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Bootstrap Tests for Regression Models

Bootstrap Tests for Regression Models

Paperback

Series: Palgrave Texts in Econometrics

Business GeneralEconomics

ISBN10: 0230202314
ISBN13: 9780230202313
Publisher: Springer Nature
Published: Jul 31 2009
Pages: 329
Weight: 0.95
Height: 0.80 Width: 5.40 Depth: 8.40
Language: English
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.

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Economics