CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS

B-Tier
Journal: Econometric Theory
Year: 2003
Volume: 19
Issue: 6
Pages: 1128-1143

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The p values of structural break tests, when the break date or dates are unknown, must be calculated in terms of the probability distributions of functions of Bessel processes. The literature so far has maintained that direct computation of these p values and of the corresponding critical values is too difficult and has relied on approximations based on simulations, asymptotic expansions, or curve fitting. This paper presents a fast simple method of calculating exact p values and critical values and uses the method to evaluate the accuracy of the various approximations.The author is grateful for comments and suggestions from Don Andrews, Clint Cummins, Jeff Fuhrer, Ken Garbade, Jim Mahoney, Tony Rodrigues, Josh Rosenberg, Sebastian Schich, participants in a workshop at the Federal Reserve Bank of New York, and the referees. The views expressed in this paper are those of the author and do not necessarily represent those of the Federal Reserve Bank of New York or the Federal Reserve System.

Technical Details

RePEc Handle
repec:cup:etheor:v:19:y:2003:i:06:p:1128-1143_19
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25