Bootstrap Tests for Regression Models

Beschreibung

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.

Autor*in

L. Godfrey

Themen in »Bootstrap Tests for Regression Models«

dynamic models econometrics regression Simulation

Stimmen zu »Bootstrap Tests for Regression Models«

Details

Link teilen