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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/10002731800
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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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Is the minimum chi-square estimator the winner in logit regression?
Hughes, Gordon A. - In: Journal of econometrics 61 (1994) 2, pp. 345-366
Persistent link: https://www.econbiz.de/10001155765
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Multiple optima and asymptotic approximations in the partial adjustment model
McManus, Douglas A. - In: Journal of econometrics 62 (1994) 2, pp. 91-128
Persistent link: https://www.econbiz.de/10001162308
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The exact moments of the least-squares estimator for the autoregressive model : corrections and extensions
Nankervis, John C. - In: Journal of econometrics 3 (1988), pp. 381-388
Persistent link: https://www.econbiz.de/10001040761
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Testing the autoregressive parameter with the statistic
Nankervis, John C.; Savin, N. E. - In: Journal of econometrics 27 (1985) 2, pp. 143-161
Persistent link: https://www.econbiz.de/10002541673
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The graph of the k-class estimator : an algebraic and statistical interpretation
Farebrother, R. W.; Savin, N. E. - In: Journal of econometrics 2 (1974), pp. 373-388
Persistent link: https://www.econbiz.de/10002136465
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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