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Controlling the danger of false discoveries in estimating multiple treatment effects

Wunderli, Dan - 2012

I expose the risk of false discoveries in the context of multiple treatment effects. A false discovery is a nonexistent effect that is falsely labeled as statistically significant by its individual t-value. Labeling nonexistent effects as statistically significant has wide-ranging academic and...

Persistent link: https://www.econbiz.de/10009740949

Testing for shifts in a time trend panel data model with serially correlated error component disturbances

Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: Econometric reviews 39 (2020) 8, pp. 745-762

Persistent link: https://www.econbiz.de/10012295578

Episodes of exuberance in housing markets : in search of the smoking gun

Pavlidis, Efthymios; Yusupova, Alisa; Payá, Ivan; … - In: The journal of real estate finance and economics 53 (2016) 4, pp. 419-449

Persistent link: https://www.econbiz.de/10011717531

Detecting variance change-points for blocked time series and dependent panel data

Xu, Minya; Zhong, Ping-Shou; Wang, Wei - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 213-226

Persistent link: https://www.econbiz.de/10011691311

Purchasing power parity in emerging markets : a panel stationary test with both sharp and smooth breaks

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Lee, Kuei-Chiu - In: Economic systems 40 (2016) 3, pp. 453-460

Persistent link: https://www.econbiz.de/10011668458

Nonlinear error correction based cointegration test in panel data

Omay, Tolga; Emirmahmutoglu, Furkan; Denaux, Zulal S. - In: Economics letters 157 (2017), pp. 1-4

Persistent link: https://www.econbiz.de/10011847276

A panel stationarity test with gradual structural shifts : re-investigate the international commodity price shocks

Nazlıoğlu, Şaban; Karul, Cagin - In: Economic modelling 61 (2017), pp. 181-192

Persistent link: https://www.econbiz.de/10011736829

Testing for predictability in panels of any time series dimension

Westerlund, Joakim; Narayan, Paresh Kumar - In: International journal of forecasting 32 (2016) 4, pp. 1162-1177

Persistent link: https://www.econbiz.de/10011622121

Nonparametric testing for smooth structural changes in panel data models

Chen, Bin; Huang, Liquan - In: Journal of econometrics 202 (2018) 2, pp. 245-267

Persistent link: https://www.econbiz.de/10011974569

Testing against constant factor loading matrix with large panel high-frequency data

Kong, Xin-bing; Liu, Cheng - In: Journal of econometrics 204 (2018) 2, pp. 301-319

Persistent link: https://www.econbiz.de/10011974736

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