Multiple Testing in Economics

We propose a new way to conduct multiple hypothesis testing in economics research. Our framework allows for correlation among tests and incomplete data, both of which are prevalent in economic meta-analysis. Our simulations show that that our method is able to produce the correct p-value cutoff that controls the overall rate of false discoveries at a prespecified level of significance. The single hypothesis test, as used by most researchers, leads to too many false discoveries and should be avoided

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Year of publication:	2013
Authors:	Harvey, Campbell R.
Other Persons:	Liu, Yan (contributor)
Publisher:	[2013]: [S.l.] : SSRN
Subject:	Statistischer Test \| Statistical test \| Theorie \| Theory \| Bootstrap-Verfahren \| Bootstrap approach

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