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The Resource Bootstrap tests for regression models, Leslie Godfrey

Bootstrap tests for regression models, Leslie Godfrey

Label
Bootstrap tests for regression models
Title
Bootstrap tests for regression models
Statement of responsibility
Leslie Godfrey
Creator
Subject
Language
eng
Summary
"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
Member of
Cataloging source
BTCTA
Index
index present
LC call number
HB141
LC item number
.G63 2009
Literary form
non fiction
Nature of contents
bibliography
Series statement
Palgrave texts in econometrics
Bootstrap tests for regression models, Leslie Godfrey
Label
Bootstrap tests for regression models, Leslie Godfrey
Publication
Related Contributor
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Bibliography note
Includes bibliographical references (p. 305-317) and indexes
Contents
I. Tests for linear regression models -- II. Simulation-based tests: basic ideas -- III. Simulation-based tests for regression models with IId errors: some standard cases -- IV. Simulation-based tests for regression models with IId errors: some non-standard cases -- V. Bootstrap methods for regression models with non-IID errors -- VI. Simulation-based tests for regression models with non-IID errors -- VII. Simulation-based tests for non-nested regression models
http://library.link/vocab/cover_art
https://contentcafe2.btol.com/ContentCafe/Jacket.aspx?Return=1&Type=S&Value=9780230202306&userID=ebsco-test&password=ebsco-test
Dimensions
22 cm.
http://library.link/vocab/discovery_link
{'f': 'http://opac.lib.rpi.edu/record=b2860423'}
Extent
xiii, 329 p.
Isbn
9780230202306
Isbn Type
(hardback)
Lccn
2009504055
System control number
(OCoLC)290431917

Library Locations

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