BLOCKBOOT: Stata module to implement four bootstrap schemes for dependent timeseries data

Christopher Baum and Jesus Otero

Statistical Software Components from Boston College Department of Economics

Abstract: blockboot implements four bootstrap schemes for dependent timeseries data: nbb: Nonoverlapping block bootstrap of observations; see Carlstein (Ann. Stat., 1986) mbb: Moving block bootstrap of observations; see Künsch (Ann. Stat., 1989) and Liu and Singh (1992) cbb: Circular block bootstrap of observations; see Politis and Romano (1992) sbb: Stationary block bootstrap of observations; see Politis and Romano (JASA, 1994)

Language: Stata
Requires: Stata version 14
Keywords: bootstrap; block bootstrap; time series (search for similar items in EconPapers)
Date: 2025-08-26
Note: This module should be installed from within Stata by typing "ssc install blockboot". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/b/blockboot.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/b/blockboot.sthlp help file (text/plain)

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