Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics)

Godfrey, L.

ISBN 10: 0230202314 / ISBN 13: 9780230202313

Verlag: Palgrave Macmillan, 2009

Beschreibung

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Bestandsnummer des Verkäufers rev4286281116

Bibliografische Details

• Titel: Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics)
• Verlag: Palgrave Macmillan
• Erscheinungsjahr: 2009
• Sprache: Englisch
• ISBN-10: 0230202314
• ISBN-13: 9780230202313
• Einband: Softcover
• Zustand: Good

Über diesen Titel

Inhaltsangabe

This book contains 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.

Über die Autorin bzw. den Autor

LESLIE GODFREY is Professor of Econometrics at the University of York, UK and a Fellow of the Journal of Econometrics. He has served on the editorial boards of Econometric Theory and Econometric Reviews. His articles have been published in leading journals, including Econometrica, Journal of Econometrics and Review of Economics and Statistics.