Bootstrap Tests for regression Models

Leslie Godfrey

ISBN 10: 0230202314 ISBN 13: 9780230202313

Editorial: Palgrave Macmillan, 2009

Idioma: Ingl�s

Condici�n: Usado - Bueno Encuadernaci�n de tapa blanda

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Descripci�n

Cover is lightly worn along edges. Binding is tight. Inside is clean and unmarked.

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Detalles bibliogr�ficos

T�tulo

Bootstrap Tests for regression Models

Editor

Palgrave Macmillan

Fecha de publicaci�n

2009

Idioma

Ingl�s

ISBN 10

0230202314

ISBN 13

9780230202313

Encuadernaci�n

Soft cover

Estado

Very good

Estado de la sobrecubierta

No jacket

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Sinopsis

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.

Acerca del 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.

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