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arch 7.2.0
Multiple Comparison Procedures
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    • Univariate Volatility Models
    • Bootstrapping
    • Multiple Comparison Problems
      • Examples
      • Module Reference
      • Background and References
    • Multiple Comparison Problems
      • Examples
      • Module Reference
      • Background and References
    • Unit Root Testing
    • Cointegration Analysis
    • Long-run Covariance Estimation
    • API Reference
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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.

    • Examples
    • Module Reference
    • Background and References
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    © Copyright 2021, Kevin Sheppard.
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