Bootstrap Tests for Regression Models - L. Godfrey
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Saadetis 17-23 tööpäeva jooksul
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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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Kirjeldus
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.
Lisateave
| Autor | L. Godfrey |
|---|---|
| Kirjastaja | Palgrave Macmillan UK |
| Series | Palgrave Texts in Econometrics |
| Väljalaskeaasta | 2009 |
| Kaanetüüp | Kõvakaaneline |
| EAN | 9780230202306 |