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

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aplomb

Simulation-based Tests for Regression Models with IID Errors: Some Non-standard Cases,nce distributions, simulation methods offer the possibility of making asymptotically valid inferences. The form of the error distribution for the regression model is assumed to be unspecified and nonparametric bootstrap methods will be taken as the source of asymptotic tests and, in some cases, asymptotic refinements.

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https://doi.org/10.1007/3-540-27640-8plicable (but only asymptotically valid) nonparametric bootstrap methods are considered. When appropriate, the specific examples are accompanied by some comments on general issues relevant to applied work.

泥土謙卑

Simulation-based Tests for Regression Models with IID Errors: Some Standard Cases,plicable (but only asymptotically valid) nonparametric bootstrap methods are considered. When appropriate, the specific examples are accompanied by some comments on general issues relevant to applied work.

無底

2662-6594 erformance 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.978-0-230-20231-3978-0-230-23373-7Series ISSN 2662-6594 Series E-ISSN 2662-6608

大看臺(tái)

https://doi.org/10.1007/978-3-642-15663-2elation. The purpose of this chapter is to discuss some important examples of such asymptotically robust tests and to examine evidence about which bootstrap scheme gives the best finite sample approximation when several are available to the applied researcher.

creditor

Prescriptive Tools for Analysis,en none is available from standard asymptotic theory. However, all of the previous discussions and recommendations have been based upon the assumption that the model of the null hypothesis is a special case of the model of the alternative hypothesis; it has, therefore, been possible to refer to the former as . and the latter as ..

外科醫(yī)生

arbiter

Simulation-based Tests for Regression Models with Non-IID Errors,elation. The purpose of this chapter is to discuss some important examples of such asymptotically robust tests and to examine evidence about which bootstrap scheme gives the best finite sample approximation when several are available to the applied researcher.

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Simulation-based Tests for Non-nested Regression Models,en none is available from standard asymptotic theory. However, all of the previous discussions and recommendations have been based upon the assumption that the model of the null hypothesis is a special case of the model of the alternative hypothesis; it has, therefore, been possible to refer to the former as . and the latter as ..