Search Results - subject:"Multiple Hypothesis Testing"

Multiple hypothesis testing in experimental economics

List, John A.; Shaikh, Azeem M.; Xu, Yang - In: Experimental economics : a journal of the Economic … 22 (2019) 4, pp. 773-793

Persistent link: https://www.econbiz.de/10012316382

Is that factor just lucky? : Australian evidence

Hoang, Khoa; Cannavan, Damien; Gaunt, Clive; Huang, Ronghong - In: Pacific-Basin finance journal 57 (2019), pp. 1-19

Persistent link: https://www.econbiz.de/10012170402

Using extracted forward rate term structure information to forecast foreign exchange rates

Kearney, Fearghal; Cummins, Mark; Murphy, Finbarr - In: Journal of empirical finance 53 (2019), pp. 1-14

Persistent link: https://www.econbiz.de/10012171702

A simple, graphical approach to comparing multiple treatments : editor's choice

Thompson, Brennan S.; Webb, Matthew - In: The econometrics journal 22 (2019) 2, pp. 188-205

Persistent link: https://www.econbiz.de/10012166727

Innovation, complementarity, and exporting : evidence from German manufacturing firms

Bernardini Papalia, Rosa; Bertarelli, Silvia; … - In: International review of applied economics 32 (2018) 1, pp. 3-38

Persistent link: https://www.econbiz.de/10011796827

The peer performance ratios of hedge funds

Ardia, David; Boudt, Kris - In: Journal of banking & finance 87 (2018), pp. 351-368

Persistent link: https://www.econbiz.de/10011962560

Simultaneous statistical inference in dynamic factor models

Dickhaus, Thorsten - 2012

Based on the theory of multiple statistical hypothesis testing, we elaborate simultaneous statistical inference methods in dynamic factor models. In particular, we employ structural properties of multivariate chi-squared distributions in order to construct critical regions for vectors of...

Persistent link: https://www.econbiz.de/10010318738

Simultaneous Statistical Inference in Dynamic Factor Models

Dickhaus, Thorsten - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2012

Persistent link: https://www.econbiz.de/10010547921

Time scale and fractionality in financial time series

Sproul, Thomas W. - In: Agricultural Finance Review 76 (2016) 1, pp. 76-93

addressing the multiple hypothesis testing problem. Design/methodology/approach – Unbiased, heteroskedasticity consistent …

Persistent link: https://www.econbiz.de/10014667320

Time scale and fractionality in financial time series

Sproul, Thomas W. - In: Agricultural finance review 76 (2016) 1, pp. 76-93

Persistent link: https://www.econbiz.de/10011695555