Number
11
Co-Authors
Estimation and Hypothesis Testing in Singular Equation Systems with Autoregressive Disturbances.
Berndt, Ernst R, Savin, N Eugene
Conflict among Testing Procedures in a Linear Regression Model with Autoregressive Disturbances.
Savin, N Eugene
The Durbin-Watson Test for Serial Correlation with Extreme Sample Sizes or Many Regressors.
Savin, N Eugene, White, Kenneth J
Robust Wald Tests in SUR Systems with Adding Up Restrictions: An Algebraic Approach to Proofs of Invariance
Surajit Ray, B. Ravikumar, N. Eugene Savin
In this paper, we examine the robust Wald test statistic for SUR systems with adding up restrictions where the same explanatory variables are present in all equations and where heteroskedasticity...
Testing for Autocorrelation with Missing Observations.
Robust Wald Tests in SUR Systems with Adding-up Restrictions
B. Ravikumar, Surajit Ray, N. Eugene Savin
Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model.
The Koopmans and Hood Test: A Comment.
Friedman-Meiselman Revisited: A Study in Autocorrelation.
Three-and-a-Half Million Workers Never Were Lost.
Kesselman, Jonathan R, Savin, N Eugene
A Test of the Monte Carlo Hypothesis: Comment.