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Bootstrap Tests for Regression Models /

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 test...

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Bibliographic Details
Main Author: Godfrey, Leslie (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2009.
Series:Palgrave texts in econometrics.
Subjects:
Economics.
Econometrics.
Economic Theory/Quantitative Economics/Mathematical Methods.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Statistics.
Electronic books.
Online Access:Connect to the full text of this electronic book
Description
Summary: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.
Item Description:Electronic resource.
Physical Description:1 online resource (XIII, 329 pages)
ISBN:9780230233737
DOI:10.1057/9780230233737