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Non-Invarience of the Wald Test: The Bootstrap to the Rescue.
Horowitz, J.L.; Savin, N.E. - Department of Economics, Tippie College of Business - 1992
Persistent link: https://www.econbiz.de/10005233332
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Is the Minimum Chi-Squared Estimator the Winner in Logit Regression?
Hughes, G.A.; Savin, N.E. - Department of Economics, Tippie College of Business - 1992
Persistent link: https://www.econbiz.de/10005233337
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Comparing Covariance Matrix Estimators in Linear Regression Models.
Parks, R.W.; Savin, N.E. - Department of Economics, University of Washington - 1990
Persistent link: https://www.econbiz.de/10005784999
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What is the Best Estimator of the ML Covariance in Linear Regression Models?
Parks, R.W.; Savin, N.E. - Department of Economics, University of Washington - 1991
Persistent link: https://www.econbiz.de/10005785001
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Multiple Optima and Asymptotic Approximations in the Partial Adjustment Model.
McManus, D.A.; Nankervis, J.C.; Savin, N.E. - Department of Economics, Tippie College of Business - 1992
Persistent link: https://www.econbiz.de/10005755361
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Comparing Covariance Matrix Estimators in Linear Regression Models.
Parks, R.W.; Savin, N.E. - Department of Economics, University of Washington - 1990
Persistent link: https://www.econbiz.de/10005775304
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What is the Best Estimator of the ML Covariance in Linear Regression Models?
Parks, R.W.; Savin, N.E. - Department of Economics, University of Washington - 1991
Persistent link: https://www.econbiz.de/10005618470
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Is the Minimum Chi-Square Estimator the Winner in Logit Regression?
Hughes, G.A.; Savin, N.E. - Department of Economics, Tippie College of Business - 1993
Persistent link: https://www.econbiz.de/10005560338
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Explaining Business Cycles : A Multiple Shock Approach.
Ingram, B.F.; Kocherlakota, N.R.; Savin, N.E. - Department of Economics, Tippie College of Business - 1992
Persistent link: https://www.econbiz.de/10005560355