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£60.93

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

Name: Bootstrap Tests for Regression Models (Palgrave Texts in Econometrics)
Brand: MACMILLAN
Price: 64.27 GBP
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Econometrics

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Product Description 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. Book Description This book provides an accessible discussion of simulation-based methods for testing hypotheses in linear regression models About the Author LESLIE GODFREY is Professor of Econometrics at the University of York, UK and a Fellow of the Journal of Econometrics. He has served on the editorial boards of Econometric Theory and Econometric Reviews. His articles have been published in leading journals, including Econometrica, Journal of Econometrics and Review of Economics and Statistics.

Product Specifications

Brand: MACMILLAN
Format: hardcover
ASIN: 0230202306
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 31 July 2009
Listed Since: 09 December 2008

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

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