Bootstrap Tests for Regression Models

Author(s): L. Godfrey
Publisher: Palgrave Macmillan
ISBN: 9780230202313
Edition:

$39,99

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Description

Description

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.