Bootstrap Tests for Regression Models
| Author | : L. Godfrey |
| Publisher | : Springer |
| Total Pages | : 342 |
| Release | : 2009-07-29 |
| ISBN-10 | : 9780230233737 |
| ISBN-13 | : 0230233732 |
| Rating | : 4/5 (732 Downloads) |
Book Synopsis Bootstrap Tests for Regression Models by : L. Godfrey
Download or read book Bootstrap Tests for Regression Models written by L. Godfrey and published by Springer. This book was released on 2009-07-29 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
