Wild bootstrap approach for testing slope homogeneity in panel data models

• المؤلف الرئيسي: Chong, Shun Jie
• مؤلفون آخرون: Xiang Liming
• التنسيق: Final Year Project
• اللغة: English
• منشور في: 2019
• الموضوعات: DRNTU::Science::Mathematics::Statistics
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/77123
• المؤسسة: Nanyang Technological University

Various bootstrap methods can be used for econometric analysis. In certain circumstances, appropriately chosen bootstrap method generally work very well for regression models with independent and identically distributed error terms, and the regressors and error terms are strictly exogenous. However,...