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The Danger of Extrapolating Asymptotic Local Power.

Nelson, Forrest D; Savin, N E - In: Econometrica 58 (1990) 4, pp. 977-81

Persistent link: https://www.econbiz.de/10005332309

Testing for Unit Roots: 1.

Evans, G B A; Savin, N E - In: Econometrica 49 (1981) 3, pp. 753-79

Persistent link: https://www.econbiz.de/10005333006

Systems k-Class Estimators.

Savin, N E - In: Econometrica 41 (1973) 6, pp. 1125-36

Persistent link: https://www.econbiz.de/10005130059

Testing for Unit Roots: 2.

Evans, G B A; Savin, N E - In: Econometrica 52 (1984) 5, pp. 1241-69

Persistent link: https://www.econbiz.de/10005702241

Conflict among the Criteria Revisited: The W, LR and LM Tests.

Evans, G B A; Savin, N E - In: Econometrica 50 (1982) 3, pp. 737-48

Persistent link: https://www.econbiz.de/10005231782

The Student's t Approximation in a Stationary First Order Autoregressive Model.

Nankervis, J C; Savin, N E - In: Econometrica 56 (1988) 1, pp. 119-45

The exact distribution of the regression t statistic for testing the value of the AR parameter in a Gaussian first ord er autoregressive model is investigated by Monte Carlo methods. The S tudent's t distribution is not a satisfactory approximation for sampl es typical in economic applications....

Persistent link: https://www.econbiz.de/10005231900