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: Econometric Reviews, Volume 23, Issue 1 December 2004 , pages 53 - 70

Subjects: Econometrics; Finance; Financial Mathematics; Statistics;

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

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