Bootstrap tests for regression models
"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 valuabl...
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| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Basingstoke [u.a.]
Palgrave Macmillan
2009
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| Ausgabe: | 1. publ. |
| Schriftenreihe: | Palgrave texts in econometrics
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
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| Zusammenfassung: | "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. |
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| Beschreibung: | Literaturverz. S. 305 - 317 |
| Beschreibung: | XIII, 329 S. |
| ISBN: | 9780230202306 9780230202313 0230202306 0230202314 |