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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

The exact moments of the least-squares estimator for the autoregressive model corrections and extensions

Nankervis, J. C.; Savin, N. E. - In: Journal of Econometrics 37 (1988) 3, pp. 381-388

Persistent link: https://www.econbiz.de/10005228559

The power problems of unit root test in time series with autoregressive errors

DeJong, David N.; Nankervis, John C.; Savin, N. E.; … - In: Journal of Econometrics 53 (1992) 1-3, pp. 323-343

Persistent link: https://www.econbiz.de/10005228581

The graph of the k-class estimator : An algebraic and statistical interpretation

Farebrother, R. W.; Savin, N. E. - In: Journal of Econometrics 2 (1974) 4, pp. 373-388

Persistent link: https://www.econbiz.de/10005228784

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

Corrigendum

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

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

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

Estimation and testing for functional form and autocorrelation : A simultaneous approach

Savin, N. E.; White, Kenneth J. - In: Journal of Econometrics 8 (1978) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10005192952

Testing the autoregressive parameter with the t statistic

Nankervis, J. C.; Savin, N. E. - In: Journal of Econometrics 27 (1985) 2, pp. 143-161

Persistent link: https://www.econbiz.de/10005115494

Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter

Horowitz, Joel L. - In: Journal of Econometrics 180 (2014) 2, pp. 158-173

In nonparametric instrumental variables estimation, the mapping that identifies the function of interest, g, is discontinuous and must be regularized to permit consistent estimation. The optimal regularization parameter depends on population characteristics that are unknown in applications. This...

Persistent link: https://www.econbiz.de/10010776910