Bootstrap Tests for Regression Models

Name: Bootstrap Tests for Regression Models
Brand: Palgrave Macmillan
SKU: 9780230202313
Price: 116.25 EUR
Availability: InStock

Автор: Leslie Godfrey

Език:

Корици: С меки корици

Издател: Palgrave Macmillan

Наличност: Външен склад в ограничено количество

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

Информация за книгата

Автор

Leslie Godfrey

Език

Английски език

Корици

Книга - С меки корици

Издадена

2009

страници

329

EAN

9780230202313

ISBN

0230202314

Enbook ID

04039759

Издател

Palgrave Macmillan

Теглоt

426

Размери

138 x 216 x 20

Пълно описание

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

Информация за книгата

Пълно описание

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