Title: Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics)
Publisher: Palgrave Macmillan
Publication Date: 2009
Language: English
ISBN 10: 0230202314
ISBN 13: 9780230202313
Binding: Paperback
Condition: Very Good

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.

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