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arch 4.13 (+31) Multiple Comparison Procedures
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    • Univariate Volatility Models
    • Bootstrapping
    • Multiple Comparison Problems
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      • Examples
      • Module Reference
      • Background and References
    • Unit Root Testing
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    Multiple Comparison ProceduresΒΆ

    This module contains a set of bootstrap-based multiple comparison procedures. These are designed to allow multiple models to be compared while controlling a the Familywise Error Rate, which is similar to the size of a test.

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    • Module Reference
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