Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
AbstractA 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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Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Econometric Reviews.
Volume (Year): 28 (2009)
Issue (Month): 4 ()
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