Bonferroni-based size-correction for nonstandard testing problems
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Publication:2398972
DOI10.1016/j.jeconom.2017.05.001zbMath1388.62371OpenAlexW2145680131MaRDI QIDQ2398972
Publication date: 21 August 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://economics.brown.edu/sites/g/files/dprerj726/files/papers/2012-16_paper.pdf
model selectionhypothesis testingpowereconometricsuniform inferenceasymptotic sizelocal asymptoticspretestingBonferroni boundssize-correction
Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)
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