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MULTIPLE TESTING AND HETEROGEN...
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FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES
Romano, Joseph P.
;
Shaikh, Azeem M.
;
Wolf, Michael
; …
- In:
Econometric theory
24
(
2008
)
2
,
pp. 404-447
Persistent link: https://www.econbiz.de/10007912725
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Formalized data snooping based on generalized error rates
Romano, Joseph P.
;
Shaikh, Azeem M.
;
Wolf, Michael
- In:
Econometric theory
24
(
2008
)
2
,
pp. 404-447
Persistent link: https://www.econbiz.de/10003894203
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