| Year |
Citation |
Score |
| 2016 |
O'Doherty MS, Savin NE, Tiwari A. Evaluating hedge funds with pooled benchmarks Management Science. 62: 69-89. DOI: 10.2139/Ssrn.2188188 |
0.376 |
|
| 2016 |
O’Doherty MS, Savin NE, Tiwari A. Hedge Fund Replication: A Model Combination Approach Review of Finance. 21: 1767-1804. DOI: 10.1093/Rof/Rfw037 |
0.362 |
|
| 2012 |
O'Doherty M, Savin NE, Tiwari A. Modeling the cross section of stock returns: A model pooling approach Journal of Financial and Quantitative Analysis. 47: 1331-1360. DOI: 10.2139/Ssrn.1570772 |
0.365 |
|
| 2012 |
Nankervis JC, Savin NE. Testing for uncorrelated errors in ARMA models: Non-standard Andrews-Ploberger tests Econometrics Journal. 15: 516-534. DOI: 10.1111/J.1368-423X.2012.00379.X |
0.478 |
|
| 2010 |
Nankervis JC, Savin NE. Testing for serial correlation: Generalized andrews-ploberger tests Journal of Business and Economic Statistics. 28: 246-255. DOI: 10.1198/Jbes.2009.08115 |
0.465 |
|
| 2009 |
Ray S, Savin NE, Tiwari A. Testing the CAPM Revisited Journal of Empirical Finance. 16: 721-733. DOI: 10.2139/Ssrn.1364800 |
0.429 |
|
| 2008 |
Ray S, Savin NE. 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. DOI: 10.1002/Jae.972 |
0.465 |
|
| 2006 |
Horowitz JL, Lobato IN, Nankervis JC, Savin NE. Bootstrapping the Box-Pierce Q test: A robust test of uncorrelatedness Journal of Econometrics. 133: 841-862. DOI: 10.1016/J.Jeconom.2005.06.014 |
0.441 |
|
| 2002 |
Lobato IN, Nankervis JC, Savin NE. Testing for zero autocorrelation in the presence of statistical dependence Econometric Theory. 18: 730-743. DOI: 10.1017/S0266466602183083 |
0.483 |
|
| 2001 |
Horowitz JL, Savin NE. Binary response models: Logits, probits and semiparametrics Journal of Economic Perspectives. 15: 43-56. DOI: 10.1257/Jep.15.4.43 |
0.379 |
|
| 2001 |
Lobato I, Nankervis JC, Savin NE. Testing for autocorrelation using a modified Box-Pierce Q test International Economic Review. 42: 187-205. DOI: 10.1111/1468-2354.00106 |
0.465 |
|
| 2000 |
Horowitz JL, Loughran T, Savin NE. Three analyses of the firm size premium Journal of Empirical Finance. 7: 143-153. DOI: 10.1016/S0927-5398(00)00008-6 |
0.323 |
|
| 2000 |
Horowitz JL, Loughran T, Savin NE. The disappearing size effect Research in Economics. 54: 91-116. DOI: 10.1006/Reec.1999.0207 |
0.348 |
|
| 1998 |
Lobato IN, Savin NE. Real and spurious long-memory properties of stock-market data Journal of Business and Economic Statistics. 16: 261-268. DOI: 10.1080/07350015.1998.10524760 |
0.321 |
|
| 1996 |
Nankervis JC, Savin NE. The level and power of the bootstrap t test in the AR(1) model with trend Journal of Business and Economic Statistics. 14: 161-166. DOI: 10.1080/07350015.1996.10524642 |
0.49 |
|
| 1994 |
Hughes GA, Savin NE. Is the minimum chi-square estimator the winner in logit regression? Journal of Econometrics. 61: 345-366. DOI: 10.1016/0304-4076(94)90089-2 |
0.376 |
|
| 1994 |
McManus DA, Nankervis JC, Savin NE. Multiple optima and asymptotic approximations in the partial adjustment model Journal of Econometrics. 62: 91-128. DOI: 10.1016/0304-4076(94)90018-3 |
0.547 |
|
| 1992 |
DeJong DN, Nankervis JC, Savin NE, Whiteman CH. The power problems of unit root test in time series with autoregressive errors Journal of Econometrics. 53: 323-343. DOI: 10.1016/0304-4076(92)90090-E |
0.409 |
|
| 1990 |
Cryer JD, Nankervis JC, Savin NE. Forecast error symmetry in ARIMA models Journal of the American Statistical Association. 85: 724-728. DOI: 10.1080/01621459.1990.10474933 |
0.414 |
|
| 1989 |
Cryer JD, Nankervis JC, Savin NE. Mirror-image and invariant distributions in ARMA models Econometric Theory. 5: 36-52. DOI: 10.1017/S026646660001224X |
0.434 |
|
| 1988 |
Nankervis JC, Savin NE. The exact moments of the least-squares estimator for the autoregressive model corrections and extensions Journal of Econometrics. 37: 381-388. DOI: 10.1016/0304-4076(88)90012-7 |
0.426 |
|
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