; consequently, the problem of evaluating joint rejection probabilities arises frequently in econometrics and statistics. In this …. Whereas most available multiple test techniques are conservative in the presence of non-independent statistics, our proposed … combination methods to the non-independent statistics contexts. We first cast the multiple test problem into a unified statistical …

alternative proposed statistics, bounds, projection, split-sampling, conditioning, Monte Carlo tests. The possibility of deriving …We discuss statistical inference problems associated with identification and testability in econometrics, and we …

distribution of stock returns is usually rejected in empirical studies, due to excess kurtosis and asymmetry. To model such data …