The Numerical Performance of Fast Bootstrap Procedures

Jean-Francois Lamarche ()

Computational Economics, 2004, vol. 23, issue 4, 379-389

Abstract: 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.

Date: 2004
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