Joseph P. Romano

Stanford University - Department of Statistics

Stanford, CA 94305

United States

SCHOLARLY PAPERS

20

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2,880

SSRN CITATIONS
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Top 3,815

in Total Papers Citations

464

CROSSREF CITATIONS

12

Scholarly Papers (20)

1.

Stepwise Multiple Testing as Formalized Data Snooping

UPF Working Paper No. 712
Number of pages: 36 Posted: 11 Jul 2004
Michael Wolf and Joseph P. Romano
University of Zurich - Department of Economics and Stanford University - Department of Statistics
Downloads 537 (97,854)
Citation 112

Abstract:

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Bootstrap, data snooping, familywise error, multiple testing, step-down method

2.
Downloads 263 (216,789)

Hypothesis Testing in Econometrics

Institute for Empirical Research in Economics University of Zurich Working Paper No. 444
Number of pages: 40 Posted: 25 Sep 2009
Joseph P. Romano, Azeem Shaikh and Michael Wolf
Stanford University - Department of Statistics, Stanford University - Department of Economics and University of Zurich - Department of Economics
Downloads 263 (215,630)
Citation 27

Abstract:

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asymptotics, multiple testing, optimality, resampling

Hypothesis Testing in Econometrics

Annual Review of Economics, Vol. 2, pp. 75-104, 2010
Posted: 18 Oct 2010
Joseph P. Romano, Azeem Shaikh and Michael Wolf
Stanford University - Department of Statistics, University of Chicago and University of Zurich - Department of Economics

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3.

Resurrecting Weighted Least Squares

University of Zurich, Department of Economics, Working Paper No. 172, Revised version
Number of pages: 49 Posted: 05 Sep 2014 Last Revised: 27 Oct 2016
Joseph P. Romano and Michael Wolf
Stanford University - Department of Statistics and University of Zurich - Department of Economics
Downloads 213 (265,683)
Citation 6

Abstract:

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Conditional heteroskedasticity, HC standard errors, weighted least squares

4.

Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing

UPF Economics and Business Working Paper No. 727
Number of pages: 28 Posted: 12 Jul 2004
Joseph P. Romano and Michael Wolf
Stanford University - Department of Statistics and University of Zurich - Department of Economics
Downloads 190 (294,864)
Citation 45

Abstract:

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Bootstrap, familywise error rate, multiple testing, permutation test, randomization test, stepdown procedure, subsampling

5.

Control of the False Discovery Rate Under Dependence Using the Bootstrap and Subsampling

University of Zurich Working Paper No. 337
Number of pages: 33 Posted: 29 Oct 2007 Last Revised: 17 Dec 2008
Joseph P. Romano, Azeem Shaikh and Michael Wolf
Stanford University - Department of Statistics, Stanford University - Department of Economics and University of Zurich - Department of Economics
Downloads 189 (296,252)
Citation 14

Abstract:

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Bootstrap, Subsampling, False Discovery Rate, Multiple Testing, Stepdown Procedure

6.

Improving Weighted Least Squares Inference

University of Zurich, Department of Economics, Working Paper No. 232, Revised version
Number of pages: 44 Posted: 12 Aug 2016 Last Revised: 21 Nov 2017
Cyrus DiCiccio, Joseph P. Romano and Michael Wolf
Stanford University - Department of Statistics, Stanford University - Department of Statistics and University of Zurich - Department of Economics
Downloads 178 (312,387)

Abstract:

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Bootstrap, conditional heteroskedasticity, HC standard errors

7.

The Romano-Wolf Multiple Hypothesis Correction in Stata

IZA Discussion Paper No. 12845
Number of pages: 32 Posted: 06 Jan 2020
Damian Clarke, Joseph P. Romano and Michael Wolf
University of Oxford - Department of Economics, Stanford University - Department of Statistics and University of Zurich - Department of Economics
Downloads 171 (323,592)
Citation 50

Abstract:

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bootstrap, familywise error rate, multiple hypothesis testing, permutation methods, rwolf, step-down procedure

8.

Testing for Monotonicity in Expected Asset Returns

Number of pages: 37 Posted: 07 Jun 2011 Last Revised: 24 Jan 2013
Joseph P. Romano and Michael Wolf
Stanford University - Department of Statistics and University of Zurich - Department of Economics
Downloads 159 (344,347)
Citation 7

Abstract:

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Bootstrap, CAPM, Monotonicity tests, Non-monotonic relations

9.

Improved Nonparametric Confidence Intervals in Time Series Regressions

UPF Economics and Business Working Paper No. 635
Number of pages: 26 Posted: 17 Jun 2003
Joseph P. Romano and Michael Wolf
Stanford University - Department of Statistics and University of Zurich - Department of Economics
Downloads 147 (367,440)
Citation 6

Abstract:

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Bootstrap, confidence intervals, studentization, time series regressions, prewhitening

10.

Optimal Testing of Multiple Hypotheses with Common Effect Direction

University of Zurich, Institute for Empirical Research in Economics Working Paper No. 307
Number of pages: 20 Posted: 02 Nov 2006 Last Revised: 21 Oct 2008
Bittman Biostat, Inc., Stanford University - Department of Statistics, Takeda Pharmaceuticals and University of Zurich - Department of Economics
Downloads 119 (432,451)
Citation 2

Abstract:

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Closure Method, Consonance, Familywise Error Rate, Multiple Endpoints, Multiple Testing, O'Brien's method

Inference for Ranks with Applications to Mobility across Neighborhoods and Academic Achievement across Countries

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-16
Number of pages: 80 Posted: 24 Mar 2020
Magne Mogstad, Joseph P. Romano, Azeem Shaikh and Daniel Wilhelm
University of Chicago, Stanford University - Department of Statistics, University of Chicago and University College London
Downloads 97 (504,409)
Citation 3

Abstract:

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Confidence sets, Directional errors, Familywise error rate, Intergenerational mobility, Multiple testing, PISA, Ranks

Inference for Ranks with Applications to Mobility Across Neighborhoods and Academic Achievement Across Countries

NBER Working Paper No. w26883
Number of pages: 101 Posted: 16 May 2020 Last Revised: 16 Jun 2023
Magne Mogstad, Joseph P. Romano, Azeem Shaikh and Daniel Wilhelm
University of Chicago, Stanford University - Department of Statistics, University of Chicago and University College London
Downloads 14 (1,054,541)

Abstract:

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12.

Efficient Computation of Adjusted P-Values for Resampling-Based Stepdown Multiple Testing

University of Zurich, Department of Economics, Working Paper No. 219
Number of pages: 7 Posted: 25 Feb 2016
Joseph P. Romano and Michael Wolf
Stanford University - Department of Statistics and University of Zurich - Department of Economics
Downloads 102 (483,950)
Citation 35

Abstract:

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Adjusted p-values, multiple testing, resampling, stepdown procedure

13.

Inference in Experiments with Matched Pairs

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2019-63
Number of pages: 37 Posted: 02 May 2019
Yuehao Bai, Azeem Shaikh and Joseph P. Romano
University of Michigan at Ann Arbor - Department of Economics, University of Chicago and Stanford University - Department of Statistics
Downloads 90 (524,960)
Citation 8

Abstract:

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experiment, matched pairs, matched pairs t-test, permutation test, randomized controlled trial, treatment assignment, two-sample t-test

Statistical Uncertainty in the Ranking of Journals and Universities

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2022-34
Number of pages: 17 Posted: 07 Mar 2022
Magne Mogstad, Joseph P. Romano, Azeem Shaikh and Daniel Wilhelm
University of Chicago, Stanford University - Department of Statistics, University of Chicago and University College London
Downloads 57 (687,493)
Citation 1

Abstract:

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Statistical Uncertainty in the Ranking of Journals and Universities

NBER Working Paper No. w29768
Number of pages: 16 Posted: 21 Feb 2022 Last Revised: 04 May 2023
Magne Mogstad, Joseph P. Romano, Azeem Shaikh and Daniel Wilhelm
University of Chicago, Stanford University - Department of Statistics, University of Chicago and University College London
Downloads 25 (935,771)

Abstract:

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15.

Consonance and the Closure Method in Multiple Testing

University of Zurich Institute for Empirical Research in Economics Working Paper No. 446
Number of pages: 21 Posted: 25 Sep 2009
Joseph P. Romano, Azeem Shaikh and Michael Wolf
Stanford University - Department of Statistics, Stanford University - Department of Economics and University of Zurich - Department of Economics
Downloads 80 (564,044)

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Multiple Testing, Closure Method, Coherence, Consonance, Familywise Error Rate

16.

A Practical Two-Step Method for Testing Moment Inequalities

University of Zurich, Department of Economics, Working Paper No. 90
Number of pages: 33 Posted: 30 Aug 2012 Last Revised: 23 Apr 2014
Joseph P. Romano, Azeem Shaikh and Michael Wolf
Stanford University - Department of Statistics, University of Chicago and University of Zurich - Department of Economics
Downloads 69 (612,607)
Citation 21

Abstract:

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Bonferonni inequality, bootstrap, moment inequalities, partial identification, uniform validity

17.

Multiple Testing of One-Sided Hypotheses: Combining Bonferroni and the Bootstrap

University of Zurich, Department of Economics, Working Paper No. 254
Number of pages: 19 Posted: 02 Aug 2017
Joseph P. Romano and Michael Wolf
Stanford University - Department of Statistics and University of Zurich - Department of Economics
Downloads 66 (627,003)
Citation 5

Abstract:

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Bonferroni, Multiple Hypothesis Testing, Stepwise Method

18.

Balanced Control of Generalized Error Rates

University of Zurich Institute for Empirical Research in Economics Working Paper No. 379
Number of pages: 40 Posted: 26 Aug 2008
Joseph P. Romano and Michael Wolf
Stanford University - Department of Statistics and University of Zurich - Department of Economics
Downloads 50 (715,682)
Citation 10

Abstract:

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Bootstrap, False Discovery Proportion, Generalized familywise error rate, Multiple Testing, Stepdown procedure

Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2021-134
Number of pages: 44 Posted: 14 Nov 2021 Last Revised: 23 Nov 2021
University of Chicago, University of Chicago, Stanford University - Department of Statistics, University of Chicago and University College London
Downloads 23 (956,111)

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Confidence sets, Multinomial Data, Multiple Testing, Polls, Ranks, Surveys

Finite- and Large-Sample Inference for Ranks Using Multinomial Data with an Application to Ranking Political Parties

NBER Working Paper No. w29519
Number of pages: 44 Posted: 29 Nov 2021 Last Revised: 27 Feb 2022
University of Chicago, University of Chicago, Stanford University - Department of Statistics, University of Chicago and University College London
Downloads 10 (1,097,740)

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20.

Covariate Adjustment in Experiments with Matched Pairs

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2023-24
Number of pages: 78 Posted: 17 Feb 2023
University of Michigan at Ann Arbor - Department of Economics, Fudan University - Fanhai International School of Finance (FISF), Stanford University - Department of Statistics, University of Chicago and Singapore Management University
Downloads 31 (854,223)

Abstract:

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Experiment, matched pairs, covariate adjustment, randomized controlled trial, treatment assignment, LASSO