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.
| ISBN-13: | 9780230202306 |
| ISBN-10: | 0230202306 |
| Publisher: | Palgrave Macmillan |
| Publication date: | 2009-07-31 |
| Edition description: | 2009 |
| Pages: | 342 |
| Product dimensions: | Height: 9 Inches, Length: 6 Inches, Weight: 1.25002102554 Pounds, Width: 1 Inches |
| Author: | L. Godfrey |
| Language: | en |
| Binding: | Hardcover |
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