Bootstrap tests for regression models

Bootstrap Tests for Regression Models

✍ Leslie Godfrey (auth.) 📂 Library 📅 2009 🏛 Palgrave Macmillan UK 🌐 English

<p>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 t

Bootstrap Tests for Regression Models (P

📁 Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics)

✍ Leslie Godfrey 📂 Library 📅 2009 🌐 English

This volume contains 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. The book uses the linear regression model as a framework for introducing s

Bootstrap Tests for Regression Models (P

📁 Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics)

✍ Leslie Godfrey 📂 Library 📅 2009 🏛 Palgrave Macmillan 🌐 English

This volume contains 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. The book uses the linear regression model as a framework for introducing s

On Small Properties of Permutation Tests

📁 On Small Properties of Permutation Tests: A Significance Test for Regression Models

✍ Tanizaki H. 📂 Library 📅 2009 🌐 English

Testing for Random Walk Coefficients in

📁 Testing for Random Walk Coefficients in Regression and State Space Models

✍ Dr. Martin Moryson (auth.) 📂 Library 📅 1998 🏛 Physica-Verlag Heidelberg 🌐 English

<p>Regression and state space models with time varying coefficients are treated in a thorough manner. State space models are introduced as a means to model time varying regression coefficients. The Kalman filter and smoother recursions are explained in an easy to understand fashion. The main part of

The Linear Regression Model Under Test

📁 The Linear Regression Model Under Test

✍ Professor Dr. Walter Krämer, Dr. Harald Sonnberger (auth.) 📂 Library 📅 1986 🏛 Physica-Verlag Heidelberg 🌐 English

<p>This monograph grew out of joint work with various dedicated colleagues and students at the Vienna Institute for Advanced Studies. We would probably never have begun without the impetus of Johann Maurer, who for some time was the spiritus rector behind the Institute's macromodel of the Austrian e