Search Results - subject:"Multiple testing"

Inference with Imperfect Randomization: The Case of the Perry Preschool Program

Heckman, James J.; Pinto, Rodrigo; Shaikh, Azeem M.; … - Institute for the Study of Labor (IZA) - 2011

This paper considers the problem of making inferences about the effects of a program on multiple outcomes when the assignment of treatment status is imperfectly randomized. By imperfect randomization we mean that treatment status is reassigned after an initial randomization on the basis of...

Persistent link: https://www.econbiz.de/10008924602

FDR Control in the Presence of an Unknown Correlation Structure

Cerqueti, Roy; Costantini, Mauro; Lupi, Claudio - Dipartimento di Economia, Gestione, Società e … - 2011

The false discovery rate (FDR, Benjamini and Hochberg 1995) is a powerful approach to multiple testing. However, the …

Persistent link: https://www.econbiz.de/10008876232

Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel

Moon, Hyungsik Roger; Perron, Benoit - Centre Interuniversitaire de Recherche en Analyse des … - 2011

Most panel unit root tests are designed to test the joint null hypothesis of a unit root for each individual series in a panel. After a rejection, it will often be of interest to identify which series can be deemed to be stationary and which series can be deemed nonstationary. Researchers will...

Persistent link: https://www.econbiz.de/10008839245

Linear and nonlinear comovement in Southeast Asian local currency bond markets : a stepwise multiple testing approach

Matsuki, Takashi - In: Empirical economics : a journal of the Institute for … 51 (2016) 2, pp. 591-619

Persistent link: https://www.econbiz.de/10011550980

Testing super-diagonal structure in high dimensional covariance matrices

He, Jing; Chen, Song Xi - In: Journal of econometrics 194 (2016) 2, pp. 283-297

Persistent link: https://www.econbiz.de/10011705144

Do speculative traders anticipate or follow USD/EUR exchange rate movements? : new evidence on the efficiency of the EUR currency futures market

Hossfeld, Oliver; Röthig, Andreas - In: Finance research letters 18 (2016), pp. 218-225

Persistent link: https://www.econbiz.de/10011657024

Multiple Testing in Growth Econometrics

Deckers, Thomas; Hanck, Christoph - 2010

the false discovery rate (FDR) so as not to erroneously declare variables significant in these multiple testing situations …

Persistent link: https://www.econbiz.de/10010270240

Beyond Panel Unit Root Tests : Using Multiple Testing to Determine the Non-Stationarity Properties of Individual Series in a Panel

MOON, H.R.; PERRON, Benoit - Centre Interuniversitaire de Recherche en Économie … - 2010

Persistent link: https://www.econbiz.de/10008617050

Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel

MOON, Hyungsik Roger; PERRON, Benoit - Département de Sciences Économiques, Université de … - 2010

Persistent link: https://www.econbiz.de/10008679142

Testing for equality of ordered eigenvectors of two multivariate normal populations

Najarzadeh, Dariush; Khazaei, Mojtaba; Ganjali, Mojtaba - In: METRON 73 (2015) 1, pp. 57-72

variables a Holm–Bonferroni multiple testing procedure is used. In order to investigate the power of this simple/multiple … testing procedure, some simulations are carried out. Finally, two real data sets are analysed by the use of the proposed …

Persistent link: https://www.econbiz.de/10011241514