Advertisement

Bootstrap Tests for Regression Models

  • Authors
  • Leslie¬†Godfrey

Part of the Palgrave Texts in Econometrics book series (PTEC)

Table of contents

About this book

Introduction

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.

Keywords

dynamic models econometrics regression Simulation

Bibliographic information

Industry Sectors
Biotechnology
Finance, Business & Banking
Consumer Packaged Goods
Oil, Gas & Geosciences