Good - Bumped and creased book with tears to the extremities, but not affecting the text block, may have remainder mark or previous owner's name - GOOD Standard-sized.

N� de ref. del art�culo M0230202306Z3

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Detalles bibliogr�ficos

T�tulo: Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics)
Editor: Palgrave Macmillan
Fecha de publicaci�n: 2009
Idioma: Ingl�s
ISBN 10: 0230202306
ISBN 13: 9780230202306
Encuadernaci�n: Hardcover
Estado: Good

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Sinopsis

Modern computer systems are now so powerful that they can be used to carry out simulation-based statistical investigations without involving delays or the need to access high levels of equipment. When carrying out econometric analyses, the routine use of computer-based methods offers a valuable alternative to the standard approach in which approximations are based upon what happens as the sample size grows without limit. Applied work has to be based upon a finite number of observations. Computationally-intensive techniques and, in particular, bootstrap methods provide ways to improve the finite-sample performance of well-known tests. Bootstrap tests can also be employed when conventional theory does not lead to a test statistic, which can be compared with critical values from some standard distribution. This book uses the familiar linear regression model as a framework for introducing simulation-based tests to applied workers, students and others who carry out empirical econometric analyses.

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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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