Keywords

	N. Eugene Savin Professor Emeritus - May 2010
	Economics W374  John Pappajohn Bus Bldg The University of Iowa, Iowa City, IA 52242-1994	Ph: 319-335-0855 Fax: 319-335-1956 E-mail: gene-savin@uiowa.edu

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

Expertise

• Econometric theory
• Economic theory
• Finite sample theory
• Hypothesis testing

Awards

• Distinguished Alumni Award, UI Alumni Association, June 2013
• Fellow of the American Statistical Association, 2003
• Fellow of Econometric Society, 1985

Selected Publications

• Modeling the Cross Section of Stock Returns: A Model Pooling Approach, Michael O'Doherty, N. Eugene Savin, Ashish Tiwari, Journal of Financial and Quantitative Analysis, vol 47, 2012, 1331-1360
• Testing for Uncorrelated Errors in ARMA Models: Nonstandard Andrews-Ploberger Test , John C. Nankervis, N. Eugene Savin, Econometrics Journal, vol 15, 2012, 516-534
• Testing for Serial Correlation: Generalized Andrews-Ploberger Tests, N. Eugene Savin, John C. Nankervis, Journal of Business and Economic Statistics, 2010, 9
• Testing the CAPM Revisited, N. Eugene Savin, Surajit Ray, Ashish Tiwari, Journal of Empirical Finance, vol 16, 2009, 721-733
• Heteroskedasticity and Autocorrelation Robust Tests: A Monte Carlo Study with an Application to the Three-Factor Asset Pricing Model, N. Eugene Savin, Surajit Ray, Journal of Applied Econometrics, vol 23, 2008, 91-109
• Pesticide Bioassays with Arthropods, Second Edition, N. Eugene Savin, Jacqueline L. Robertson, Haiganoush K. Preisler, Robert M. Russell, CRC Press, Inc, 2007
• The Predictive Power of "Head-and-Shoulders" Price Patterns in the U.S. Stock Market, N. Eugene Savin, Paul Weller, Janis Zvingelis, Journal of Financial Econometrics/Oxford University Press, vol 5, 2006, 1-23
• Bootstrapping the Box-Pierce Q Test: A Robust Test of Uncorrelatedness, N. Eugene Savin, Joel L. Horowitz, I. N. Lobato, John C. Nankervis, Journal of Econometrics, vol 133, 2, 2006, 841-842
• Testing for Zero Autocorrelation in the Presence of Statistical Dependence, N. Eugene Savin, Ignacio Lobato, John C. Nankervis, Econometric Theory, vol 18, 2002, 730-743
• Testing for Autocorrelation Using a Modified Box-Pierce Q Test, N. Eugene Savin, I. Lobato, John C. Nankervis, International Economic Review, vol 42, 2001, 187-205

Working Papers

• Evaluating Hedge Funds With Pooled Benchmarks, Michael O'Doherty, N. Eugene Savin, Ashish Tiwari

Other Work

• Two-Stage Least Squares and the k-Class Estimator, N. Eugene Savin, New Palgrave Dictionary of Economics Second Edition, 2007

Prior Positions

• Fellow, Trinity College, Cambridge, September 1976 - October 1986
• Reader, Cambridge University, October 1984 - December 1985
• Lecturer, Cambridge University, September 1976 - December 1984

Review and Editorial Work

• Referee, Econometric Theory
• Referee, Econometrica
• Referee, Economic Letters
• Referee, Journal of Econometrics

Committees and Professional Service

• College of Business, 2013-current
• Advisory Board University Of Iowa Art Museum, 2011-current
• The Nature Conservancy Iowa Chapter, 2011-current
• Search Committee For UIMA Director, 2010
• Dean's Advisory Committee, 2006-2007
• Oberman Center for Advanced Studies, 2006-2007
• Undergraduate Committee, 2005-2007
• A Study of a Motor Vehicle Rollover Rating System, 2001-2002