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Bootstrap Tests for Regression Models 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Godfrey, Leslie 作者

译者

2009-9 出版日期

344 页数

$ 41.81 价格

丛书系列

9780230202313 图书编码

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Bootstrap Tests for Regression Models 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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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.

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