Concepedia

Merran Evans

ME

13

Publications

668

Citations

11

H-Index

1985

Active since

Affiliations

Monash University(Current)

The University of Melbourne

Merran Evans is an author at Monash University specializing in econometrics, statistics, and business.

Top concepts

BusinessStatisticsEconometricsEconomicsFinanceRegressionEngineeringEconomic AnalysisSurvey MethodologyVolatility Modeling

Publications per year

1985–1998

13

Publications

13

Statistical Distributions.

Aa, Merran Evans, Nicholas Anthony John Hastings et al. · Journal of the American Statistical Association · 1994 · 432 citations

CRITICAL VALUE APPROXIMATIONS FOR TESTS OF LINEAR REGRESSION DISTURBANCES

Merran Evans, Maxwell L. King · Australian Journal of Statistics · 1985 · 36 citations

Robust Statistic, Test Statistics, Business +8

Robustness of size of tests of autocorrelation and heteroscedasticity to nonnormality

Merran Evans · Journal of Econometrics · 1992 · 33 citations

Volatility Modeling, Economics, Financial Economics +6

A point optimal test for heteroscedastic disturbances

Merran Evans, Maxwell L. King · Journal of Econometrics · 1985 · 31 citations

Robust Statistic, Business, Point Optimal Test +5

A further class of tests for heteroscedasticity

Merran Evans, Maxwell L. King · Journal of Econometrics · 1988 · 29 citations

Further Class, Volatility Modeling, Asset Pricing +3

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