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Testing for unit roots : 2
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Hedge fund
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Savin, N. E.
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ECONIS (ZBW)
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Evaluating hedge funds with pooled benchmarks
O'Doherty, Michael
;
Savin, N. Eugene
;
Tiwari, Ashish
- In:
Management science : journal of the Institute for …
62
(
2016
)
1
,
pp. 69-89
Persistent link: https://www.econbiz.de/10011432924
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2
Hedge fund replication : a model combination approach
O'Doherty, Michael
;
Savin, N. Eugene
;
Tiwari, Ashish
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
4
,
pp. 1767-1804
Persistent link: https://www.econbiz.de/10011804356
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3
Explaining business cycles: A multiple-shock approach
Ingram, Beth Fisher
;
Kocherlakota, Narayana R.
;
Savin, N. E.
- In:
Journal of Monetary Economics
34
(
1994
)
3
,
pp. 415-428
Persistent link: https://www.econbiz.de/10005082249
Saved in:
4
The disappearing size effect
Horowitz, Joel L.
;
Loughran, Tim
;
Savin, N. E.
- In:
Research in Economics
54
(
2000
)
1
,
pp. 83-100
Persistent link: https://www.econbiz.de/10005351813
Saved in:
5
Is the minimum chi-square estimator the winner in logit regression?
Hughes, Gordon A.
;
Savin, N. E.
- In:
Journal of Econometrics
61
(
1994
)
2
,
pp. 345-366
Persistent link: https://www.econbiz.de/10005285339
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6
Empirically relevant critical values for hypothesis tests: A bootstrap approach
Horowitz, Joel L.
;
Savin, N. E.
- In:
Journal of Econometrics
95
(
2000
)
2
,
pp. 375-389
Persistent link: https://www.econbiz.de/10005285477
Saved in:
7
Corrigendum
Nakervis, J. C.
;
Savin, N. E.
- In:
Journal of Econometrics
34
(
1987
)
3
,
pp. 391-391
Persistent link: https://www.econbiz.de/10005285520
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8
The performance of heteroskedasticity and autocorrelation robust tests: a Monte Carlo study with an application to the three-factor Fama-French asset-pricing model
Ray, Surajit
;
Savin, N. E.
- In:
Journal of Applied Econometrics
23
(
2008
)
1
,
pp. 91-109
This paper illustrates the pitfalls of the conventional heteroskedasticity and autocorrelation robust (HAR) Wald test and the advantages of new HAR tests developed by Kiefer and Vogelsang in 2005 and by Phillips, Sun and Jin in 2003 and 2006. The illustrations use the 1993 Fama-French...
Persistent link: https://www.econbiz.de/10005764746
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9
Three analyses of the firm size premium
Horowitz, Joel L.
;
Loughran, Tim
;
Savin, N. E.
- In:
Journal of Empirical Finance
7
(
2000
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10005093600
Saved in:
10
Using theory for measurement: An analysis of the cyclical behavior of home production
Ingram, Beth F.
;
Kocherlakota, Narayana R.
;
Savin, N. E.
- In:
Journal of Monetary Economics
40
(
1997
)
3
,
pp. 435-456
Persistent link: https://www.econbiz.de/10005180427
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