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Palgrave Texts in Econometrics

Bootstrap Tests for Regression Models

Authors: Godfrey, L.

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eBook $29.99
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  • ISBN 978-0-230-23373-7
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  • Included format: PDF
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Hardcover $130.00
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  • ISBN 978-0-230-20230-6
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Softcover $43.00
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  • ISBN 978-0-230-20231-3
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  • Usually dispatched within 3 to 5 business days.
About this book

An accessible discussion examining computationally-intensive techniques and bootstrap methods, providing ways to improve the finite-sample performance of well-known asymptotic tests for regression models. This book uses the linear regression model as a framework for introducing simulation-based tests to help perform econometric analyses.

About the authors

LESLIE GODFREY is Professor of Econometrics at the University of York, UK and a Fellow of the Journal of Econometrics. He has served on the editorial boards of Econometric Theory and Econometric Reviews. His articles have been published in leading journals, including Econometrica, Journal of Econometrics and Review of Economics and Statistics.

Table of contents (8 chapters)

  • Tests for Linear Regression Models

    Godfrey, Leslie

    Pages 1-43

  • Simulation-based Tests: Basic Ideas

    Godfrey, Leslie

    Pages 44-80

  • Simulation-based Tests for Regression Models with IID Errors: Some Standard Cases

    Godfrey, Leslie

    Pages 81-133

  • Simulation-based Tests for Regression Models with IID Errors: Some Non-standard Cases

    Godfrey, Leslie

    Pages 134-176

  • Bootstrap Methods for Regression Models with Non-IID Errors

    Godfrey, Leslie

    Pages 177-217

Buy this book

eBook $29.99
price for USA
  • ISBN 978-0-230-23373-7
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Download immediately after purchase
Hardcover $130.00
price for USA
  • ISBN 978-0-230-20230-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $43.00
price for USA
  • ISBN 978-0-230-20231-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.

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Bibliographic Information

Bibliographic Information
Book Title
Bootstrap Tests for Regression Models
Authors
Series Title
Palgrave Texts in Econometrics
Copyright
2009
Publisher
Palgrave Macmillan UK
Copyright Holder
Leslie Godfrey
eBook ISBN
978-0-230-23373-7
DOI
10.1057/9780230233737
Hardcover ISBN
978-0-230-20230-6
Softcover ISBN
978-0-230-20231-3
Edition Number
1
Number of Pages
XIII, 329
Number of Illustrations and Tables
1 b/w illustrations
Topics