Godfrey, Leslie
Bootstrap Tests for Regression Models
Table of contents
1. Tests for Linear Regression Models
Leslie Godfrey
2. Simulation-based Tests: Basic Ideas
Leslie Godfrey
3. Simulation-based Tests for Regression Models with IID Errors: Some Standard Cases
Leslie Godfrey
4. Simulation-based Tests for Regression Models with IID Errors: Some Non-standard Cases
Leslie Godfrey
5. Bootstrap Methods for Regression Models with Non-IID Errors
Leslie Godfrey
6. Simulation-based Tests for Regression Models with Non-IID Errors
Leslie Godfrey
7. Simulation-based Tests for Non-nested Regression Models
Leslie Godfrey
8. Epilogue
Leslie Godfrey
Keywords: Economics, Econometrics, Statistics for Business/Economics/Mathematical Finance/Insurance, Economic Theory/Quantitative Economics/Mathematical Methods
- Author(s)
- Godfrey, Leslie
- Publisher
- Springer
- Publication year
- 2009
- Language
- en
- Edition
- 1
- Series
- Palgrave Texts in Econometrics
- Page amount
- 342 pages
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9780230233737
- Printed ISBN
- 978-0-230-20231-3
