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The Romano-Wolf multiple hypothesis correction in Stata
Clarke, Damian; Romano, Joseph P.; Wolf, Michael - 2019
statistics by resampling from the original data. We describe a Stata command rwolf that implements this correction, and provide a …
Persistent link: https://www.econbiz.de/10012147332
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Hypothesis Testing in Econometrics
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael - National Centre of Competence in ResearchFinancial … - 2009
mostimportant methods are summarized, as well as resampling methodology which is useful toset critical values. Finally, we consider …
Persistent link: https://www.econbiz.de/10005868540
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Efficient computation of adjusted p-values for resampling-based stepdown multiple testing
Romano, Joseph P.; Wolf, Michael - 2016
There has been a recent interest in reporting p-values adjusted for resampling-based stepdown multiple testing …
Persistent link: https://www.econbiz.de/10011432996
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The Romano-Wolf Multiple Hypothesis Correction in Stata
Clarke, Damian; Romano, Joseph P.; Wolf, Michael - 2019
statistics by resampling from the original data. We describe a Stata command rwolf that implements this correction, and provide a …
Persistent link: https://www.econbiz.de/10012180038
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The Romano-Wolf Multiple Hypothesis Correction in Stata
Clarke, Damian - 2020
statistics by resampling from the original data. We describe a Stata command rwolf that implements this correction, and provide a …
Persistent link: https://www.econbiz.de/10012844826
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Efficient computation of adjusted p-values for resampling-based stepdown multiple testing
Romano, Joseph P.; Wolf, Michael - 2016
There has been a recent interest in reporting p-values adjusted for resampling-based stepdown multiple testing …
Persistent link: https://www.econbiz.de/10011663178
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Hypothesis Testing in Econometrics
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael - In: Annual Review of Economics 2 (2010) 1, pp. 75-104
. Then, we summarize some of the most important methods, as well as resampling methodology, which is useful to set critical …
Persistent link: https://www.econbiz.de/10009226018
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multiple testing
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael - Palgrave Macmillan
multiplicity issue. In particular, recent developments based on resampling result in an improved ability to reject false hypotheses …
Persistent link: https://www.econbiz.de/10009395649
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Hypothesis testing in econometrics
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael - Institut für Volkswirtschaftslehre, … - 2009
the most important methods are summarized, as well as resampling methodology which is useful to set critical values …
Persistent link: https://www.econbiz.de/10008528447
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Alternative Tests for Monotonicity in Expected Asset Returns
Romano, Joseph P.; Wolf, Michael - National Centre of Competence in Research - Financial … - 2011
Many postulated relations in finance imply that expected asset returns should monotonicallyincrease in a certain characteristic. To examine the validity of such a claim, onetypically considers a finite number of return categories, ordered according to the underlyingcharacteristic. A standard...
Persistent link: https://www.econbiz.de/10009486852