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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

Robust Wald tests in SUR systems with adding-up restrictions

Ravikumar, B.; Ray, Surajit; Savin, N. Eugene - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 3, pp. 715-719

Persistent link: https://www.econbiz.de/10001476525

Testing for autocorrelation using a modified box-pierce Q test

Lobato, Ignacio N.; Nankervis, John C.; Savin, N. Eugene - In: International economic review 42 (2001) 1, pp. 187-205

Persistent link: https://www.econbiz.de/10001562214

Testing for zero autocorrelation in the presence of statistical dependence

Lobato, Ignacio N.; Nankervis, John C.; Savin, N. Eugene - In: Econometric theory 18 (2002) 3, pp. 730-743

Persistent link: https://www.econbiz.de/10001673455

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

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

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

Testing a Parametric Function Against a Nonparametric Alternative in IV and GMM Settings

Gørgens, Tue; Wurtz, Allan - 2009

This paper develops a specification test for functional form for models identified by moment restrictions, including IV and GMM settings. The general framework is one where the moment restrictions are specified as functions of data, a finite-dimensional parameter vector, and a nonparametric real...

Persistent link: https://www.econbiz.de/10014200774

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

Savin, N. E.; White, Kenneth J. - 1976

Persistent link: https://www.econbiz.de/10003669374

Multiple hypothesis testing

Savin, N. E. - 1982

Persistent link: https://www.econbiz.de/10003669386