N E Savin

The Calculation of the Limiting Distribution of the Least Squares Estimator of the Parameter in a Random Walk Model

N. Savin, G. B. A. Evans, N E Savin, 1981 .

THE STUDENT'S t APPROXIMATION IN A STATIONARY FIRST ORDER AUTOREGRESSIVE MODEL

N. Savin, J. Nankervis, N E Savin, 1988 .

Conflict among the Criteria Revisited: The W, LR and LM Tests

N. Savin, N E Savin, G B A Evans, 1982 .