Bootstrap Tests for Regression Models von L. Godfrey | ISBN 9780230202313

Bootstrap Tests for Regression Models

von L. Godfrey
Buchcover Bootstrap Tests for Regression Models | L. Godfrey | EAN 9780230202313 | ISBN 0-230-20231-4 | ISBN 978-0-230-20231-3

Bootstrap Tests for Regression Models

von 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.