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Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics) - Hardcover

 
9780230202306: Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics)

Synopsis

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.

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About the Author

LESLIE GODFREY is Professor of Econometrics at the University of York, UK and a Fellow of the Journal of Econometrics. He has served on the editorial boards of Econometric Theory and Econometric Reviews. His articles have been published in leading journals, including Econometrica, Journal of Econometrics and Review of Economics and Statistics.

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9780230202313: Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics)

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Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 344 pp. Englisch. Seller Inventory # 9780230202306

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Buch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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. Seller Inventory # 9780230202306

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