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 test...
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| Format: | eBook |
| Language: | English |
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London
Palgrave Macmillan UK
2009, 2009
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| Series: | Palgrave Texts in Econometrics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
| Summary: | 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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| Physical Description: | XIII, 329 p online resource |
| ISBN: | 9780230233737 |