Researchclopedia

Research Researchers Institutions Topics Submit About

Command Palette

Search for a command to run...

Researchclopedia

Research Researchers Institutions About

© 2026 Researchclopedia. Powered by OpenAlex under CC0 license.

Eric Zivot | Researchclopedia

Back to researchers

Eric Zivot

University of Washington ORCID

122

Works

14,692

Citations

28

h-index

50

i10-index

Research Topics

Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Market Dynamics and Volatility

Affiliations

Amazon (United States)2019–2019

Wellesley College1994–1994

University of Washington1993–2025

Yale University1992–2002

Seattle University2003–2006

Top Works

Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

Eric Zivot,Donald W. K. Andrews

20025,703 citations

Complex Systems and Time Series Analysis

Statistical Methods and Inference

Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

Eric Zivot,Donald W. K. Andrews

19923,045 citations

Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

Eric Zivot,Donald W. K. Andrews

19921,959 citations

Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different?

James Morley,Charles R. Nelson,et al.

2003552 citations

THRESHOLD COINTEGRATION AND NONLINEAR ADJUSTMENT TO THE LAW OF ONE PRICE

Ming Chien Lo,Eric Zivot

2001434 citations

Modeling Financial Time Series with S-Plus®

Eric Zivot,Jiahui Wang

2003420 citations

Vector Autoregressive Models for Multivariate Time Series

Eric Zivot,Jiahui Wang

2003226 citations

Practical Issues in the Analysis of Univariate GARCH Models

2009196 citations

Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments

Jiahui Wang,Eric Zivot

1998182 citations