Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics)
by Leslie Godfrey
Palgrave Macmillan | English | 2009 | ISBN: 0230202306 | 224 pages | PDF | 2.64 MB
“ 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 simulation-based tests to help perform econometric analyses.
发表于 2011-2-18 08:33:12