Correction to automatic block-length selection for the dependent bootstrap by D. Politis and H. White
Journal articles
- Journal Article
Patton, A; Politis, DN; White, H
Published in: Econometric Reviews
July 1, 2009
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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Published In
Econometric Reviews
DOI
EISSN
1532-4168
ISSN
0747-4938
Publication Date
July 1, 2009
Volume
28
Issue
4
Start / End Page
372 / 375
Related Subject Headings
- Econometrics
- 3802 Econometrics
Citation
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Patton, A., Politis, D. N., & White, H. (2009). Correction to automatic block-length selection for the dependent bootstrap by D. Politis and H. White. Econometric Reviews, 28(4), 372–375. https://doi.org/10.1080/07474930802459016
Patton, A., D. N. Politis, and H. White. “Correction to automatic block-length selection for the dependent bootstrap by D. Politis and H. White.” Econometric Reviews 28, no. 4 (July 1, 2009): 372–75. https://doi.org/10.1080/07474930802459016.
Patton A, Politis DN, White H. Correction to automatic block-length selection for the dependent bootstrap by D. Politis and H. White. Econometric Reviews. 2009 Jul 1;28(4):372–5.
Patton, A., et al. “Correction to automatic block-length selection for the dependent bootstrap by D. Politis and H. White.” Econometric Reviews, vol. 28, no. 4, July 2009, pp. 372–75. Scopus, doi:10.1080/07474930802459016.
Patton A, Politis DN, White H. Correction to automatic block-length selection for the dependent bootstrap by D. Politis and H. White. Econometric Reviews. 2009 Jul 1;28(4):372–375.
Published In
Econometric Reviews
DOI
EISSN
1532-4168
ISSN
0747-4938
Publication Date
July 1, 2009
Volume
28
Issue
4
Start / End Page
372 / 375
Related Subject Headings
- Econometrics
- 3802 Econometrics