in:
8
Structural change in the forward discount : implications for the forward rate unbiasedness hypothesis
Sakoulis, Georgios
;
Zivot, Eric
;
Choi, Kyongwook
- In:
Journal of empirical finance
17
(
2010
)
5
,
pp. 957-966
Persistent link: https://www.econbiz.de/10009267231
Saved in:
9
Long memory versus structural breaks in modeling and forecasting realized volatility
Choi, Kyongwook
;
Yu, Wei-choun
;
Zivot, Eric
- In:
Journal of international money and finance
29
(
2010
)
5
,
pp. 857-875
Persistent link: https://www.econbiz.de/10003989920
Saved in:
10
A structural analysis of price discovery measures
Yan, Bingcheng
;
Zivot, Eric
- In:
Journal of financial markets
13
(
2010
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003935472
Saved in:
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