N. E. Savin - Publications, H-index & Citations

N. E. Savin

机构信息待补充

38H指数

131论文数

1.1W被引数

收录论文 8

发表时间

Hedge Fund Replication: A Model Combination Approach

REVIEW OF FINANCE

IF8.4

2016-07-31

PREAI

O'Doherty, Michael S.; Savin, N. E.; Tiwari, Ashish

Modeling the Cross Section of Stock Returns: A Model Pooling Approach

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2012-10-04

PREAI

O'Doherty, Michael; Savin, N. E.; Tiwari, Ashish

Bootstrapping the Box-Pierce Q test:: A robust test of uncorrelatedness 引导Box-Pierce Q测试:: 不相关性的稳健测试

JOURNAL OF ECONOMETRICS

IF4

2006-08-01

PREAI

Horowitz, Joel L.; Lobato, I. N.; Nankervis, John C.; Savin, N. E.

Robust wald tests in SUR systems with adding-up restrictions

ECONOMETRICA

IF7.1

2000-05-01

PREAI

Ravikumar, B; Ray, S; Savin, NE

Using theory for measurement: An analysis of the cyclical behavior of home production

JOURNAL OF MONETARY ECONOMICS

IF4.1

1997-12-01

PREAI

Ingram, BF; Kocherlakota, NR; Savin, NE

EXPLAINING BUSINESS CYCLES - A MULTIPLE-SHOCK APPROACH

JOURNAL OF MONETARY ECONOMICS

IF4.1

1994-12-01

PREAI

INGRAM, BF; KOCHERLAKOTA, NR; SAVIN, NE

MULTIPLE OPTIMA AND ASYMPTOTIC APPROXIMATIONS IN THE PARTIAL ADJUSTMENT MODEL

JOURNAL OF ECONOMETRICS

IF4

1994-06-01

PREAI

MCMANUS, DA; NANKERVIS, JC; SAVIN, NE

RATIONAL-EXPECTATIONS EQUILIBRIA, LEARNING, AND MODEL-SPECIFICATION

ECONOMETRICA

IF7.1

1986-09-01

206

PREAI

BRAY, MM; SAVIN, NE

研究方向