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|a10.1057/9780230233737|2doi
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|aUKPGM|beng|cUKPGM|dEBLCP|dCDX|dNOU
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|aAPTA
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14
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|aHB141|b.G63 2009
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082 |
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|a330.01/519536|222
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100 |
1
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|aGodfrey, L. G.
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245 |
10
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|aBootstrap tests for regression models|h[electronic resource] /|cLeslie Godfrey.
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260 |
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|aBasingstoke, Hampshire ;|aNew York, NY :|bPalgrave Macmillan,|c2009.
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300 |
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|axiii, 329 p. ;|c22 cm.
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490 |
1
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|aPalgrave texts in econometrics
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|aIncludes bibliographical references (p. 305-317) and indexes.
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0
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|aTests for linear regression models -- Simulation-based tests : basicideas -- Simulation-basedtests for regression models with IID errors : some standard cases -- Simulation-based tests for regression models with IID errors : some non-standard cases -- Bootstrap methods for regression models with non-IID errors -- Simulation-based tests for regression models with non-IID errors -- Simulation-Based Tests for Non-Nested Regression Models.
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520 |
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|aModern computer systems are now so powerful that they can be used tocarry out simulation-based statistical investigations without involving delays or the need to access high levels of equipment. When carrying out econometric analyses, the routine use of computer-based methods offers a valuable alternative to the standard approach in which approximations are based upon what happens as the sample size grows without limit. Applied work has to be based upon a finite number of observations. Computationally-intensive techniques and, in particular, bootstrap methods provide ways to improve thefinite-sample performance of well-known tests. Bootstrap tests can also be employed when conventional theory does not lead to a test statistic, which can be compared with critical values from some standard distribution. This book uses the familiar linearregression model as a framework for introducing simulation-based teststo applied workers, students and others who carry out empirical econometricanalyses. .
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|aElectronic reproduction.|bBasingstoke, England :|cPalgrave Macmillan,|d2010.|nMode of access:World Wide Web.|nSystem requirements: Web browser.|nTitle from title screen (viewed on Jan. 11, 2010).|nAccess may be restricted to users at subscribing institutions.
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650 |
0
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|aBootstrap (Statistics)
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650 |
0
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|aEconometric models.
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650 |
0
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|aRegression analysis.
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655 |
7
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|aElectronic books.|2local
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710 |
2
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|aPalgrave Connect (Online service)
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776 |
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|cOriginal|z9780230202306|z0230202306|z9780230202313|z0230202314|w(DLC) 2009504055|w(OCoLC)290431917
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|pEB|dHB141|eG583|y2009
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|aPalgrave texts in econometrics.
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40
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|3Palgrave Connect
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856 |
40
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|3Palgrave Connect|uhttp://www.palgraveconnect.com/doifinder/10.1057/9780230233737|zaccess to fulltext (Palgrave)
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