Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White

Andrew Patton, Dimitris Politis and Halbert White

Econometric Reviews, 2009, vol. 28, issue 4, 372-375

Abstract: A correction on the optimal block size algorithms of Politis and White (2004) is given following a correction of Lahiri's (Lahiri 1999) theoretical results by Nordman (2008).

Keywords: Block bootstrap; Block size; Circular bootstrap; Stationary bootstrap (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (65)

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DOI: 10.1080/07474930802459016

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