Publications [#238557] of Andrew J. Patton

Journal Articles

1. Patton, A; Politis, DN; White, H, Correction to automatic block-length selection for the dependent bootstrap by D. Politis and H. White, Econometric Reviews, vol. 28 no. 4 (2009), pp. 372-375, Informa UK Limited, ISSN 0747-4938 [doi]
   (last updated on 2026/01/16)

   Abstract:
   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).