文章基本信息

标题：The finite-sample properties of bootstrap tests in multiple structural change models
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作者：Jamel JOUINI ; Mohamed Boutahar
期刊名称：Economics Bulletin
电子版ISSN：1545-2921
出版年度：2010
卷号：30
期号：1
页码：55-66
出版社：Economics Bulletin
摘要：We propose bootstrap methods to approximate the distributions of test statistics for multiple structural breaks. The major advantage of these methods is that they allow freeing us from the constraints imposed by the asymptotic theory on parameters of the model. We also find that the asymptotic critical values lead to serious size distortions while, on the contrary, the bootstrap procedure leads to remarkably reliable tests in dynamic models