Bootstrap test for a structural break under possible heteroscedasticity

DOI10.1080/03610918.2015.1107581zbMath1368.62197OpenAlexW2563710278MaRDI QIDQ4976599

Akio Namba

Publication date: 31 July 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1107581

zbMATH Keywords

bootstrapstructural breakChow test

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40)

Cites Work

• The wild bootstrap, tamed at last
• Inference regarding multiple structural changes in linear models with endogenous regressors
• Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
• Bootstrap procedures under some non-i.i.d. models
• Bootstrap methods: another look at the jackknife
• Jackknife, bootstrap and other resampling methods in regression analysis
• Bootstrap and wild bootstrap for high dimensional linear models
• A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS
• Tests for Parameter Instability and Structural Change With Unknown Change Point
• Prepivoting to reduce level error of confidence sets
• Tests of Equality between Sets of Coefficients in Two Linear Regressions when Disturbance Variances are Unequal
• Small Sample Properties of Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity
• The bootstrap and Edgeworth expansion

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