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Bootstrapping the Box-Pierce Q test : a robust test of uncorrelatedness

Horowitz, Joel; Lobato, Ignacio N.; Nankervis, John C.; … - In: Journal of econometrics 133 (2006) 2, pp. 841-862

Persistent link: https://www.econbiz.de/10003359657

Testing for serial correlation : generalized Andrews-Ploberger tests

Nankervis, John C.; Savin, N. Eugene - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 2, pp. 246-255

Persistent link: https://www.econbiz.de/10008736225

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. Eugene - In: Journal of applied econometrics 23 (2008) 1, pp. 91-109

Persistent link: https://www.econbiz.de/10003682851

Empirically relevant critical values for hypothesis tests : a bootstrap approach

Horowitz, Joel; Savin, N. Eugene - In: Journal of econometrics 95 (2000) 2, pp. 375-389

Persistent link: https://www.econbiz.de/10001436016

Robust Wald tests in SUR systems with adding-up restrictions

Ravikumar, B.; Ray, Surajit; Savin, N. Eugene - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 3, pp. 715-719

Persistent link: https://www.econbiz.de/10001476525

Power of tests in binary response models : comment

Geweke, John - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 2, pp. 423-425

Persistent link: https://www.econbiz.de/10001394072

Testing for zero autocorrelation in the presence of statistical dependence

Lobato, Ignacio N.; Nankervis, John C.; Savin, N. Eugene - In: Econometric theory 18 (2002) 3, pp. 730-743

Persistent link: https://www.econbiz.de/10001673455

Testing for autocorrelation using a modified box-pierce Q test

Lobato, Ignacio N.; Nankervis, John C.; Savin, N. Eugene - In: International economic review 42 (2001) 1, pp. 187-205

Persistent link: https://www.econbiz.de/10001562214

The Effect of Nuisance Parameters on Size and Power; Lm Tests in Logit Models

Savin, N. Eugene; Wurtz, Allan - 1998

In econometrics, most null hypotheses are composite, dividing the parame ters into parameters of interest and nuisance parameters. Typically, a composite hypothesis can be tested using two or more testing procedures. Competing testing procedures are commonly compared using size-corrected powers....

Persistent link: https://www.econbiz.de/10014071801