Bootstrap Tests for Regression Models (e-bog) af Godfrey, L.
Godfrey, L. (forfatter)

Bootstrap Tests for Regression Models e-bog

875,33 DKK (inkl. moms 1094,16 DKK)
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.
E-bog 875,33 DKK
Forfattere Godfrey, L. (forfatter)
Udgivet 29 juli 2009
Genrer Economics, Finance, Business and Management
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9780230233737
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.