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558
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52
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48
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1
Estimation and hypothesis testing in singular equation systems with autoregressive disturbances
Berndt, Ernst R.
;
Savin, N. Eugene
- In:
Econometrica : journal of the Econometric Society, an …
43
(
1975
)
5/6
,
pp. 937-957
Persistent link: https://www.econbiz.de/10003490624
Saved in:
2
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
Saved in:
3
Fairness in simple bargaining experiments
Forsythe, Robert
;
Horowitz, Joel
;
Savin, N. Eugene
; …
-
1991
Persistent link: https://www.econbiz.de/10000820138
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Evaluating hedge funds with pooled benchmarks
O'Doherty, Michael
;
Savin, N. Eugene
;
Tiwari, Ashish
- In:
Management science : journal of the Institute for …
62
(
2016
)
1
,
pp. 69-89
Persistent link: https://www.econbiz.de/10011432924
Saved in:
10
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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