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 …

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 …

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 …

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 …

, C12 Keywords: Mutual Fund Performance, False Discovery Rate, Multiple Testing ∗ We are grateful to E. Ronchetti, R … presence of luck in a multiple testing framework is much more complex, because luck cannot be measured by the significance … of no performance is not tested once, but M times. Accounting for luck in a multiple testing framework is much more …