Bootstrap Tests for Regression Models

 4,500

SKU: 9780230202306

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.

Key Features

  • Pages: 348
  • Publication date: 2009-07-31
  • Language: EN

Imported by ISBN.

Author

L. Godfrey

Publisher

Palgrave Macmillan

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