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- Nankervis, John C. & Savin, N. E., 2010. "Testing for Serial Correlation: Generalized Andrews–Ploberger Tests," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(2), pages 246-255.
- McManus, Douglas A. & Nankervis, John C. & Savin, N. E., 1994. "Multiple optima and asymptotic approximations in the partial adjustment model," Journal of Econometrics, Elsevier, vol. 62(2), pages 91-128, June.
- Cryer, Jonathan D. & Nankervis, John C. & Savin, N.E., 1989. "Mirror-Image and Invariant Distributions in ARMA Models," Econometric Theory, Cambridge University Press, vol. 5(1), pages 36-52, April.
- John C. Nankervis & Nathan E. Savin, 2012. "Testing for uncorrelated errors in ARMA models: non‐standard Andrews‐Ploberger tests," Econometrics Journal, Royal Economic Society, vol. 15(3), pages 516-534, October.
- Sawa, Takamitsu, 1978. "The exact moments of the least squares estimator for the autoregressive model," Journal of Econometrics, Elsevier, vol. 8(2), pages 159-172, October.
- Lobato, Ignacio & Nankervis, John C & Savin, N E, 2001. "Testing for Autocorrelation Using a Modified Box-Pierce Q Test," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(1), pages 187-205, February.
- Nankervis, J. C. & Savin, N. E., 1985. "Testing the autoregressive parameter with the t statistic," Journal of Econometrics, Elsevier, vol. 27(2), pages 143-161, February.
- Nankervis, J C & Savin, N E, 1988. "The Student's t Approximation in a Stationary First Order Autoregressive Model," Econometrica, Econometric Society, vol. 56(1), pages 119-145, January.
- Nankervis, John C., 2005. "Computational algorithms for double bootstrap confidence intervals," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 461-475, April.
- Horowitz, Joel L. & Lobato, I.N. & Nankervis, John C. & Savin, N.E., 2006. "Bootstrapping the Box-Pierce Q test: A robust test of uncorrelatedness," Journal of Econometrics, Elsevier, vol. 133(2), pages 841-862, August.
- Lobato, I.N. & Nankervis, John C. & Savin, N.E., 2002. "Testing For Zero Autocorrelation In The Presence Of Statistical Dependence," Econometric Theory, Cambridge University Press, vol. 18(3), pages 730-743, June.
- Nankervis, J. C. & Savin, N. E., 1988. "The exact moments of the least-squares estimator for the autoregressive model corrections and extensions," Journal of Econometrics, Elsevier, vol. 37(3), pages 381-388, March.
- Nankervis, J.C. & Savin, N.E., 1987. "Finite Sample Distributions of t and F Statistics in an AR(1) Model with Anexogenous Variable," Econometric Theory, Cambridge University Press, vol. 3(3), pages 387-408, June.
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