Automatic Block-Length Selection for the Dependent Bootstrap

Authors: Dimitris N. Politis ^a^b; 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

Subjects: Econometrics; Finance; Financial Mathematics; Statistics;

Formats available: HTML (English) : PDF (English)

Article Requests: Order Reprints : Request Permissions

Linking to informaworld

Article Link

To link directly to Automatic Block-Length Selection for the Dependent Bootstrap:

Open URL Style	http://www.informaworld.com/openurl?genre=article&issn=0747-4938&volume=23&issue=1&spage=53
DOI	http://dx.doi.org/10.1081/ETC-120028836

Issue Link

To link directly to Econometric Reviews, Volume 23 No. 1:

Open URL Style

Journal Link

To link directly to Econometric Reviews:

Open URL Style	http://www.informaworld.com/openurl?genre=journal&issn=0747-4938
Paper ISSN	http://www.informaworld.com/0747-4938
Electronic ISSN	http://www.informaworld.com/1532-4168