Search Results - subject:"Multiple Testing"

Bayesian solutions for the factor zoo : we just ran two quadrillion models

Bryzgalova, Svetlana; Huang, Jiantao; Julliard, Christian - 2020

Persistent link: https://www.econbiz.de/10012205745

Detecting structural differences in tail dependence of financial time series

Bormann, Carsten; Schienle, Melanie - 2019

individual p-values according to multiple testing techniques. Monte Carlo simulations demonstrate the test's superior finite …

Persistent link: https://www.econbiz.de/10011959465

Multiple testing and the distributional effects of accountability incentives in education

Lehrer, Steven F.; Pohl, R. Vincent; Song, Kyungchul - 2019

experiment, we consider tests for treatment effect heterogeneity that make corrections for multiple testing to avoid an … multiple testing are applied. …

Persistent link: https://www.econbiz.de/10011994802

On combining evidence from heteroskedasticity robust panel unit root tests in pooled regressions

Arnold, Martin C.; Hanck, Christoph - In: Journal of Risk and Financial Management 12 (2019) 3, pp. 1-22

Volatility break robust panel unit root tests (PURTs) recently proposed by Herwartz and Siedenburg (Computational Statistics & Data Analysis 2008, 53, 137-150) and Demetrescu and Hanck (Econometrics Letters 2012, 117, 10-13) have different performances under both the null and local alternatives....

Persistent link: https://www.econbiz.de/10012611188

Multiple testing and the distributional effects of accountability incentives in education

Lehrer, Steven F.; Pohl, R. Vincent; Song, Kyungchul - 2019

experiment, we consider tests for treatment effect heterogeneity that make corrections for multiple testing to avoid an … multiple testing are applied. …

Persistent link: https://www.econbiz.de/10011994704

Detecting structural differences in tail dependence of financial time series

Bormann, Carsten; Schienle, Melanie - 2019

individual p-values according to multiple testing techniques. Monte Carlo simulations demonstrate the test's superior finite …

Persistent link: https://www.econbiz.de/10011958215

Reassessing false discoveries in mutual fund performance: skill, luck, or lack of power? : a reply

Barras, Laurent; Scaillet, Olivier; Wermers, Russ - 2019 - This version: October 24, 2019

Andrikogiannopoulou and Papakonstantinou (AP; 2019) conduct an inquiry into the bias of the False Discovery Rate (FDR) estimators of Barras, Scaillet, and Wermers (BSW; 2010). In this Reply, we replicate their results, then further explore the bias issue by (i) using different parameter values,...

Persistent link: https://www.econbiz.de/10012134772

On combining evidence from heteroskedasticity robust panel unit root tests in pooled regressions

Arnold, Martin C.; Hanck, Christoph - In: Journal of risk and financial management : JRFM 12 (2019) 3/117, pp. 1-22

Persistent link: https://www.econbiz.de/10012027060

Testing independence between exogenous variables and unobserved errors

Li, Shuo; Peng, Liuhua; Tu, Yundong - In: Econometric reviews 41 (2022) 7, pp. 697-728

Persistent link: https://www.econbiz.de/10013364903

Regional heterogeneity and US presidential elections : real-time 2020 forecasts and evaluation

Ahmed, Rashad; Pesaran, M. Hashem - In: International journal of forecasting 38 (2022) 2, pp. 662-687

Persistent link: https://www.econbiz.de/10013348692