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Bootstrap Tests for Regression Models 2009th Edition
Author(s): L. Godfrey (Author)
- Publisher: Palgrave Macmillan
- Publication Date: July 31, 2009
- Edition: 2009th
- Language: English
- Print length: 342 pages
- ISBN-10: 0230202314
- ISBN-13: 9780230202313
Book 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.
Editorial Reviews
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.
