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~institution:"School of Economics and Management, University of Aarhus"
~person:"Giovannelli, Alessandro"
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Multiple testing
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Variable selection
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p-value weighting
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Giovannelli, Alessandro
Kristensen, Dennis
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Podolskij, Mark
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School of Economics and Management, University of Aarhus
Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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On the Selection of Common Factors for Macroeconomic Forecasting
Giovannelli, Alessandro
;
Proietti, Tommaso
-
School of Economics and Management, University of Aarhus
-
2014
main multiple
testing
procedures: Holm’s sequential method, controlling the family wise error rate, the Benjamini …
Persistent link: https://www.econbiz.de/10011084734
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