Simultaneous Statistical Inference in Dynamic Factor Models
Year of publication: |
2012-05
|
---|---|
Authors: | Dickhaus, Thorsten |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | family-wise error rate | false discovery rate | likelihood ratio statistic | multiple hypothesis testing | multivariate chi-squared distribution | time series regression | Wald statistic |
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