FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES

DOI10.1017/S0266466608080171zbMath1284.62789OpenAlexW1967298524MaRDI QIDQ3632384

Michael Wolf, Joseph P. Romano, Azeem M. Shaikh

Publication date: 11 June 2009

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466608080171

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

Related Items

DESPOTA: dendrogram slicing through a pemutation test approach, Efficient computation of adjusted \(p\)-values for resampling-based stepdown multiple testing, Multiple tests for the performance of different investment strategies, Balanced control of generalized error rates, An Intersection Test for Panel Unit Roots, Mutual fund performance: false discoveries, bias, and power, Improved power of familywise error rate procedures for discrete data under dependency, A multiple testing approach to the regularisation of large sample correlation matrices, Testing identifying assumptions in nonseparable panel data models, A sufficient criterion for control of some generalized error rates in multiple testing, Control of the false discovery rate under dependence using the bootstrap and subsampling, Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling, Bootstrap Joint Prediction Regions, Robust block bootstrap panel predictability tests

Uses Software

• PcGets

Cites Work

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