An adaptive truncated product method for combining dependent -values

Author:

Sheng Xuguang,Yang Jingyun

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference13 articles.

1. Econometric Analysis of Panel Data;Baltagi,2008

2. Bootstrapping cointegrating regressions;Chang;Journal of Econometrics,2006

3. Efficient computation of significance levels for multiple associations in large studies of correlated data, including genomewide association studies;Dudbridge;The American Journal of Human Genetics,2004

4. Resampling-based multiple testing for microarray data analysis;Ge;TEST,2003

5. Giacomini, R., Politis, D.N., White, H., 2012. A Warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators. Econometric Theory, forthcoming (http://dx.doi.org/10.1017/S0266466612000837).

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