Format:
Online-Ressource (xiii, 329 p)
Edition:
1. publ.
Edition:
Online-Ausg. 2011 Electronic reproduction; Available via World Wide Web
ISBN:
0230202306
,
0230202314
,
9780230202306
,
9780230202313
,
9780230233737
Series Statement:
Palgrave texts in econometrics
Content:
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
Content:
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
Note:
Includes bibliographical references (p. 305-317) and indexes
,
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
,
Electronic reproduction; Available via World Wide Web
Additional Edition:
Print version Bootstrap Tests for Regression Models
Language:
English
Subjects:
Economics
Keywords:
Bootstrap-Statistik
DOI:
10.1057/9780230233737
URL:
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