Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics)

by Leslie Godfrey (Author)

• New

  Paperback
  2009

  $104.50

  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.