by Leslie Godfrey (Author)
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.
Format: Hardcover
Pages: 224
Publisher: Palgrave Macmillan
Published: 31 Jul 2009
ISBN 10: 0230202306
ISBN 13: 9780230202306