Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics)

Godfrey, L.

ISBN 10: 0230202306 / ISBN 13: 9780230202306

Editore: Palgrave Macmillan, 2009

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Codice articolo SHAK65345

Dati bibliografici

• Titolo: Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics)
• Editore: Palgrave Macmillan
• Data di pubblicazione: 2009
• Lingua: Inglese
• ISBN 10: 0230202306
• ISBN 13: 9780230202306
• Rilegatura: Rilegato
• Condizione: nuovo

Descrizione articolo

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.

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.