Bootstrap Tests for Regression Models
| By: | L. Godfrey |
| Publisher: | Springer Nature |
| Print ISBN: | 9780230202313 |
| eText ISBN: | 9780230233737 |
| Edition: | 0 |
| Copyright: | 2009 |
| Format: | Page Fidelity |
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Table of Contents
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.