Bonferroni-based size-correction for nonstandard testing problems
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DOI: 10.1016/j.jeconom.2017.05.001
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- Adam McCloskey, 2012. "Bonferroni-Based Size-Correction for Nonstandard Testing Problems," Working Papers 2012-16, Brown University, Department of Economics.
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Keywords
Hypothesis testing; Uniform inference; Asymptotic size; Bonferroni bounds; Power; Size-correction; Model selection; Pretesting; Local asymptotics;All these keywords.
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