Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics)
Leslie Godfrey
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Description for Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics)
Paperback. 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. Series: Palgrave Texts in Econometrics. Num Pages: 342 pages, 1 black & white illustrations, biography. BIC Classification: KCHS. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 216 x 138 x 20. Weight in Grams: 426.
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.
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.
Product Details
Format
Paperback
Publication date
2009
Publisher
Palgrave Macmillan
Number of pages
344
Condition
New
Series
Palgrave Texts in Econometrics
Number of Pages
329
Place of Publication
Basingstoke, United Kingdom
ISBN
9780230202313
SKU
V9780230202313
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Leslie Godfrey
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.
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