Bootstrap tests for regression models /
Godfrey, Leslie G.
Bootstrap tests for regression models / Leslie Godfrey. - Basingstoke ; Palgrave Macmillan, 2009. - xiii, 329 páginas : tablas ; 23 cm. - Palgrave texts in econometrics .
Incluye referencias bibliográficas (páginas 305-317) e índice
I. Tests for linear regression models -- II. Simulation-based tests: basic ideas -- III. Simulation-based tests for regression models with IId errors: some standard cases -- IV. Simulation-based tests for regression models with IId errors: some non-standard cases -- V. Bootstrap methods for regression models with non-IID errors -- VI. Simulation-based tests for regression models with non-IID errors -- VII. Simulation-based tests for non-nested regression models.
9780230202313 0230202314
Modelos econométricos
Remuestreo (Estadística)
330.01519536 / G63b
Bootstrap tests for regression models / Leslie Godfrey. - Basingstoke ; Palgrave Macmillan, 2009. - xiii, 329 páginas : tablas ; 23 cm. - Palgrave texts in econometrics .
Incluye referencias bibliográficas (páginas 305-317) e índice
I. Tests for linear regression models -- II. Simulation-based tests: basic ideas -- III. Simulation-based tests for regression models with IId errors: some standard cases -- IV. Simulation-based tests for regression models with IId errors: some non-standard cases -- V. Bootstrap methods for regression models with non-IID errors -- VI. Simulation-based tests for regression models with non-IID errors -- VII. Simulation-based tests for non-nested regression models.
9780230202313 0230202314
Modelos econométricos
Remuestreo (Estadística)
330.01519536 / G63b