Bootstrap tests for regression models
β Leslie Godfrey
π Library
π
2009
π Palgrave Macmillan
π English
β¦ LIBER β¦
π
Bootstrap Tests for Regression Models
β Scribed by Leslie Godfrey (auth.)
- Publisher
- Palgrave Macmillan UK
- Year
- 2009
- Tongue
- English
- Leaves
- 342
- Series
- Palgrave Texts in Econometrics
- Edition
- 1
- Category
- Library
β¬ Acquire This Volume
No coin nor oath required. For personal study only.
β¦ Synopsis
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.
β¦ Table of Contents
Front Matter....Pages i-xiii
Tests for Linear Regression Models....Pages 1-43
Simulation-based Tests: Basic Ideas....Pages 44-80
Simulation-based Tests for Regression Models with IID Errors: Some Standard Cases....Pages 81-133
Simulation-based Tests for Regression Models with IID Errors: Some Non-standard Cases....Pages 134-176
Bootstrap Methods for Regression Models with Non-IID Errors....Pages 177-217
Simulation-based Tests for Regression Models with Non-IID Errors....Pages 218-265
Simulation-based Tests for Non-nested Regression Models....Pages 266-302
Epilogue....Pages 303-304
Back Matter....Pages 305-329
β¦ Subjects
Econometrics; Statistics for Business/Economics/Mathematical Finance/Insurance; Economic Theory/Quantitative Economics/Mathematical Methods
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