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Godfrey, Leslie

Bootstrap Tests for Regression Models

Godfrey, Leslie - Bootstrap Tests for Regression Models, ebook

55,30€

Ebook, PDF with Adobe DRM
ISBN: 9780230233737
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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)
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

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