Narrow search
Showing 1 - 5 of 5
Cover Image
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
Cover Image
Hypothesis testing in econometrics
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael - In: Annual review of economics 2 (2010), pp. 75-104
Persistent link: https://www.econbiz.de/10008659710
Cover Image
A practical two-step method for testing moment inequalities
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael - In: Econometrica : journal of the Econometric Society, an … 82 (2014) 5, pp. 1979-2002
Persistent link: https://www.econbiz.de/10011556973
Cover Image
Stepwise multiple testing as formalized data snooping
Romano, Joseph P.; Wolf, Michael - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 4, pp. 1237-1282
Persistent link: https://www.econbiz.de/10003013674
Cover Image
Testing for monotonicity in expected asset returns
Romano, Joseph P.; Wolf, Michael - In: Journal of empirical finance 23 (2013), pp. 93-116
Persistent link: https://www.econbiz.de/10010221769