Correction to automatic block-length selection for the dependent bootstrap by D. Politis and H. White
Date
2009Author
Patton, A.Politis, Dimitris Nicolas
White, H.
Source
Econometric ReviewsVolume
28Issue
4Pages
372-375Google Scholar check
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Show full item recordAbstract
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).