bootstrap technique that we use in finite sample settings. A simulation study illustrates the good size and power properties of …

. One can use the bootstrap distribution of the score test statistic to obtain a critical value. This can give already … value. Since the score test statistic is asymptotically pivotal, the bootstrap critical value is second-order correct … matrix used in the quadratic form. In this paper we propose a bootstrap-based method to obtain both a second-order correct …

) structural change test, where we calculate bootstrap critical values. While the size is correct, his sequential method lacks …

analyzed for the case when the break dates are known and for the case when they are endogenously determined. A bootstrap test …

different bootstrap tests. In the context of static linear regression models two of these are shown to have serious size and …