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Testing the CAPM revisited

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Bootstrapping the Box–Pierce Q test: A robust test of uncorrelatedness

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Symposium - Econometric Tools - Binary Response Models: Logits, Probits and Semiparametrics

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Learning and Communication in Sender-Receiver Games: An Econometric Investigation

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Testing for Zero Autocorrelation in the Presence of Statistical Dependence

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Three analyses of the firm size premium

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Chapter 14 Multiple hypothesis testing

Savin, N.E. - In: Handbook of econometrics : volume 2, (pp. 827-879). 1984

This chapter presents a survey of multiple hypothesis testing procedures with an emphasis on those procedures that can be applied in the context of the classical linear regression model. Multiple hypothesis testing is the testing of two or more separate hypotheses simultaneously. The t and F...

Persistent link: https://www.econbiz.de/10014024895