Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability
Year of publication: |
2013-10-01
|
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Authors: | Dufour, Jean-Marie ; Khalaf, Lynda ; Voia, Marcel |
Institutions: | Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) |
Subject: | Monte Carlo test | induced test | test combination | simultaneous inference | Variance ratio |
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