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Keywords: Multiple testing
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Journal Articles
Journal:
Journal of Economic Studies
Journal of Economic Studies (2023) 50 (6): 1245–1259.
Published: 13 October 2022
... Multiple testing Pairwise testing where Rt, t and αr are N-vectors; β is an N × K matrix and ft is a K-vector. The Gibbons, Ross and Shanken (GRS) test is given by (3) ( ( T...
Includes: Supplementary data
