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Bootstrap Tests for Regression Models - Palgrave Texts in Econometrics L. Godfrey
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.
346 pages, 1, black & white illustrations
| Media | Boeken Hardcover Book (Boek met harde rug en kaft) |
| Vrijgegeven | 31 juli 2009 |
| ISBN13 | 9780230202306 |
| Uitgevers | Palgrave Macmillan |
| Pagina's | 329 |
| Afmetingen | 140 × 216 × 20 mm · 521 g |
| Taal en grammatica | Engels |