Bootstrap Tests for Regression Models

Name: Bootstrap Tests for Regression Models
Brand: Palgrave Macmillan
SKU: 9780230202313
Price: 105.93 EUR
Availability: InStock

Autor: Leslie Godfrey

Jazyk:

Väzba: Brožovaná

Vydavateľ: Palgrave Macmillan

Dostupnosť: Skladom u dodávateľa v malom množstve

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105.93 €

Modern computer systems are now so powerful that they can be used to carry out simulation-based stat...

Informácie o knihe

Autor

Leslie Godfrey

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2009

Stránok

329

EAN

9780230202313

ISBN

0230202314

Enbook ID

04039759

Vydavateľ

Palgrave Macmillan

Hmotnosť

426

Rozmery

138 x 216 x 20

Kompletný popis

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.

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Bootstrap Tests for Regression Models

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