Bootstrap Tests for Regression Models 2024 pdf epub mobi 电子书

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发表于2024-06-01

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出版者:

作者:Godfrey, Leslie

出品人:

页数:344

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出版时间:2009-9

价格:$ 41.81

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isbn号码:9780230202313

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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.

Bootstrap Tests for Regression Models 2024 pdf epub mobi 电子书

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