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Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics)

Author Leslie Godfrey
Publisher Palgrave Macmillan
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Book Details
ISBN / ASIN0230202306
ISBN-139780230202306
AvailabilityUsually ships in 24 hours
Sales Rank7,922,888
MarketplaceUnited States 🇺🇸

Description

This volume contains 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. The book uses the linear regression model as a framework for introducing simulation-based tests to help perform econometric analyses.