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Bootstrap Tests for Regression Models - Palgrave Texts in Econometrics
L. Godfrey
Bootstrap Tests for Regression Models - Palgrave Texts in Econometrics
L. Godfrey
An accessible discussion examining computationally-intensive techniques and bootstrap methods, providing ways to improve the finite-sample performance of well-known asymptotic tests for regression models. This book uses the linear regression model as a framework for introducing simulation-based tests to help perform econometric analyses.
346 pages, 1, black & white illustrations
Media | Books Hardcover Book (Book with hard spine and cover) |
Released | July 31, 2009 |
ISBN13 | 9780230202306 |
Publishers | Palgrave Macmillan |
Pages | 329 |
Dimensions | 140 × 216 × 20 mm · 521 g |
Language | English |
See all of L. Godfrey ( e.g. Hardcover Book and Paperback Book )