Construct · 1 fields · 1 citations

White's reality check: a standalone construct

One name. One construct. A landmark on the map.

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Econometrics

a bootstrap test of whether the best of many forecasting models beats a benchmark once the search across models is accounted for.

In econometrics, White's reality check refers to a bootstrap test of whether the best of many forecasting models beats a benchmark once the search across models is accounted for. This meaning comes from White (2000) in Econometrica.[1]

Unit
Recovery means
Measured by

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bootstrap3 fields · 3 citationsjingle · one word, three constructs check1 fields · 1 citationsanchor · a standalone construct search4 fields · 7 citationsjingle · one word, four constructs

References

White, H. (2000). A Reality Check for Data Snooping. Econometrica, 68(5), 1097-1126. https://doi.org/10.1111/1468-0262.00152

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