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Bootstrap Tests for Regression Models - Palgrave Texts in Econometrics L. Godfrey
Bootstrap Tests for Regression Models - Palgrave Texts in Econometrics
L. Godfrey
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.
346 pages, 1, black & white illustrations
| Médium | Knihy Hardcover Book (Kniha s pevnou väzbou a obalom) |
| Vydané | 31. júla 2009 |
| ISBN13 | 9780230202306 |
| Vydavatelia | Palgrave Macmillan |
| Strany | 329 |
| Rozmery | 140 × 216 × 20 mm · 521 g |
| Jazyk | Angličtina |
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