{"id":"https://openalex.org/W7098071969","doi":null,"title":"About Me","display_name":"About Me","publication_year":null,"publication_date":null,"ids":{"openalex":"https://openalex.org/W7098071969"},"language":"en","primary_location":{"id":"pmh:oai:CiteSeerX.psu:10.1.1.297.1335","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.297.1335","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://faculty.washington.edu/ezivot/research/HFLectures1.pdf","raw_type":"text"},"parent_works":[],"lineage":["https://openalex.org/W7098071969"],"child_works_count":0,"type":"article","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5077446762","display_name":"Eric W. Zivot","orcid":"https://orcid.org/0009-0006-7455-9503","observed_orcids":["https://orcid.org/0009-0006-7455-9503"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Eric Zivot","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":null,"display_name":"Supervisors Peter Phillips","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Supervisors Peter Phillips","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":null,"display_name":"Donald Andrews","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Donald Andrews","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":true,"primary_topic":{"id":"https://openalex.org/T13398","display_name":"Data Analysis with R","score":0.2833999991416931,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T13398","display_name":"Data Analysis with R","score":0.2833999991416931,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.16869999468326569,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.11999999731779099,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/time-series-econometrics","display_name":"time series econometrics","score":0.9330000281333923},{"id":"https://openalex.org/keywords/high-frequency-time-series","display_name":"high-frequency time series","score":0.7429999709129333},{"id":"https://openalex.org/keywords/simulation-based-estimation","display_name":"simulation-based estimation","score":0.8930000066757202},{"id":"https://openalex.org/keywords/nonstationary-time-series","display_name":"non-stationary time series","score":0.9810000061988831},{"id":"https://openalex.org/keywords/structural-change","display_name":"structural change","score":0.9440000057220459},{"id":"https://openalex.org/keywords/state-space-models","display_name":"state-space model","score":1.0},{"id":"https://openalex.org/keywords/bayesian-analysis","display_name":"Bayesian analysis","score":0.7580000162124634},{"id":"https://openalex.org/keywords/financial-econometrics","display_name":"financial econometrics","score":0.9210000038146973},{"id":"https://openalex.org/keywords/macroeconometrics","display_name":"macroeconometrics","score":0.8759999871253967}],"concepts":[{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.6176999807357788},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.6129000186920166},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5235999822616577},{"id":"https://openalex.org/C107673813","wikidata":"https://www.wikidata.org/wiki/Q812534","display_name":"Bayesian probability","level":2,"score":0.5127999782562256},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.49880000948905945},{"id":"https://openalex.org/C96250715","wikidata":"https://www.wikidata.org/wiki/Q965330","display_name":"Estimation","level":2,"score":0.4790000021457672},{"id":"https://openalex.org/C166955791","wikidata":"https://www.wikidata.org/wiki/Q629579","display_name":"Macro","level":2,"score":0.4235000014305115},{"id":"https://openalex.org/C72434380","wikidata":"https://www.wikidata.org/wiki/Q230930","display_name":"State space","level":2,"score":0.42340001463890076},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.41530001163482666},{"id":"https://openalex.org/C2776214188","wikidata":"https://www.wikidata.org/wiki/Q408386","display_name":"Inference","level":2,"score":0.3862999975681305},{"id":"https://openalex.org/C148043351","wikidata":"https://www.wikidata.org/wiki/Q4456944","display_name":"Current (fluid)","level":2,"score":0.3456000089645386},{"id":"https://openalex.org/C52918065","wikidata":"https://www.wikidata.org/wiki/Q230945","display_name":"State-space representation","level":2,"score":0.34470000863075256},{"id":"https://openalex.org/C48103436","wikidata":"https://www.wikidata.org/wiki/Q599031","display_name":"State (computer science)","level":2,"score":0.34209999442100525},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3230000138282776},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.31779998540878296},{"id":"https://openalex.org/C2777904410","wikidata":"https://www.wikidata.org/wiki/Q7397","display_name":"Software","level":2,"score":0.31779998540878296},{"id":"https://openalex.org/C160234255","wikidata":"https://www.wikidata.org/wiki/Q812535","display_name":"Bayesian inference","level":3,"score":0.3131999969482422},{"id":"https://openalex.org/C134261354","wikidata":"https://www.wikidata.org/wiki/Q938438","display_name":"Statistical inference","level":2,"score":0.2863999903202057},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2782000005245209},{"id":"https://openalex.org/C114289077","wikidata":"https://www.wikidata.org/wiki/Q3284399","display_name":"Statistical model","level":2,"score":0.27059999108314514},{"id":"https://openalex.org/C2776537626","wikidata":"https://www.wikidata.org/wiki/Q4047883","display_name":"Long-term prediction","level":2,"score":0.2678999900817871},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.25519999861717224},{"id":"https://openalex.org/C68022304","wikidata":"https://www.wikidata.org/wiki/Q842217","display_name":"Bayes estimator","level":3,"score":0.2549999952316284}],"mesh":[],"locations_count":1,"locations":[{"id":"pmh:oai:CiteSeerX.psu:10.1.1.297.1335","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.297.1335","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://faculty.washington.edu/ezivot/research/HFLectures1.pdf","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W6990662157","https://openalex.org/W4289139382","https://openalex.org/W3023745541","https://openalex.org/W24445302","https://openalex.org/W2594740266","https://openalex.org/W2278637945","https://openalex.org/W7096325004","https://openalex.org/W1104732406","https://openalex.org/W7096694497","https://openalex.org/W4255271617"],"abstract_inverted_index":{"\ufffd":[0,16,23,30,36,40,50],"Areas":[1],"of":[2,18,26],"emphasis:":[3],"time":[4,21,27,32,56],"series":[5,22,28],"econometrics,":[6,10],"financial":[7],"and":[8,43,53],"macro":[9],"Bayesian":[11],"methods":[12],"Current":[13],"Research":[14],"Topics":[15],"Analysis":[17],"high":[19],"frequency":[20],"Simulation-based":[24],"estimation":[25,42],"models":[29,39],"Nonstationary":[31],"series,":[33],"structural":[34],"change":[35],"State":[37],"space":[38],"GMM":[41],"inference":[44],"with":[45],"weak":[46],"instruments":[47],"Software":[48],"Development":[49],"Splus":[51],"(S+FinMetrics)":[52],"R":[54],"for":[55],"seriesAgenda":[57]},"counts_by_year":[],"updated_date":"2026-11-12T12:28:57.059296","created_date":"2025-10-27T00:00:00"}
