Bootstrap Tests for Regression Models

Paperback Published on: 31/07/2009
Price: £89.99
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Synopsis

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.

Publisher information

  • Publisher: Palgrave Macmillan
  • ISBN: 9780230202313
  • Number of pages: 329
  • Dimensions: 216 x 140 mm
  • Languages: English

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