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N. (Gene) Savin

N. (Gene) E. Savin

Professor Michael Sandler Research Fellow


W316 Pappajohn Business Building
The University of Iowa
Iowa City, IA 52242-1994

Ph: 319-335-0855
Fax: 319-335-1956

Academic History

  • 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

Selected Publications

  • 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

Professional Affiliations

  • Econometric Society
  • American Statistical Association

Board Memberships

  • 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

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