The Numerical Performance of Fast Bootstrap Procedures
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.
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Volume (Year): 23 (2004)
Issue (Month): 4 (06)
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