A reality check for data snooping
Year of publication: |
2000
|
---|---|
Authors: | White, Halbert |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 68.2000, 5, p. 1097-1126
|
Subject: | Modellierung | Scientific modelling | Statistische Methode | Statistical method | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Prognoseverfahren | Forecasting model | Theorie | Theory | Data Mining | Data mining | Bootstrap-Verfahren | Bootstrap approach |
-
Sarris, Dimitrios, (2020)
-
Harvey, Campbell R., (2021)
-
Harvey, Campbell R., (2021)
- More ...
-
Mixtures of t-distributions for finance and forecasting
Giacomini, Raffaella, (2007)
-
Closed form integration of artificial neural networks with some applications
Gottschling, Andreas, (1999)
-
Estimating nonseparable models with mismeasured endogenous variables
Song, Suyong, (2015)
- More ...