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 |
Published: |
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 |