The Numerical Performance of Fast Bootstrap Procedures

Autor:	Jean-Francois Lamarche
Rok vydání:	2004
Předmět:	Computer science Economics Econometrics and Finance (miscellaneous) Monte Carlo method Econometrics Inference Fraction (mathematics) Algorithm Computer Science Applications Statistical hypothesis testing
Zdroj:	Computational Economics. 23:379-389
ISSN:	0927-7099
DOI:	10.1023/b:csem.0000026805.91428.af
Popis:	The numerical performance of faster ways to perform inference using the bootstrap are investigated. The bootstrap procedures are applied to tests for an unknown structural change and evaluated in a simulation environment. The simulation results indicate that these faster procedures work extremely well, and at a fraction of the computing costs. An empirical example illustrates the use of fast bootstrap procedures that, this time, can be implemented by the applied researcher.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::dc898edea07ca4d3494efa5fe0b43d1d https://doi.org/10.1023/b:csem.0000026805.91428.af Zobrazit plný text záznamu Full text from SpringerLink