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Testing the CAPM revisited
Ray, Surajit; Savin, N. Eugene; Tiwari, Ashish - In: Journal of empirical finance 16 (2009) 5, pp. 721-733
Persistent link: https://www.econbiz.de/10003900383
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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
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Testing the semiparametric box-cox model with the bootstrap
Savin, N. Eugene (contributor); Würtz, Allan H. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001690153
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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
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Modeling the cross section of stock returns : a model pooling approach
O'Doherty, Michael; Savin, N. Eugene; Tiwari, Ashish - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 6, pp. 1331-1360
Persistent link: https://www.econbiz.de/10009728905
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Testing the semiparametric Box-Cox model with the bootstrap
Savin, N. Eugene; Würtz, Allan H. - In: Identification and inference for econometric models : …, (pp. 332-354). 2005
Persistent link: https://www.econbiz.de/10003352571
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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
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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
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Systems k-class estimators
Savin, N. Eugene - In: Econometrica : journal of the Econometric Society, an … 41 (1973) 6, pp. 1125-1136
Persistent link: https://www.econbiz.de/10003669012
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The Bonferroni and the Scheffé multiple comparison procedures
Savin, N. E. - In: The review of economic studies 47 (1980) 1, pp. 255-273
Persistent link: https://www.econbiz.de/10002731749