N. E. Savin

Best Publications

• Fairness in Simple Bargaining Experiments

  Robert Forsythe;Joel L. Horowitz;N.E. Savin;Martin Sefton

  3039
  Citations

• Integration versus trend stationarity in time series

  David N. DeJong;John C. Nankervis;N. E. Savin;Charles H. Whiteman

  827
  Citations

• Estimation and Hypothesis Testing in Singular Equation Systems with Autoregressive Disturbances

  Ernst R. Berndt;N. Eugene Savin

  760
  Citations

• Identification and inference for econometric models : essays in honor of Thomas Rothenberg

  Donald W. K. Andrews;James H. Stock

  634
  Citations

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

  David N. DeJong;John C. Nankervis;N.E. Savin;Charles H. Whiteman

  584
  Citations

• The Durbin-Watson Test for Serial Correlation with Extreme Sample Sizes or Many Regressors

  Unknown

  543
  Citations

• Testing For Unit Roots: 1

  Unknown

  399
  Citations

• Rational Expectations Equilibria, Learning, and Model Specification

  Unknown

  375
  Citations

• CONFLICT AMONG CRITERIA FOR TESTING HYPOTHESES IN THE MULTIVARIATE LINEAR REGRESSION MODEL

  Ernst R. Berndt;N. Eugene Savin

  350
  Citations

• Real and Spurious Long-Memory Properties of Stock-Market Data

  Unknown

  335
  Citations

• Binary Response Models: Logits, Probits and Semiparametrics

  Joel L. Horowitz;N. E. Savin

  334
  Citations

• Real and Spurious Long-Memory Properties of Stock-Market Data

  Unknown

  327
  Citations

• Three analyses of the firm size premium

  Joel L Horowitz;Tim Loughran;N.E Savin

  240
  Citations

• POLO: a user's guide to Probit Or LOgit analysis.

  Jacqueline L. Robertson;Robert M. Russell;N.E. Savin

  214
  Citations

• Conflict Among the Criteria Revisited; The W, LR and LM Tests

  Unknown

  168
  Citations

• Explaining business cycles: A multiple-shock approach

  Beth Fisher Ingram;Narayana R. Kocherlakota;N.E. Savin

  161
  Citations

• The disappearing size effect

  Joel L. Horowitz;Tim Loughran;N.E. Savin

  153
  Citations

• Empirically relevant critical values for hypothesis tests: A bootstrap approach

  Joel L. Horowitz;N.E. Savin

  126
  Citations

• Testing for Autocorrelation Using a Modified Box‐Pierce <i>Q</i> Test

  Unknown

  105
  Citations

• TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE

  Unknown

  98
  Citations