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Bootstrap Tests for Regression Models (Hardcover)

Author: Godfrey, Leslie

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Product Overview

This volume contains 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. The book uses the linear regression model as a framework for introducing simulation-based tests to help perform econometric analyses.

Specifications

Publisher Palgrave Macmillan
Mfg Part# 9780230202306
SKU 210613734
Format Hardcover
ISBN10 0230202306
Release Date 9/1/2009
Product Attributes
Book Format Hardcover
Number of Pages 0329
Publisher Palgrave MacMillan
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