Business & Economics Books:

Bootstrap Tests for Regression Models

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$287.00
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Description

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.

Author Biography:

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.
Release date NZ
July 31st, 2009
Author
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
Illustrations
1 Illustrations, black and white; XIII, 329 p. 1 illus.
Pages
329
Dimensions
140x216x20
ISBN-13
9780230202313
Product ID
3176913

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