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Leslie Godfrey - Bootstrap Tests for Regression Models

Leslie Godfrey – Bootstrap Tests for Regression Models

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Leslie Godfrey – Bootstrap Tests for Regression Models

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Leslie Godfrey – Bootstrap Tests for Regression Models

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This volume contains 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.

The book uses the linear regression model as a framework for introducing simulation-based tests to help perform econometric analyses.

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