Eric Zivot

CFDPs

CFPs

CFP 891 Eric Zivot, Peter C. B. Phillips, "A Bayesian Analysis of Trend Determination in Economic Time Series," Econometric Reviews, (January 1994), 13(3): 296-336 (See CFDP 1002)
CFP 811 Donald W. K. Andrews, Eric Zivot, "Further Evidence on the Great Crash, the Oil-Price Stock, and the Unit-Root Hypothesis," Journal of Business and Economic Statistics, (July 1992), 10(3): 251-270 (also published in P. Newbold and S. J. Leybourne, eds., Recent Developments in Time Series, Edward Elgar, 2003) (See CFDP 944)