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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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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
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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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Multiple optima and asymptotic approximations in the partial adjustment model
McManus, Douglas A.; Nankervis, John C.; Savin, N. E. - In: Journal of Econometrics 62 (1994) 2, pp. 91-128
Persistent link: https://www.econbiz.de/10005192282
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Estimation and testing for functional form and autocorrelation : A simultaneous approach
Savin, N. E.; White, Kenneth J. - In: Journal of Econometrics 8 (1978) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10005192952
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The exact moments of the least-squares estimator for the autoregressive model corrections and extensions
Nankervis, J. C.; Savin, N. E. - In: Journal of Econometrics 37 (1988) 3, pp. 381-388
Persistent link: https://www.econbiz.de/10005228559
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The power problems of unit root test in time series with autoregressive errors
DeJong, David N.; Nankervis, John C.; Savin, N. E.; … - In: Journal of Econometrics 53 (1992) 1-3, pp. 323-343
Persistent link: https://www.econbiz.de/10005228581
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The graph of the k-class estimator : An algebraic and statistical interpretation
Farebrother, R. W.; Savin, N. E. - In: Journal of Econometrics 2 (1974) 4, pp. 373-388
Persistent link: https://www.econbiz.de/10005228784
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Testing the autoregressive parameter with the t statistic
Nankervis, J. C.; Savin, N. E. - In: Journal of Econometrics 27 (1985) 2, pp. 143-161
Persistent link: https://www.econbiz.de/10005115494