Search Results - subject:"Multiple Testing"

Multiple comparisons and joint significance in panel unit root testing with evidence on international interest rate linkage

Hassler, Uwe; Werkmann, Verena - In: Jahrbücher für Nationalökonomie und Statistik 234 (2014) 1, pp. 23-43

Persistent link: https://www.econbiz.de/10010232366

Multiple testing for output convergence

Deckers, Thomas; Hanck, Christoph - In: Macroeconomic dynamics 18 (2014) 1, pp. 199-214

Persistent link: https://www.econbiz.de/10010356149

For Which Countries did PPP hold? A Multiple Testing Approach

Hanck, Christoph - 2006

We use recent advances in multiple testing to identify the countries for which Purchasing Power Parity (PPP) held over … time series, thereby avoiding spurious rejections. It has higher power than traditional multiple testing techniques by … this way leads to a number of rejections of the null of no PPP that is intermediate between that of traditional multiple …

Persistent link: https://www.econbiz.de/10010296762

For Which Countries did PPP hold? A Multiple Testing Approach

Hanck, Christoph - Institut für Wirtschafts- und Sozialstatistik, … - 2006

Persistent link: https://www.econbiz.de/10009216944

Hypothesis testing for arbitrary bounds

Penney, Jeffrey - In: Economics Letters 121 (2013) 3, pp. 492-494

points for a given level of confidence via a multiple testing procedure which strongly controls the familywise error rate … interval. The procedure is more powerful than other multiple testing methods that test the same hypothesis. This test can be …

Persistent link: https://www.econbiz.de/10010729464

An expected power approach for the assessment of composite endpoints and their components

Rauch, G.; Kieser, M. - In: Computational Statistics & Data Analysis 60 (2013) C, pp. 111-122

Composite endpoints are increasingly used in clinical trials, particularly in the field of cardiology. Thereby, the overall impact of the therapeutic intervention is captured by including several events of interest in a single variable. To demonstrate the significance of an overall clinical...

Persistent link: https://www.econbiz.de/10010871390

Stationarity of Asian real exchange rates: An empirical application of multiple testing to nonstationary panels with a structural break

Matsuki, Takashi; Sugimoto, Kimiko - In: Economic Modelling 34 (2013) C, pp. 52-58

resampling-based multiple testing proposed by Romano and Wolf (2005) is employed while dealing with possible cross … paper examines the small-sample property of the multiple testing when there is a structural break in cross …

Persistent link: https://www.econbiz.de/10010709336

A new variable selection approach using Random Forests

Hapfelmeier, A.; Ulm, K. - In: Computational Statistics & Data Analysis 60 (2013) C, pp. 50-69

Random Forests are frequently applied as they achieve a high prediction accuracy and have the ability to identify informative variables. Several approaches for variable selection have been proposed to combine and intensify these qualities. An extensive review of the corresponding literature led...

Persistent link: https://www.econbiz.de/10010603411

Hypothesis testing for arbitrary bounds

Penney, Jeffrey - In: Economics letters 121 (2013) 3, pp. 492-494

Persistent link: https://www.econbiz.de/10010393044

Stationarity of Asian real exchange rates : an empirical application of multiple testing to nonstationary panels with a structural break

Matsuki, Takashi; Sugimoto, Kimiko - In: Economic modelling 34 (2013), pp. 52-58

Persistent link: https://www.econbiz.de/10010360616