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Correction to "Automatic block-length selection for the dependent bootstrap" by D. Politis and H. White
Patton, Andrew J.; Politis, Dimitris N.; White, Halbert - In: Econometric reviews 28 (2009) 4, pp. 372-375
Persistent link: https://www.econbiz.de/10003864027
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A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
Giacomini, Raffaella; Politis, Dimitris N.; White, Halbert - 2012
Persistent link: https://www.econbiz.de/10009554396
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Forecast evaluation with shared data sets
Sullivan, Ryan; Timmermann, Allan; White, Halbert - In: International journal of forecasting 19 (2003) 2, pp. 217-227
Persistent link: https://www.econbiz.de/10001764884
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Automatic block-length selection for the dependent bootstrap
Politis, Dimitris N.; White, Halbert - In: Econometric reviews 23 (2004) 1, pp. 53-70
Persistent link: https://www.econbiz.de/10001944765
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Forecast evaluation with shared data sets
Sullivan, Ryan - 2001
Persistent link: https://www.econbiz.de/10013423660