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Bootstrap Tests for Regression Models

  • Authors
  • Leslie¬†Godfrey

Part of the Palgrave Texts in Econometrics book series (PTEC)

Table of contents

About this book

Introduction

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.

Keywords

dynamic models econometrics regression Simulation

Bibliographic information