Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies
if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the
same subfield and year (this is the minimum needed to enter the top 1%, not the average
within it), or reaches the top citation threshold in at least one of its specific research
topics.
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
20024.2k citationsEric Zivot, Donald W. K. AndrewsJournal of Business and Economic Statisticsprofile →
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
19922.5k citationsEric Zivot, Donald W. K. AndrewsJournal of Business and Economic Statisticsprofile →
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
19921.5k citationsEric Zivot, Donald W. K. AndrewsJournal of Business and Economic Statisticsprofile →
Author Peers
Peers are selected by citation overlap in the author's most active subfields.
citations ·
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This map shows the geographic impact of Eric Zivot's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Eric Zivot with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Eric Zivot more than expected).
This network shows the impact of papers produced by Eric Zivot. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Eric Zivot. The network helps show where Eric Zivot may publish in the future.
Co-authorship network of co-authors of Eric Zivot
This figure shows the co-authorship network connecting the top 25 collaborators of Eric Zivot.
A scholar is included among the top collaborators of Eric Zivot based on the total number of
citations received by their joint publications. Widths of edges
represent the number of papers authors have co-authored together.
Node borders
signify the number of papers an author published with Eric Zivot. Eric Zivot is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
Zivot, Eric. (2011). State Space Modeling Using SsfPack in S+FinMetrics 3.0. SHILAP Revista de lepidopterología.1 indexed citations
5.
Yu, William & Eric Zivot. (2010). Forecasting the Term Structures of Treasury and Corporate Yields: Dynamic Nelson-Siegel Models Evaluation. SSRN Electronic Journal.3 indexed citations
Zivot, Eric & Jiahui Wang. (2006). Modeling Financial Time Series with S-PLUS®. Digital Access to Libraries (Université catholique de Louvain (UCL), l'Université de Namur (UNamur) and the Université Saint-Louis (USL-B)).2 indexed citations
Zivot, Eric & Donald W. K. Andrews. (2002). Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis. Journal of Business and Economic Statistics. 20(1). 25–44.4157 indexed citations breakdown →
Zivot, Eric, et al.. (2000). Time-Variation and Structural Change in the Forward Discount: Implications for the Forward Rate Unbiasedness Hypothesis. RePEc: Research Papers in Economics.16 indexed citations
17.
Zivot, Eric. (2000). Notes on Structural VAR Modeling.2 indexed citations
Zivot, Eric & Donald W. K. Andrews. (1992). Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis. Journal of Business and Economic Statistics. 10(3). 251–270.2481 indexed citations breakdown →
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive
bibliographic database. While OpenAlex provides broad and valuable coverage of the global
research landscape, it—like all bibliographic datasets—has inherent limitations. These include
incomplete records, variations in author disambiguation, differences in journal indexing, and
delays in data updates. As a result, some metrics and network relationships displayed in
Rankless may not fully capture the entirety of a scholar's output or impact.