Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/189403 
Year of Publication: 
2007
Series/Report no.: 
Queen's Economics Department Working Paper No. 1127
Publisher: 
Queen's University, Department of Economics, Kingston (Ontario)
Abstract: 
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.
Subjects: 
bootstrap test
supF test
wild bootstrap
pairs bootstrap
moving block bootstrap
residual bootstrap
bootstrap P value
JEL: 
C12
C15
Document Type: 
Working Paper

Files in This Item:
File
Size





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.