MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02071nam a22002417a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
ZW-GwMSU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20240503081740.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
230627b |||||||| |||| 00| 0 eng d |
| 022 ## - INTERNATIONAL STANDARD SERIAL NUMBER |
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| International Standard Serial Number |
13504851 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
MSU |
| Transcribing agency |
MSU |
| Description conventions |
rda |
| Language of cataloging |
English |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HB1.A666 APP |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Cummins, M |
| Relator term |
author |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Multiple comparisons problem: |
| Remainder of title |
recent advances applied to energy and emissions |
| Statement of responsibility, etc. |
created by M. Cummins |
| 264 1# - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
New York: |
| Name of producer, publisher, distributor, manufacturer |
Taylor and Francis, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2013 |
| 336 ## - CONTENT TYPE |
|---|
| Source |
rdacontent |
| Content type term |
text |
| Content type code |
txt |
| 337 ## - MEDIA TYPE |
|---|
| Source |
rdamedia |
| Media type term |
unmediated |
| Media type code |
n |
| 338 ## - CARRIER TYPE |
|---|
| Source |
rdacarrier |
| Carrier type term |
volume |
| Carrier type code |
nc |
| 440 1# - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Applied economics letters |
| Volume/sequential designation |
Volume 20, number 9 |
| 520 3# - SUMMARY, ETC. |
|---|
| Summary, etc. |
Within the field of empirical finance, the econometric analysis of markets commonly suffers from the well-established problem of data-snooping bias, whereby there is a likelihood that statistically significant results may be identified by pure random chance alone. This is the multiple comparisons problem resulting from Multiple Hypothesis Testing (MHT). Recent advances in MHT techniques to control the multiple comparisons problem are uniquely showcased within a VAR and Granger causality testing of energy and emissions market interactions. Four generalized p-value-based MHT techniques show no evidence of interactions between European Union Allowance (EUA) prices and a range of energy prices – spanning key oil, gas, coal and electricity markets – over the first half or so (2008–2010) of Phase II of the EU Emissions Trading Scheme. The generalized familywise error rate procedures show evidence of regional and cross-regional interactions within European electricity markets. However, in contrast, the more conservative false discovery proportion procedures identify much fewer statistically significant relationship and, indeed, show little evidence of such cross-regional electricity market interactions. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Multiple comparisons problem |
| Form subdivision |
Multiple hypothesis testing |
| General subdivision |
Generalised familywise error rate |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
https://doi.org/10.1080/13504851.2012.761334 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
Journal Article |