Correction to automatic block-length selection for the dependent bootstrap by D. Politis and H. White

Econometric Reviews

Volumn 28, Issue 4, 2009, Pages 372-375

  Patton, Andrew ^a   Politis, Dimitris N ^b   White, Halbert ^b  

^a UNIVERSITY OF OXFORD   (United Kingdom)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Block bootstrap; Block size; Circular bootstrap; Stationary bootstrap

Indexed keywords

EID: 60849112285     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474930802459016     Document Type: Article

References (4)

1. Lahiri, S. N. (1999). Theoretical comparisons of block bootstrap methods. Annals of Statistics 27:386-404.
2. Nordman, D.J. (2008). A note on the stationary bootstrap's variance. Annals of Statistics (to appear).
3. Politis, D. N., Romano, J. P. (1994). The stationary bootstrap. Journal of the American Statistical Association 89:1303-1313.
4. Politis, D. N., White, H. (2004). Automatic block-length selection for the dependent bootstrap. Econometric Reviews 23(1):53-70.