Bootstrap Tests for Regression Models

Godfrey, Leslie

ISBN 10: 0230202306 / ISBN 13: 9780230202306

Published by Palgrave Macmillan, 2009

About this Item

224 pages. 8.75x5.75x1.25 inches. In Stock.

Seller Inventory # x-0230202306

Bibliographic Details

• Title: Bootstrap Tests for Regression Models
• Publisher: Palgrave Macmillan
• Publication Date: 2009
• Language: English
• ISBN 10: 0230202306
• ISBN 13: 9780230202306
• Binding: Hardcover
• Condition: Brand New

About this title

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.