Format:
XIII, 329 S.
Edition:
1. publ.
ISBN:
978-0-230-20230-6
,
978-0-230-20231-3
,
0-230-20230-6
,
0-230-20231-4
Series Statement:
Palgrave texts in econometrics
Content:
"Modern computer systems are now so powerful that they can be used to carry out simulation-based statistical investigations without involving delays or the need to access high levels of equipment. When carrying out econometric analyses, the routine use of computer-based methods offers a valuable alternative to the standard approach in which approximations are based upon what happens as the sample size grows without limit. Applied work has to be based upon a finite number of observations. Computationally-intensive techniques and, in particular, bootstrap methods provide ways to improve the finite-sample performance of well-known tests. Bootstrap tests can also be employed when conventional theory does not lead to a test statistic, which can be compared with critical values from some standard distribution. This book uses the familiar linear regression model as a framework for introducing simulation-based tests to applied workers, students and others who carry out empirical econometric analyses." -- Publisher's description.
Note:
Literaturverz. S. 305 - 317
Language:
English
Subjects:
Economics
Keywords:
Lineares Regressionsmodell
;
Bootstrap-Statistik
;
Regressionsanalyse
URL:
http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017628094&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
