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Automatic Block-Length Selection for the Dependent Bootstrap 

Authors: Dimitris N. Politis ab; Halbert White c
Affiliations:   a Department of Mathematics, University of California, San Diego La Jolla, California, USA
b Department of Mathematics, University of California, San Diego La Jolla, CA, USA
c Department of Economics, University of California, San Diego La Jolla, California, USA
DOI: 10.1081/ETC-120028836
Publication Frequency: 6 issues per year
Published in: journal Econometric Reviews, Volume 23, Issue 1 December 2004 , pages 53 - 70
Formats available: HTML (English) : PDF (English)

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