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portada Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics)
Type
Physical Book
Publisher
Author
Year
2009
Language
English
Pages
224
Format
Hardcover
ISBN
0230202306
ISBN13
9780230202306
Edition No.
2009
Categories

Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics)

L. Godfrey (Author) · Palgrave Macmillan · Hardcover

Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics) - L. Godfrey

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Synopsis "Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics) "

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.

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