Könyv Bootstrap Tests for Regression Models Leslie Godfrey

Bootstrap Tests for Regression Models

Szerző: Leslie Godfrey
Nyelv: Angol
Kötés: Puha kötésű
Elérhetőség: Beszállítói készleten alacsony példányszámban
Küldés 11-15 napon belül
40 171 Ft
Modern computer systems are now so powerful that they can be used to carry out simulation-based stat...

Információk a könyvről

Szerző
Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2009
oldal
329
EAN
9780230202313
ISBN
0230202314
Enbook ID
04039759
Súly
426
Méretek
138 x 216 x 20

Teljes leírás

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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