Godfrey Leslie:
Bootstrap Tests For Regression Models

Palgrave Macmillan (United Kingdom), 2009
Paperback, 344 pages
Size: 216x138 mm
ISBN: 9780230202313
ISBN-10: 0230202314

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Bootstrap Tests For Regression Models

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.

Related links:

Leslie Godfrey
Economic statistics
Econometrics
Economics
Economics, finance, business and industry
Palgrave Macmillan

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Leslie Godfrey
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