Bootstrap Tests for Regression Models

Bootstrap Tests for Regression Models Godfrey L. Wydawca: Palgrave Macmillan Data wydania: 2009 ISBN: 9780230202313 Liczba stron: 329 Format: 216 x 138 x 20 Rodzaj oprawy: Paperback / softback Opis produktu: 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.