Search Results - subject:"Data Snooping"

Onweerlegbaar Bewijs? Over het Belang en de Waarde van empirisch Onderzoek voor Financierings- en Beleggingsvraagstukken

Verbeek, Marno - Erasmus Research Institute of Management (ERIM), … - 2002

Rede, in verkorte vorm uitgesproken bij de aanvaarding van het ambt van hoogleraar Ondernemingsfinanciering aan de Faculteit der Bedrijfskunde en de Faculteit der Economische Wetenschappen van de Erasmus Universiteit Rotterdam op vrijdag 21 juni 2002

Persistent link: https://www.econbiz.de/10010837409

Onweerlegbaar Bewijs? Over het Belang en de Waarde van empirisch Onderzoek voor Financierings- en Beleggingsvraagstukken

Verbeek, M.J.C.M. - Erasmus Research Institute of Management (ERIM), ERIM … - 2002

Persistent link: https://www.econbiz.de/10005304710

Multiple Tests für die Evaluation von Prognosemodellen : eine Analyse am Beispiel der Prognose von Vermögenspreisen

Fan, Sue Man - 2010 - 1. Aufl.

Persistent link: https://www.econbiz.de/10008856258

Analyzing Strongly Periodic Series in the Frequency Domain: A Comparison of Alternative Approaches with Applications

Artis, Michael J; Clavel, Jose Garcia; Hoffmann, Mathias; … - C.E.P.R. Discussion Papers - 2007

comparisons are made using the Superior Predictive Ability test, which specifically guards against the perils of data snooping …

Persistent link: https://www.econbiz.de/10005504395

Is Momentum Due to Data-snooping?

Parmler, Johan; Gonzalez, Andres - In: The European Journal of Finance 13 (2007) 4, pp. 301-318

benchmark model once the effects of data-snooping have been accounted for. Two data sets are considered. The first set of data … found when stocks are sorted into portfolios. Finally, and perhaps most importantly, results show that data-snooping bias …

Persistent link: https://www.econbiz.de/10005471920

Real Time Econometrics

Pesaran, M. Hashem; Timmermann, Allan - Institute for the Study of Labor (IZA) - 2004

stages involved and highlights the role of automated systems in reducing the effect of data snooping. It sets out many …

Persistent link: https://www.econbiz.de/10005763536

Real Time Econometrics

Pesaran, M Hashem; Timmermann, Allan G - C.E.P.R. Discussion Papers - 2004

stages involved and highlights the role of automated systems in reducing the effect of data snooping. It sets out many …

Persistent link: https://www.econbiz.de/10005791710

A Test for Comparing Multiple Misspecified Conditional Distributions

Corradi, Valentina; Swanson, Norman R. - Department of Economics, Rutgers University-New Brunswick - 2003

This paper introduces a conditional Kolmogorov test, in the spirit of Andrews (1997), that allows for comparison of multiple misspecifed conditional distribution models, for the case of dependent observations. A conditional confidence interval version of the test is also discussed. Model...

Persistent link: https://www.econbiz.de/10005626676

Stepwise Multiple Testing as Formalized Data Snooping

Romano, Joseph P.; Wolf, Michael - Barcelona Graduate School of Economics (Barcelona GSE) - 2003

It is common in econometric applications that several hypothesis tests are carried out at the same time. The problem then becomes how to decide which hypotheses to reject, accounting for the multitude of tests. In this paper, we suggest a stepwise multiple testing procedure which asymptotically...

Persistent link: https://www.econbiz.de/10010547259

Revisiting data mining: 'hunting' with or without a license

Spanos, Aris - In: Journal of Economic Methodology 7 (2001) 2, pp. 231-264

testing and data snooping, constitute legitimate procedures in the context of the PR approach. …

Persistent link: https://www.econbiz.de/10009219392