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.
- ISBN13 9780230202313
- Publish Date 31 July 2009 (first published 30 July 2009)
- Publish Status Active
- Publish Country GB
- Imprint Palgrave Macmillan
- Format Paperback
- Pages 329
- Language English