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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Bibliographic Details
Main Author: Godfrey, Leslie
Format: eBook
Language:English
Published: London Palgrave Macmillan UK 2009, 2009
Series:Palgrave Texts in Econometrics
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
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520 |a 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