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Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling

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Author Info

  • Joseph Romano

    ()

  • Azeem Shaikh

    ()

  • Michael Wolf

    ()

Abstract

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File URL: http://hdl.handle.net/10.1007/s11749-008-0134-6
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Bibliographic Info

Article provided by Springer in its journal TEST.

Volume (Year): 17 (2008)
Issue (Month): 3 (November)
Pages: 461-471

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Handle: RePEc:spr:testjl:v:17:y:2008:i:3:p:461-471

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  1. Romano, Joseph P. & Shaikh, Azeem M. & Wolf, Michael, 2008. "Formalized Data Snooping Based On Generalized Error Rates," Econometric Theory, Cambridge University Press, vol. 24(02), pages 404-447, April.
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Cited by:
  1. Pierre Bajgrowicz & Olivier Scaillet, 2007. "Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs," Swiss Finance Institute Research Paper Series 08-05, Swiss Finance Institute, revised Jul 2009.
  2. Moon, H.R. & Perron, B., 2012. "Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel," Journal of Econometrics, Elsevier, vol. 169(1), pages 29-33.
  3. Miecznikowski, Jeffrey C. & Gold, David & Shepherd, Lori & Liu, Song, 2011. "Deriving and comparing the distribution for the number of false positives in single step methods to control k-FWER," Statistics & Probability Letters, Elsevier, vol. 81(11), pages 1695-1705, November.
  4. Márcio Laurini, 2012. "Generalized Tests of Investment Fund Performance," IBMEC RJ Economics Discussion Papers 2012-03, Economics Research Group, IBMEC Business School - Rio de Janeiro.

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