Bootstrap Tests for Regression Models
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
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Copyright material from www.palgraveconnect.com - licensed to University of Sydney - PalgraveConnect - 2013-07-07
Bootstrap Tests for Regression Models
10.1057/9780230233737 - Bootstrap Tests for Regression Models, Leslie Godfrey
Palgrave Texts in Econometrics General Editors: Kerry Patterson
Titles include:
Michael P. Clements EVALUATING ECONOMETRIC FORECASTS OF ECONOMIC AND FINANCIAL VARIABLES Leslie Godfrey BOOTSTRAP TESTS FOR REGRESSION MODELS Terence C. Mills MODELLING TRENDS AND CYCLES IN ECONOMETRIC TIME SERIES
Palgrave Texts in Econometrics Series Standing Order ISBN 978–1–4039–0172–9 (hardcover) Series Standing Order ISBN 978–1–4039–0173–6 (paperback) (outside North America only) You can receive future titles in this series as they are published by placing a standing order. Please contact your bookseller or, in case of difficulty, write to us at the address below with your name and address, the title of the series and the ISBN quoted above. Customer Services Department, Macmillan Distribution Ltd, Houndmills, Basingstoke, Hampshire RG21 6XS, England
10.1057/9780230233737 - Bootstrap Tests for Regression Models, Leslie Godfrey
Copyright material from www.palgraveconnect.com - licensed to University of Sydney - PalgraveConnect - 2013-07-07
Simon P. Burke and John Hunter MODELLING NON-STATIONARY TIME SERIES
Leslie Godfrey
10.1057/9780230233737 - Bootstrap Tests for Regression Models, Leslie Godfrey
Copyright material from www.palgraveconnect.com - licensed to University of Sydney - PalgraveConnect - 2013-07-07
Bootstrap Tests for Regression Models
© Leslie Godfrey 2009
No paragraph of this publication may be reproduced, copied or transmitted save with written permission or in accordance with the provisions of the Copyright, Designs and Patents Act 1988, or under the terms of any licence permitting limited copying issued by the Copyright Licensing Agency, Saffron House, 6–10 Kirby Street, London EC1N 8TS. Any person who does any unauthorised act in relation to this publication may be liable to criminal prosecution and civil claims for damages. The author has asserted his right to be identified as the author of this work in accordance with the Copyright, Designs and Patents Act 1988. First published in 2009 by PALGRAVE MACMILLAN PALGRAVE MACMILLAN in the UK is an imprint of Macmillan Publishers Limited, registered in England, company number 785998, of Houndmills, Basingstoke, Hampshire RG21 6XS. PALGRAVE MACMILLAN in the US is a division of St Martin’s Press LLC, 175 Fifth Avenue, New York, NY 10010. PALGRAVE MACMILLAN is the global academic imprint of the above
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