Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics)

Godfrey, L.

ISBN 10: 0230202314 / ISBN 13: 9780230202313

Published by Palgrave Macmillan, 2009

About this Item

Like New.

Seller Inventory # ERICA80002302023146

Bibliographic Details

• 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: Like New
• Book Type: book

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.