Bootstrap Tests for Regression Models

Bootstrap Tests for Regression Models by L. Godfrey

By: L. Godfrey

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$48.99
 
 


ISBN
9780230233737
Date Released
Binding
eBook
 
 

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Description
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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.
ISBN:
9780230233737
Publication Date:
29 / 07 / 2009

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