Titlebook: Bootstrap Tests for Regression Models; Leslie Godfrey Book 2009 Leslie Godfrey 2009 dynamic models.econometrics.regression.Simulation

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Descriptive Tools for Analysis,tests in regression analysis. In such cases, the test that is being applied will be called a non-standard asymptotic test. The purpose of this chapter is to provide discussions of some non-standard asymptotic tests of relevance to empirical econometrics. In the absence of convenient tabulated refere

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Descriptive Tools for Analysis,are provided by conventional (first-order) asymptotic theory are sometimes inadequate for practical purposes; second, the use of an appropriate bootstrap method can lead to improved control of finite sample significance levels, relative to critical values from asymptotic theory, with some improvemen

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Bootstrap Tests for Regression Models978-0-230-23373-7Series ISSN 2662-6594 Series E-ISSN 2662-6608

INERT

Book 2009An 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.

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https://doi.org/10.1057/9780230233737dynamic models; econometrics; regression; Simulation

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Tests for Linear Regression Models,evel of, for example, Greene (2008), Gujarati (2003) and Wooldridge (2006). In such courses, considerable emphasis is usually placed on the important topic of testing hypotheses about the values of the parameters of the model. The text-book tests for regression models are developed using very strong

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陈腐思想

Simulation-based Tests for Regression Models with IID Errors: Some Standard Cases,Chapter 1 and comments were made about the possible dangers of using asymptotic theory as the foundation for inference in empirical investigations. The purpose of this chapter is to show how simulation methods, which were discussed in Chapter 2, can be used to provide an improved basis for testing.