A Reality Check for Data Snooping
From MaRDI portal
Publication:4530982
DOI10.1111/1468-0262.00152zbMath1008.62116OpenAlexW2135606128MaRDI QIDQ4530982
Publication date: 28 May 2002
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1468-0262.00152
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Nonparametric statistical resampling methods (62G09)
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