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Bootstrap Tests for Regression Models - Palgrave Texts in Econometrics L. Godfrey
Bootstrap Tests for Regression Models - Palgrave Texts in Econometrics
L. Godfrey
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.
344 pages, 30 black & white tables
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 31. julija 2009 |
| ISBN13 | 9780230202313 |
| Založniki | Palgrave Macmillan |
| Strani | 329 |
| Dimenzije | 138 × 216 × 20 mm · 430 g |