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Bootstrapping the Box–Pierce Q test: A robust test of uncorrelatedness
Horowitz, Joel L.; Lobato, I.N.; Nankervis, John C.; … - In: Journal of econometrics 133 (2006) 2, pp. 841-862
Persistent link: https://www.econbiz.de/10007287900
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Testing for Autocorrelation Using a Modified Box-Pierce Q Test
Lobato, Ignacio; Nankervis, John C.; Savin, N.E. - In: International economic review 42 (2001) 1, pp. 187-206
Persistent link: https://www.econbiz.de/10006041135
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The disappearing size effect
Horowitz, Joel L.; Loughran, Tim; Savin, N.E. - In: Research in economics : an international review of economics 54 (2000) 1, pp. 83-100
Persistent link: https://www.econbiz.de/10006778159
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Empirically relevant critical values for hypothesis tests: A bootstrap approach
Horowitz, J.L.; Savin, N.E. - In: Journal of econometrics 95 (2000) 2, pp. 375-390
Persistent link: https://www.econbiz.de/10006782151
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E: DECISIONS, PREDICTIONS AND STATISTICS - Real and spurious long-memory properties of stock market data - Ee:230
Lobato, I.N.; Savin, N.E. - In: Operations research, Management science : OR MS ; the … 39 (1999) 1, pp. 83-84
Persistent link: https://www.econbiz.de/10006519962
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Testing the CAPM revisited
Ray, Surajit; Savin, N.E.; Tiwari, Ashish - In: Journal of empirical finance 16 (2009) 5, pp. 721-733
Persistent link: https://www.econbiz.de/10008323269
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Real and Spurious Long-Memory Properties of Stock-Market Data - Reply
Lobato, I.N.; Savin, N.E. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 3, pp. 280-283
Persistent link: https://www.econbiz.de/10008219126
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Real and Spurious Long-Memory Properties of Stock-Market Data
Lobato, I.N.; Savin, N.E. - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 3, pp. 261-267
Persistent link: https://www.econbiz.de/10008219132
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The Level and Power of the Bootstrap t Test in the AR(1) Model With Trend
Nankervis, John C.; Savin, N.E. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 2, pp. 161-168
Persistent link: https://www.econbiz.de/10008220449
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Fairness in Simple Bargaining Experiments
Forsythe, Robert; Horowitz, Joel L.; Savin, N.E.; … - In: Games and economic behavior 6 (1994) 3, pp. 347-369
Persistent link: https://www.econbiz.de/10008224286