The following pages link to N. E. Savin (Q275268):
Displaying 13 items.
- Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness (Q275269) (← links)
- Testing the autoregressive parameter with the t statistic (Q761000) (← links)
- Corrigendum to: Testing the autoregressive parameter with the t statistic (Q1111309) (← links)
- Fairness in simple bargaining experiments (Q1324084) (← links)
- Multiple optima and asymptotic approximations in the partial adjustment model (Q1329126) (← links)
- Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222) (← links)
- Testing for Serial Correlation: Generalized Andrews–Ploberger Tests (Q3160945) (← links)
- Papers with John (Q3192397) (← links)
- Forecast Error Symmetry in ARIMA Models (Q3484234) (← links)
- The Student's t Approximation in a Stationary First Order Autoregressive Model (Q3766682) (← links)
- Integration Versus Trend Stationary in Time Series (Q4006272) (← links)
- TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE (Q4807308) (← links)
- Testing for uncorrelated errors in ARMA models: non‐standard Andrews‐Ploberger tests (Q5093195) (← links)
