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Browsing Departament d'Economia i Empresa by Subject "data snooping"

Browsing Departament d'Economia i Empresa by Subject "data snooping"

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  • Romano, Joseph P.; Wolf, Michael (2003-10-01)
    It is common in econometric applications that several hypothesis tests are carried out at the same time. The problem then becomes how to decide which hypotheses to reject, accounting for the multitude of tests. In this ...

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