Journal
ECONOMETRIC REVIEWS
Volume 28, Issue 4, Pages 372-375Publisher
TAYLOR & FRANCIS INC
DOI: 10.1080/07474930802459016
Keywords
Block bootstrap; Block size; Circular bootstrap; Stationary bootstrap
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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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