Cover of L. Godfrey: Bootstrap Tests for Regression Models

L. Godfrey Bootstrap Tests for Regression Models

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Palgrave Macmillan UK

2009

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978-0-230-23373-7

0-230-23373-2

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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.

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