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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
| Media | Bøker Pocketbok (Bok med mykt omslag og limt rygg) |
| Utgitt | 31. juli 2009 |
| ISBN13 | 9780230202313 |
| Utgivere | Palgrave Macmillan |
| Antall sider | 329 |
| Mål | 138 × 216 × 20 mm · 430 g |
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