Bootstrapping the Box–Pierce Q test: A robust test of uncorrelatedness von Horowitz, Joel L., Lobato, I.N., Nankervis, John C., Savin, N.E.

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Fairness in Simple Bargaining Experiments von Forsythe, Robert, Horowitz, Joel L., Savin, N.E., Sefton, Martin

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Real and Spurious Long-Memory Properties of Stock-Market Data von Lobato, I. N., Savin, N. E.

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Testing for Serial Correlation: Generalized Andrews-Ploberger Tests von Nankervis, John C., Savin, N. E.

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Real and Spurious Long-Memory Properties of Stock-Market Data von Lobato, I. N., Savin, N. E.

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Evaluating Hedge Funds with Pooled Benchmarks von O'Doherty, Michael S., Savin, N. E., Tiwari, Ashish

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Binary Response Models: Logits, Probits and Semiparametrics von Horowitz, Joel L., Savin, N. E.

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Testing for Autocorrelation Using a Modified Box-Pierce Q Test von Lobato, Ignacio, Nankervis, John C., Savin, N. E.

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Hedge Fund Replication: A Model Combination Approach von O’Doherty, Michael S., Savin, N. E., Tiwari, Ashish

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Three analyses of the firm size premium von Horowitz, Joel L, Loughran, Tim, Savin, N.E

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Modeling the Cross Section of Stock Returns: A Model Pooling Approach von O’Doherty, Michael, Savin, N. E., Tiwari, Ashish

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TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE von Lobato, I.N., Nankervis, John C., Savin, N.E.

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Empirically relevant critical values for hypothesis tests: A bootstrap approach von Horowitz, Joel L., Savin, N.E.

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Integration versus trend stationarity in time series von DEJONG, D. N, NANKERVIS, J. C, SAVIN, N. E, WHITEMAN, C. H

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The disappearing size effect von Horowitz, Joel L., Loughran, Tim, Savin, N.E.

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The power problems of unit root tests in time series with autoregressive errors von DEJONG, D. N, NANKERVIS, J. C, SAVIN, N. E, WHITEMAN, C. H

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Testing the CAPM revisited von Ray, Surajit, Savin, N.E., Tiwari, Ashish

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The performance of heteroskedasticity and autocorrelation robust tests: a Monte Carlo study with an application to the three-factor Fama-French asset-pricing model von Ray, Surajit, Savin, N. E.

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Using theory for measurement: An analysis of the cyclical behavior of home production von Ingram, Beth F., Kocherlakota, Narayana R., Savin, N.E.

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Explaining business cycles: A multiple-shock approach von Ingram, Beth Fisher, Kocherlakota, Narayana R., Savin, N.E.

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