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N. E. Savin · Study
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Author
N. E. Savin
20 works
· latest 2005
· 3 institutions
cluster: provisional
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20
Citations
6,049
Works here
20
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Most cited in this library
Fairness in Simple Bargaining Experiments
1994 · 2,381 citations
Integration Versus Trend Stationary in Time Series
1992 · 504 citations
The power problems of unit root test in time series with autoregressive errors
1992 · 419 citations
Testing For Unit Roots: 1
1981 · 398 citations
Rational Expectations Equilibria, Learning, and Model Specification
1986 · 373 citations
Works
20 shown
Bootstrapping the Box–Pierce Q test: A robust test of uncorrelatedness
Journal of Econometrics
·
2005
·
4 authors
88
citations
TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE
Econometric Theory
·
2002
·
3 authors
97
citations
Learning and communication in sender‐receiver games: an econometric investigation
Journal of Applied Econometrics
·
2002
·
4 authors
·
Open access
48
citations
Testing for Autocorrelation Using a Modified Box‐Pierce Q Test
International Economic Review
·
2001
·
3 authors
104
citations
Three analyses of the firm size premium
Journal of Empirical Finance
·
2000
·
3 authors
167
citations
The disappearing size effect
Research in Economics
·
2000
·
3 authors
125
citations
Real and Spurious Long-Memory Properties of Stock-Market Data
Journal of Business and Economic Statistics
·
1998
·
2 authors
332
citations
Real and Spurious Long-Memory Properties of Stock-Market Data
Journal of Business and Economic Statistics
·
1998
·
2 authors
327
citations
Using theory for measurement: An analysis of the cyclical behavior of home production
Journal of Monetary Economics
·
1997
·
3 authors
61
citations
The Level and Power of the Bootstrap t Test in the AR(1) Model With Trend
Journal of Business and Economic Statistics
·
1996
·
2 authors
44
citations
Explaining business cycles
Journal of Monetary Economics
·
1994
·
3 authors
111
citations
Fairness in Simple Bargaining Experiments
Games and Economic Behavior
·
1994
·
4 authors
2,381
citations
The power problems of unit root test in time series with autoregressive errors
Journal of Econometrics
·
1992
·
4 authors
419
citations
Integration Versus Trend Stationary in Time Series
Econometrica
·
1992
·
4 authors
504
citations
Finite Sample Distributions oftandFStatistics in an AR(1) Model with Anexogenous Variable
Econometric Theory
·
1987
·
2 authors
52
citations
Rational Expectations Equilibria, Learning, and Model Specification
Econometrica
·
1986
·
2 authors
373
citations
Testing the autoregressive parameter with the t statistic
Journal of Econometrics
·
1985
·
2 authors
70
citations
Testing for Unit Roots: 2
Econometrica
·
1984
·
2 authors
245
citations
Effects of Dose Selection and Sample Size on the Precision of Lethal Dose Estimates in Dose–Mortality Regression
Journal of Economic Entomology
·
1984
·
4 authors
103
citations
Testing For Unit Roots: 1
Econometrica
·
1981
·
2 authors
398
citations