Bootstrap Tests for Regression Models by L Godfrey

  •
1 1

Bootstrap Tests for Regression Models by L Godfrey

Checking stock...
Checking stock...

Part of Palgrave Texts In Econometrics series

Summary

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.

The feel-good place to buy books
  • Free delivery in Ireland
  • Supporting authors with AuthorSHARE
  • 100% recyclable packaging
  • Proud to be a B Corp – A Business for good
  • Buy-back with Ziffit

Bootstrap Tests for Regression Models by L Godfrey

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 bookuses the linear regression model as a framework for introducing simulation-based tests to help perform econometric analyses.

You might also like

More books in the Palgrave Texts In Econometrics series
View all
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.
SKU Unavailable
ISBN 13 9780230202313
ISBN 10 0230202314
Title Bootstrap Tests for Regression Models
Author L Godfrey
Series Palgrave Texts In Econometrics
Condition Unavailable
Binding Type Paperback
Publisher Palgrave Macmillan
Year published 2009-07-31
Number of pages 329
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note Unavailable