Bootstrap Tests for Regression Models

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.

Publication Year: 2009
Imprint: Palgrave Macmillan UK
Format: H
Weight (Gram): 567