Bootstrap Tests for Regression Models Paperback / softback
Part of the Palgrave Texts in Econometrics series
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 / softback
- Pages: 329 pages, 1 Illustrations, black and white; XIII, 329 p. 1 illus.
- Publisher: Palgrave Macmillan
- Publication Date: 30/07/2009
- Category: Economic statistics
- ISBN: 9780230202313