Hypothesis Testing in Econometrics

By Joseph P. Romano, A. Shaikh, Michael Wolf. 2010

142 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Statistics and Probability

Citations in the corpus

Why Do Defaults Affect Behavior? Experimental Evidence from Afghanistan (2018, unknown): “Romano, Shaikh, and Wolf (2010) provides a review.”
Identification and shape restrictions in nonparametric instrumental variables estimation (2012, background): “Methods for carrying out such tests and issues associated with tests of multiple hypotheses are discussed by Lehmann and Romano (2005) and Romano et al. (2010), among others.”
Parent-Child Information Frictions and Human Capital Investment: Evidence from a Field Experiment (2020, background): “[55] Romano, Joseph, Azeem Shaikh and Michael Wolf (2010).”
Doubly robust difference-in-differences estimators (2018, unknown): “…based on traditional t-tests and/or individual confidence intervals (or p-values) are inappropriate: significant treatment effects may emerge simply by chance, even when all treatment effects are equal to zero, see e.g. Romano and Wolf (2005), Anderson (2008) and section 8 of Romano et al. (2010).”
A Simple Parametric Model Selection Test (2014, methodology): “…our test statistic to the comparison of models defined by moment conditions that can be estimated by GMM. Fourth, we could use our test to rank more than two models by incorporating it into a multiple testing framework in the usual way (e.g., Lehmann and Romano 2005; Romano, Shaikh, and Wolf 2010).”
Statistical arbitrage pairs trading strategies: Review and outlook (2017, unknown): “Several authors have capitalized on their findings to further improve the methodology. Avellaneda and Lee (2010) successfully apply a variant of Eliott et al.”
The Medium-Term Impacts of High-Achieving Charter Schools (2015, unknown): “We also present results from the more conservative Holm step-down method described in Romano, Shaikh, and Wolf ð2010Þ, which controls the familywise error rate without taking into account the dependence structure of the test statistics.”