Year 2000: A Reality Check

A Reality Check For Data Snooping

The Calendar Native Speaker

to the 2000-2001 academic year! I am pleased to announce that we have finally organized a Web site for the Labs. Please check it out. The URL is: http://humanities.uchicago.edu/lla. We are interested in your comments, criticisms and suggestions. A Web site is always a work in progress, but that is especially the case for ours this year. Our primary goal is to create a site that is useful for th...

A Test for the Distributional Comparison of Simulated and Historical Data

In this note, we apply the testing methodology of Corradi and Swanson (2003a), which is based on a distributional generalization of White’s (2000) reality check in order to examine the “distributional fit” of alternative real business cycle models. Parameter calibration and estimation error is found to matter much less than distributional assumptions, when some simple illustrative macroeconomic...

Reporting of medical errors: time for a reality check.

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Re-Examining the Profitability of Technical Analysis with White’s Reality Check

In this paper, we re-examine the profitability of technical analysis using the Reality Check of White (2000, Econometrica) that corrects the data snooping bias. Comparing to previous studies, we study a more complete “universe” of trading techniques, including not only simple trading rules but also investor’s strategies, and we test the profitability of these rules and strategies with four main...