A Reality Check for Data Snooping (Q4530982)

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scientific article; zbMATH DE number 1746800
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English
A Reality Check for Data Snooping
scientific article; zbMATH DE number 1746800

    Statements

    title
    A Reality Check for Data Snooping (English)
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    author
    Halbert White
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    published in
    Econometrica
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    publication date
    28 May 2002
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    zbMATH Keywords
    data mining
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    multiple hypothesis testing
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    bootstrap
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    forecast evaluation
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    model selection
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    prediction
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M20
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    62G09
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    zbMATH DE Number
    1746800
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