Tag Archives: data snooping

Is two still the magic number?

Posted on August 16, 2014 by lstake

When doing data analysis, we have come to regard two as the threshold that a t-statistic must clear in order to declare a variable statistically significant. As most readers will know, this critical value ensures a 5% level of significance given a … Continue reading →

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Data snooping in a nutshell

Posted on June 29, 2014 by lstake

Data snooping is pervasive in financial research, both in academia and in industry. In my experience, the level of awareness about data snooping varies widely among practitioners. All too often, however, huge amounts of time and effort are wasted by following a … Continue reading →

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