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Bootstrap Tests for Regression Models - Palgrave Texts in Econometrics L. Godfrey
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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.
344 pages, 30 black & white tables
| Médias | Livres Paperback Book (Livre avec couverture souple et dos collé) |
| Validé | 31 juillet 2009 |
| ISBN13 | 9780230202313 |
| Éditeurs | Palgrave Macmillan |
| Pages | 329 |
| Dimensions | 138 × 216 × 20 mm · 430 g |
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