Bootstrap Tests for Regression Models

L. Godfrey

ISBN 10: 0230202306 / ISBN 13: 9780230202306

Published by Palgrave Macmillan UK, Palgrave Macmillan UK Jul 2009, 2009

About this Item

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 bookuses the linear regression model as a framework for introducing simulation-based tests to help perform econometric analyses.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 344 pp. Englisch.

Seller Inventory # 9780230202306

Bibliographic Details

• Title: Bootstrap Tests for Regression Models
• Publisher: Palgrave Macmillan UK, Palgrave Macmillan UK Jul 2009
• Publication Date: 2009
• Language: English
• ISBN 10: 0230202306
• ISBN 13: 9780230202306
• Binding: Buch
• Condition: Neu

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.