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Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics) PDF

344 Pages·2009·1.028 MB·English
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by Leslie Godfrey| 2009| 344 pages| 1.028| English

About Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics)

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.

Detailed Information

Author:Leslie Godfrey
Publication Year:2009
ISBN:9780230202306
Pages:344
Language:English
File Size:1.028
Format:PDF
Price:FREE
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Most books are stored in the elastic cloud where traffic is expensive. For this reason, we have a limit on daily download.