Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics)
Description
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.
Keywords
BOOTSTRAP (STATISTICS)ECONOMETRICSREGRESSION ANALYSIS
2009Book
Author(s)L. G. Godfrey
PublisherPalgrave Macmillan
ISBN9780230202306
LanguageEnglish
