Bootstrap Tests for Regression Models - L. Godfrey
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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.
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Aprašymas
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.
Vairāk informācijas
| Autors | L. Godfrey |
|---|---|
| Izdevējs | Palgrave MacMillan UK |
| Izlaides gads | 2009 |
| Vāka tips | Mīkstais vāks |
| EAN | 9780230202313 |