| Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis E Zivot, DWK Andrews Journal of business & economic statistics 20 (1), 25-44, 2002 | 10878 | 2002 |
| Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root E Zivot, DW Andrews Journal of Business & Economic Statistics 10 (0), 3, 1992 | 10878* | 1992 |
| Modeling financial time series with S-Plus® E Zivot, J Wang Springer Science & Business Media, 2007 | 1676 | 2007 |
| Modeling Financial Time Series with S-PLUS® E Zivot, J Wang Technometrics 45 (4), 373-374, 2003 | 1676 | 2003 |
| Vector autoregressive models for multivariate time series E Zivot, J Wang Modeling Financial Time Series with S-PLUS®, 385-429, 2006 | 678 | 2006 |
| Vector Autoregressive Models for Multivariate Time Series E Zivot, J Wang Modeling Financial Time Series with S-Plus®, 369-413, 2003 | 678 | 2003 |
| Why are the Beveridge-Nelson and unobserved-components decompositions of GDP so different? JC Morley, CR Nelson, E Zivot Review of Economics and Statistics 85 (2), 235-243, 2003 | 651 | 2003 |
| Threshold cointegration and nonlinear adjustment to the law of one price MC Lo, E Zivot Macroeconomic Dynamics 5 (04), 533-576, 2001 | 583 | 2001 |
| Practical issues in the analysis of univariate GARCH models E Zivot Handbook of financial time series, 113-155, 2009 | 348 | 2009 |
| Practical Issues in the Analysis of Univariate GARCH models E Zivot Handbook of Financial Time Series, 2008 | 348 | 2008 |
| A structural analysis of price discovery measures B Yan, E Zivot Journal of Financial Markets 13 (1), 1-19, 2010 | 332 | 2010 |
| Inference on a structural parameter in instrumental variables regression with weak instruments J Wang, E Zivot DS, 1996 | 247 | 1996 |
| Valid confidence intervals and inference in the presence of weak instruments E Zivot, R Startz, CR Nelson International Economic Review, 1119-1144, 1998 | 197 | 1998 |
| Bayesian and classical approaches to instrumental variable regression F Kleibergen, E Zivot Journal of Econometrics 114 (1), 29-72, 2003 | 194 | 2003 |
| Cointegration and forward and spot exchange rate regressions E Zivot Journal of International Money and Finance 19 (6), 785-812, 2000 | 181 | 2000 |
| Package ‘PerformanceAnalytics’ BG Peterson, P Carl, K Boudt, R Bennett, J Ulrich, E Zivot, M Lestel, ... | 180* | 2014 |
| Long memory and structural changes in the forward discount: An empirical investigation K Choi, E Zivot Journal of International Money and Finance 26 (3), 342-363, 2007 | 177 | 2007 |
| A Bayesian time series model of multiple structural changes in level, trend, and variance J Wang, E Zivot Journal of Business & Economic Statistics 18 (3), 374-386, 2000 | 177 | 2000 |
| Markov regime switching and unit-root tests CR Nelson, J Piger, E Zivot Journal of Business & Economic Statistics 19 (4), 404-415, 2001 | 163 | 2001 |
| Long memory versus structural breaks in modeling and forecasting realized volatility K Choi, WC Yu, E Zivot Journal of International Money and Finance 29 (5), 857-875, 2010 | 160 | 2010 |
