Rejoinder on: Control of the false discovery rate under dependence using the bootstrap and subsampling
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Bibliographic InfoArticle provided by Springer in its journal TEST.
Volume (Year): 17 (2008)
Issue (Month): 3 (November)
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Web page: http://www.springerlink.com/link.asp?id=120411
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Romano, Joseph P. & Shaikh, Azeem M. & Wolf, Michael, 2008.
"Formalized Data Snooping Based On Generalized Error Rates,"
Cambridge University Press, vol. 24(02), pages 404-447, April.
- Joseph P & Romano & Azeem M. Shaikh & Michael Wolf, 2005. "Formalized Data Snooping Based on Generalized Error Rates," IEW - Working Papers 259, Institute for Empirical Research in Economics - University of Zurich.
- 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.
- 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.
- 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.
- Bajgrowicz, Pierre & Scaillet, Olivier, 2012.
"Technical trading revisited: False discoveries, persistence tests, and transaction costs,"
Journal of Financial Economics,
Elsevier, vol. 106(3), pages 473-491.
- 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.
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