Quantifying the data-dredging bias in structural break tests
نویسندگان
چکیده
منابع مشابه
the washback effect of discretepoint vs. integrative tests on the retention of content in knowledge tests
در این پایان نامه تاثیر دو نوع تست جزیی نگر و کلی نگر بر به یادسپاری محتوا ارزیابی شده که نتایج نشان دهندهکارایی تستهای کلی نگر بیشتر از سایر آزمونها است
15 صفحه اولData Dredging
Suppose there is a given data set and there are a huge number of hypotheses [1] about this data set [2]. If the data is totally random, then say all the hypotheses are actually false. However, owing to the sheer number of hypotheses on a limited data set, it is possible to see some very highly correlated [3] data that are statistically significant [4]. In such cases, data dredging is said to ha...
متن کاملData Dredging
Suppose there is a given data set and there are a huge number of hypotheses [1] about this data set [2]. If the data is totally random, then say all the hypotheses are actually false. However, owing to the sheer number of hypotheses on a limited data set, it is possible to see some very highly correlated [3] data that are statistically significant [4]. In such cases, data dredging is said to ha...
متن کاملData Dredging
Suppose there is a given data set and there are a huge number of hypotheses [1] about this data set [2]. If the data is totally random, then say all the hypotheses are actually false. However, owing to the sheer number of hypotheses on a limited data set, it is possible to see some very highly correlated [3] data that are statistically significant [4]. In such cases, data dredging is said to ha...
متن کاملUnit Root Tests for Time Series with a Structural Break When the Break Point Is Known
Unit root tests for time series with level shifts are considered. The level shift is assumed to occur at a known time point. In contrast to some other proposals the level shift is modeled as part of the intercept term of the stationary component of the data generation process which is separated from the unit root component. In this framework simple shift functions result in a smooth transition ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistical Papers
سال: 2021
ISSN: 0932-5026,1613-9798
DOI: 10.1007/s00362-021-01233-4