Bootstrap Tests for Regression Models

By Leslie Godfrey

Book Overview

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.

• Format: Paperback
• Language: English
• ISBN: 0230202314
• ISBN13: 9780230202313
• Release Date: July 2009
• Publisher: Palgrave MacMillan
• Length: 329 Pages
• Weight: 0.95 lbs.
• Dimensions: 0.8" x 5.4" x 8.4"