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

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).

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Year of publication:	2009
Authors:	Patton, Andrew ; Politis, Dimitris ; White, Halbert
Published in:	Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 28.2009, 4, p. 372-375
Publisher:	Taylor & Francis Journals
Subject:	Block bootstrap \| Block size \| Circular bootstrap \| Stationary bootstrap

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005644428