N. (Gene) E. SavinProfessor Michael Sandler Research Fellow
- PhD in Economics, University of California, Berkeley, 1969
- MA in Statistics, University of California, Berkeley, 1960
- BA in Economics, University of California, Berkeley, 1956
- Econometric theory
- Economic theory
- Finite sample theory
- Hypothesis testing
- Fellow of Econometric Society, 1985
- Fellow of the American Statistical Association, 2003
- Robust Wald Tests in SUR Systems with Adding-up Restrictions (with B. Ravikumar and Surajit Ray ), Econometrica, Vol. 68, May 2000, 715-719.
- Three Analyses of the Size Premium (with Joel L. Horowitz and Tim Loughran), Journal of Empirical Finance, Vol. 7, August 2000, 143-154.
- Testing for Autocorrelation Using a Modified Box-Pierce Q Test (with I. Lobato and John C. Nankervis), International Economic Review, Vol. 42, 2001, 187-205.
- Empirically Relevant Power Comparisons for Limited Dependent Variable Models (with Allan H. Wurtz), Nonlinear Statistical Modelling: Proceedings of theThirteenth International Symposium in Economic Theory and Econometrics: Essays in Honor of Takeshi Amemiya, C Hsiao, K. Morimune and J. Powell (Eds.) Cambridge: Cambridge University Press (2001), 2001, 47-70.
- Logits, Probits and Semiparatmetrics (with Joel Horowitz), Journal of Economic Perspectives, Vol. 15, Fall 2001, 43-56.
- Testing for Zero Autocorrelation in the Presence of Statistical Dependence (with Ignacio Lobato and John C. Nankervis), Econometric Theory, Vol. 18, June 2002, 730-743.
- Special Report 265: The National Highway Traffic Safety Adminstrations's Rating System for Rollover Resistence: An Assessment, Transportation Research Board, National Research Council, 2002.
- Learning and Communication in Sender and Receiver Games: An Econometric Investigation (with Andreas Blume, Douglas V. DeJong and George R. Neumann), Journal of Applied Econometrics, Vol. 17, 2002, 225-247.
- The Performance of Heteroskedasticity and Autocorrelation Robust Tests: A Monte Carlo Study with an Application to the Three-Factor Asset Pricing Model (with Surajit Ray), Journal of Applied Econometrics, Vol. 23, August 2008, 91-19.
- Testing the Semiparametric Box-Cox Model with the Bootstrap (with Allan Wurtz), Identification and Inference in Econometric Models: Essays in Honor of Thomas Rothenberg, 2005, 332-354.
- Bootstrapping the Box-Pierce Q Test: A Robust Test of Uncorrelatedness (with Joel L. Horowitz, I. N. Lobato, John C. Nankervis), Journal of Econometrics, Vol. 133, 2, 2006, 841-842.
- Two-Stage Least Squares and the k-Class Estimator, New Palgrave Dictionary of Economics Second Edition, forthcoming.
- The Predictive Power of "Head-and-Shoulders" Price Patterns in the U.S. Stock Market (with Paul Weller and Janis Zvingelis), Journal of Financial Econometrics, 2007.
- Pesticide Bioassays with Arthropods, Second Edition (with Jacqueline L. Robertson, Haiganoush K. Preisler, Robert M. Russell), CRC Press, Inc, 2007.
Work in Progress
- Learning and Experiments: The Bootstrap to the Rescue (with Andreas Blume, Douglas V. DeJong, Aaron Lowen and George R. Neumann).
- Testing for Serial Correlation: The Andrews-Ploberger Tests (with John C. Nankervis).
- Testing the Momentum Anomaly (with Surajit D. Ray and Ashish Tiwari).
- Testing the CAPM Revisited (with Surajit D. Ray and Ashish Tiwari).
- Econometric Society
- American Statistical Association
- Hillel Governing Board
- WUSI/KUI Advisory Board, 09/2004
- Obermann Center for Advanced Studies Advisory , 09/2005
Review and Editorial Work
- Referee, Econometrica
- Referee, Journal of Econometrics
- Referee, Economic Letters
- Referee, Econometric Theory
- A Study of a Motor Vehicle Rollover Rating System, 2001-2002