combinations and check the sensitivity of the results to possible data-snooping bias. The latter robustness check is also informed … using a novel real time meta selection procedure which is not subject to the data-snooping critique. For GDP growth and the … benchmark. In particular, for this variable, the relative improvement appears significant even controlling for data snooping …

Data snooping", consideraciones de costos de transacción, y estimación de significancia estadística de la rentabilidad de …-of-sample" tests to avoid "Data snooping", estimations of transaction costs, and statistical significance tests based on Bootstrapping …

against data-snooping bias and examining over 21,000 technical trading rules, we find evidence of substantial predictability …

contribution is the application of an innovative generalized stepdown procedure in controlling for data snooping bias. We find that …

should be done before looking at the data, i.e. without data snooping. However, the parameters used in the tests of the … this form of data snooping but also the issue of looking at multiple tests. The specific tests compared in this paper are …

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