BOOTSTRAP TESTS FOR REGRESSION MODELS (PALGRAVE TEXTS IN ECONOMETRICS)
LESLIE GODFREY
ISBN 10: 0230202306 ISBN 13: 9780230202306
Published by Palgrave Macmillan, 2009
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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.
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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Title: BOOTSTRAP TESTS FOR REGRESSION MODELS (...
Publisher: Palgrave Macmillan
Publication Date: 2009
Binding: Hardcover
Condition: Brand New
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