Home » Bootstrap Tests for Regression Models by Leslie Godfrey
Bootstrap Tests for Regression Models Leslie Godfrey

Bootstrap Tests for Regression Models

Leslie Godfrey

Published September 15th 2009
ISBN : 9780230202313
Paperback
344 pages
Enter the sum

 About the Book 

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