Bootstrap Tests for Regression Models

Bootstrap Tests for Regression Models by Leslie Godfrey
English | PDF | 2009 | 343 Pages | ISBN : 0230202306 | 1 MB
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.