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Formalized data snooping based on generalized error rates
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael - In: Econometric theory 24 (2008) 2, pp. 404-447
Persistent link: https://www.econbiz.de/10003894203
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FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael; … - In: Econometric theory 24 (2008) 2, pp. 404-447
Persistent link: https://www.econbiz.de/10007912725
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Higher-order accurate, positive semidefinite estimation of large-sample covariance and spectral density matrices
Politis, Dimitris N. - In: Econometric theory 27 (2011) 4, pp. 703-744
Persistent link: https://www.econbiz.de/10009311779
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Fixed-b asymptotics for the studentized mean from time series with short, long, or negative memory
McElroy, Tucker; Politis, Dimitris N. - In: Econometric theory 28 (2012) 2, pp. 471-481
Persistent link: https://www.econbiz.de/10009520933
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Robust inference for the mean in the presence of serial correlation and heavy-tailed distributions
McElroy, Tucker; Politis, Dimitris N. - In: Econometric theory 18 (2002) 5, pp. 1019-1039
Persistent link: https://www.econbiz.de/10001702322
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A Markovian local resampling scheme for nonparametric estimators in time series analysis
Paparoditis, Efstathios; Politis, Dimitris N. - In: Econometric theory 17 (2001) 3, pp. 540-566
Persistent link: https://www.econbiz.de/10001589016
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A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
Giacomini, Raffaella; Politis, Dimitris N.; White, Halbert - In: Econometric theory 29 (2013) 3, pp. 567-589
Persistent link: https://www.econbiz.de/10009778510