Footnote:
In: Economics Letters, Forthcoming
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 28, 2013 erstellt
Description:
We propose an adaptive truncated product method that facilitates the selection of the truncation point among a set of candidates. To efficiently estimate the distribution of the proposed method when the p-values are correlated, we develop a single-layer bootstrap procedure