Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/189403 
Autor:innen: 
Erscheinungsjahr: 
2007
Schriftenreihe/Nr.: 
Queen's Economics Department Working Paper No. 1127
Verlag: 
Queen's University, Department of Economics, Kingston (Ontario)
Zusammenfassung: 
This paper surveys bootstrap and Monte Carlo methods for testing hypotheses in econometrics. Several different ways of computing bootstrap P values are discussed, including the double bootstrap and the fast double bootstrap. It is emphasized that there are many different procedures for generating bootstrap samples for regression models and other types of model. As an illustration, a simulation experiment examines the performance of several methods of bootstrapping the supF test for structural change with an unknown break point.
Schlagwörter: 
bootstrap test
supF test
wild bootstrap
pairs bootstrap
moving block bootstrap
residual bootstrap
bootstrap P value
JEL: 
C12
C15
Dokumentart: 
Working Paper

Datei(en):
Datei
Größe
333.63 kB





Publikationen in EconStor sind urheberrechtlich geschützt.