Bootstrap Tests for Regression Models - Rilegato

Godfrey, L.

Rilegato

ISBN 10: 0230202306 ISBN 13: 9780230202306

Casa editrice: Springer-Verlag GmbH, 2009

Riassunto

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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Informazioni sull?autore

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.

Dettagli dell'edizione

• Editore: Springer-Verlag GmbH
• Data di pubblicazione: 2009
• Lingua: Inglese
• ISBN 10: 0230202306
• ISBN 13: 9780230202306
• Rilegatura: Copertina rigida
• Numero di pagine: 344
• Contatto del produttore: non disponibile
• Persona responsabile: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3,69115 Heidelberg, Germany; Heidelberg; 69115; Germania