Palgrave Texts in Econometrics

Godfrey, L.

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.

Details

Published by: Palgrave Macmillan

Publication Date: 2009-07-31

Format: Hardcover

ISBN-13: 9780230202306

DOI: 10.1057/9780230233737

Dimensions: 216cm x140cm

Pages: 329