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.

Juli 2009, ca. 329 Seiten, Palgrave Texts in Econometrics, Englisch
Springer EN
978-0-230-20230-6

Weitere Titel der Reihe: Palgrave Texts in Econometrics

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