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Bootstrap Tests for Regression Models - L. Godfrey - Bog

Bag om Bootstrap Tests for Regression Models

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780230202313
  • Indbinding:
  • Paperback
  • Sideantal:
  • 329
  • Udgivet:
  • 31. juli 2009
  • Størrelse:
  • 138x216x20 mm.
  • Vægt:
  • 426 g.
  • 8-11 hverdage.
  • 27. november 2024

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  • BLACK NOVEMBER

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Bootstrap Tests for Regression Models

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.

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