Nathan E. Savin
Affiliations: | University of Iowa, Iowa City, IA |
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"Nathan Savin"
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Publications
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| O'Doherty MS, Savin NE, Tiwari A. (2016) Evaluating hedge funds with pooled benchmarks Management Science. 62: 69-89 |
| O’Doherty MS, Savin NE, Tiwari A. (2016) Hedge Fund Replication: A Model Combination Approach Review of Finance. 21: 1767-1804 |
| O'Doherty M, Savin NE, Tiwari A. (2012) Modeling the cross section of stock returns: A model pooling approach Journal of Financial and Quantitative Analysis. 47: 1331-1360 |
| Nankervis JC, Savin NE. (2012) Testing for uncorrelated errors in ARMA models: Non-standard Andrews-Ploberger tests Econometrics Journal. 15: 516-534 |
| Nankervis JC, Savin NE. (2010) Testing for serial correlation: Generalized andrews-ploberger tests Journal of Business and Economic Statistics. 28: 246-255 |
| Ray S, Savin NE, Tiwari A. (2009) Testing the CAPM Revisited Journal of Empirical Finance. 16: 721-733 |
| Ray S, Savin NE. (2008) The performance of heteroskedasticity and autocorrelation robust tests: A Monte Carlo study with an application to the three-factor Fama-French asset-pricing model Journal of Applied Econometrics. 23: 91-109 |
| Horowitz JL, Lobato IN, Nankervis JC, et al. (2006) Bootstrapping the Box-Pierce Q test: A robust test of uncorrelatedness Journal of Econometrics. 133: 841-862 |
| Lobato IN, Nankervis JC, Savin NE. (2002) Testing for zero autocorrelation in the presence of statistical dependence Econometric Theory. 18: 730-743 |
| Horowitz JL, Savin NE. (2001) Binary response models: Logits, probits and semiparametrics Journal of Economic Perspectives. 15: 43-56 |