Bootstrap Tests for Regression Models [electronic resource] /
Godfrey, L.author.
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.
Description based upon print version of record.
Cover; Contents; Preface; 1 Tests for Linear Regression Models; 2 Simulation-based Tests: Basic Ideas; 3 Simulation-based Tests for Regression Models with IID Errors: Some Standard Cases; 4 Simulation-based Tests for Regression Models with IID Errors: Some Non-standard Cases; 5 Bootstrap Methods for Regression Models with Non-IID Errors; 6 Simulation-based Tests for Regression Models with Non-IID Errors; 7 Simulation-based Tests for Non-nested Regression Models; 8 Epilogue; Bibliography; Author Index; Subject Index
Includes bibliographical references (p. 305-317) and indexes.
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.
Econometrics.
Statistics .
Economic theory.
Econometrics.
Statistics for Business, Management, Economics, Finance, Insurance.
Economic Theory/Quantitative Economics/Mathematical Methods.