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  • Search: subject:"Multiple testing."
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Year of publication
Subject
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multiple testing 114 Multiple testing 81 Statistischer Test 67 Statistical test 65 Theorie 48 Theory 46 Estimation 37 Schätzung 37 Bootstrap approach 34 Bootstrap-Verfahren 34 Estimation theory 28 Schätztheorie 28 Multiple Testing 27 Bootstrap 23 bootstrap 16 Forecasting model 15 Portfolio selection 15 Portfolio-Management 15 Prognoseverfahren 15 false discovery rate 15 Factor analysis 13 Faktorenanalyse 13 Confidence sets 12 Familywise error rate 12 Ranks 12 Time series analysis 12 Zeitreihenanalyse 12 null distribution 12 CAPM 11 False discovery rate 11 Regression analysis 11 Regressionsanalyse 11 Type I error rate 11 asymptotic control 11 Capital income 10 Kapitaleinkommen 10 familywise error rate 10 Adjusted p-value 9 Bayes-Statistik 9 Bayesian inference 9
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Online availability
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Undetermined 116 Free 110 CC license 1
Type of publication
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Article 129 Book / Working Paper 108
Type of publication (narrower categories)
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Working Paper 58 Article in journal 54 Aufsatz in Zeitschrift 54 Arbeitspapier 31 Graue Literatur 28 Non-commercial literature 28 Article 5 research-article 2 Aufsatz im Buch 1 Book section 1 Conference Paper 1 Conference paper 1 Konferenzbeitrag 1
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Language
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English 132 Undetermined 104 German 1
Author
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Romano, Joseph P. 26 Shaikh, Azeem M. 26 Laan, Mark van der 21 Hanck, Christoph 18 Wolf, Michael 18 Pesaran, M. Hashem 15 Dudoit, Sandrine 13 Mogstad, Magne 12 Wilhelm, Daniel 12 Pollard, Katherine 9 Bailey, Natalia 8 Smith, L. Vanessa 8 Armstrong, Timothy B. 7 Birkner, Merrill 7 Chudik, Alexander 6 Hubbard, Alan 6 Heckman, James J. 5 Penney, Jeffrey 5 Pinto, Rodrigo 5 Shen, Shu 5 Bayer, Christian 4 Kapetanios, George 4 Sharifvaghefi, Mahrad 4 Witzany, Jiří 4 Bormann, Carsten 3 Deckers, Thomas 3 Ferreira, José 3 Giovannelli, Alessandro 3 Hassler, Uwe 3 Hossfeld, Oliver 3 Ickstadt, Katja 3 Kling, Jeffrey R. 3 Krause, Andreas 3 Lehrer, Steven F. 3 Liebman, B. Jeffrey 3 Matsuki, Takashi 3 Pohl, R. Vincent 3 Proietti, Tommaso 3 Psaradakis, Zacharias 3 Romano, Joseph 3
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Institution
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Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät 7 Berkeley Electronic Press 5 Cowles Foundation for Research in Economics, Yale University 4 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 4 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Industrial Relations Section, Department of Economics 3 Department of Economics and Business, Universitat Pompeu Fabra 2 Dipartimento di Economia, Gestione, Società e Istituzioni, Università degli Studi del Molise 2 Barcelona Graduate School of Economics (Barcelona GSE) 1 CESifo 1 Centre Emile Bernheim, Solvay Brussels School of Economics and Management 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 1 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Dipartimento di Economia Politica e Statistics, Facoltà di Economia "Richard M. Goodwin" 1 Département de Sciences Économiques, Université de Montréal 1 Economics Department, Queen's University 1 Faculty of Economics, University of Cambridge 1 Institute for the Study of Labor (IZA) 1 National Centre of Competence in ResearchFinancial Valuation and Risk Management 1 Palgrave Macmillan 1 Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) 1 School of Economics and Management, University of Aarhus 1 Swiss Finance Institute 1 Swiss Finance Institute <Zürich> 1 Swiss National Centre of Competence in Research North South <Bern> 1 Vanderbilt University Department of Economics 1
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Published in...
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Statistical Applications in Genetics and Molecular Biology 28 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 9 IEW - Working Papers 7 Journal of econometrics 6 Computational Statistics & Data Analysis 5 International Journal of Biostatistics 5 U.C. Berkeley Division of Biostatistics Working Paper Series 5 CEMMAP working papers / Centre for Microdata Methods and Practice 4 CESifo Working Paper 4 CESifo working papers 4 Cowles Foundation Discussion Papers 4 Jahrbücher für Nationalökonomie und Statistik 4 MPRA Paper 4 Statistics & Probability Letters 4 Technical Report 4 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 4 cemmap working paper 4 IZA Discussion Papers 3 Ruhr Economic Papers 3 Studies in Nonlinear Dynamics & Econometrics 3 Working Paper 3 Working Papers / Industrial Relations Section, Department of Economics 3 CReAM Discussion Paper Series 2 Cahiers de recherche 2 Cambridge working papers in economics 2 Discussion paper series 2 Econometric reviews 2 Economic Modelling 2 Economics & Statistics Discussion Papers 2 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 2 Economics letters 2 FINRISK research projects 2 Finance research letters 2 International journal of forecasting 2 Journal of Applied Statistics 2 Journal of Econometrics 2 Journal of applied econometrics 2 Journal of financial economics 2 Metrika 2 Pacific-Basin finance journal 2
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Source
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RePEc 113 ECONIS (ZBW) 86 EconStor 33 USB Cologne (business full texts) 3 Other ZBW resources 2
Showing 111 - 120 of 237
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A simple adjustment for bandwidth snooping
Armstrong, Timothy B.; Kolesár, Michal - In: The review of economic studies 85 (2018) 2, pp. 732-765
Persistent link: https://www.econbiz.de/10011921437
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Goodness-of-fit testing for the Newcomb-Benford law with application to the detection of customs fraud
Barabesi, Lucio; Cerasa, Andrea; Cerioli, Andrea; … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 346-358
Persistent link: https://www.econbiz.de/10011895072
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Oracle and adaptive false discovery rate controlling methods for one‐sided testing : theory and application in treatment effect evaluation
Gu, Jiaying; Shen, Shu - In: The econometrics journal 21 (2018) 1, pp. 11-35
Persistent link: https://www.econbiz.de/10012166593
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Decision trees unearth return sign predictability in the S&P 500
Fiévet, Lucas; Sornette, Didier - In: Quantitative finance 18 (2018) 11, pp. 1797-1814
Persistent link: https://www.econbiz.de/10012261997
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A copula-based analysis of false discovery rate control under dependence assumptions
Cerqueti, Roy; Costantini, Mauro; Lupi, Claudio - Dipartimento di Economia, Gestione, Società e … - 2012
The false discovery rate (FDR) first introduced in Benjamini and Hochberg (1995) is a powerful approach to multiple … testing. Benjamini and Yekutieli (2001) proved that the original procedure developed for independent test statistics controls …
Persistent link: https://www.econbiz.de/10010548963
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Inference with imperfect randomization: The case of the Perry Preschool program
Heckman, James J.; Pinto, Rodrigo; Shaikh, Azeem M.; … - 2011
This paper considers the problem of making inferences about the effects of a program on multiple outcomes when the assignment of treatment status is imperfectly randomized. By imperfect randomization we mean that treatment status is reassigned after an initial randomization on the basis of...
Persistent link: https://www.econbiz.de/10010278442
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FDR Control in the Presence of an Unknown Correlation Structure
Cerqueti, Roy; Costantini, Mauro; Lupi, Claudio - Dipartimento di Economia, Gestione, Società e … - 2011
The false discovery rate (FDR, Benjamini and Hochberg 1995) is a powerful approach to multiple testing. However, the …
Persistent link: https://www.econbiz.de/10008876232
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Inference with Imperfect Randomization: The Case of the Perry Preschool Program
Heckman, James J.; Pinto, Rodrigo; Shaikh, Azeem M.; … - Institute for the Study of Labor (IZA) - 2011
This paper considers the problem of making inferences about the effects of a program on multiple outcomes when the assignment of treatment status is imperfectly randomized. By imperfect randomization we mean that treatment status is reassigned after an initial randomization on the basis of...
Persistent link: https://www.econbiz.de/10008924602
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Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel
Moon, Hyungsik Roger; Perron, Benoit - Centre Interuniversitaire de Recherche en Analyse des … - 2011
Most panel unit root tests are designed to test the joint null hypothesis of a unit root for each individual series in a panel. After a rejection, it will often be of interest to identify which series can be deemed to be stationary and which series can be deemed nonstationary. Researchers will...
Persistent link: https://www.econbiz.de/10008839245
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Testing super-diagonal structure in high dimensional covariance matrices
He, Jing; Chen, Song Xi - In: Journal of econometrics 194 (2016) 2, pp. 283-297
Persistent link: https://www.econbiz.de/10011705144
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