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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

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

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

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

Corrigendum

Nakervis, J. C.; Savin, N. E. - In: Journal of Econometrics 34 (1987) 3, pp. 391-391

Persistent link: https://www.econbiz.de/10005285520

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

Testing for Serial Correlation: Generalized Andrewsâ€“Ploberger Tests

Nankervis, John C.; Savin, N. E. - In: Journal of Business & Economic Statistics 28 (2010) 2, pp. 246-255

Persistent link: https://www.econbiz.de/10008480415

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

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

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