Bootstrap Tests for Regression Models (by Leslie Godfrey)
Publisher: Palgrave Macmillan | ISBN: 0230202306 edition 2009 | PDF | 224 pages | 1.2 mb
This volume contains an accessible discussion examining computationally-intensive techniques and bootstrap methods, providingways to improve the finite-sample performance of well-known asymptotictests for regression models. The book uses the linear regression modelas a framework for introducing simulation-based tests to help perform econometric analyses.