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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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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
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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
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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
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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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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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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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Multiple hypothesis testing
Savin, N. E. - 1982
Persistent link: https://www.econbiz.de/10003669386