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We review the different block bootstrap methods for time series, and present them in a unified framework. We then revisit a recent result of Lahiri [Lahiri, S. N. (1999b). Theoretical comparisons of block bootstrap methods, Ann. Statist. 27:386-404] comparing the different methods and give a...
Persistent link: https://www.econbiz.de/10009228517
We provide necessary and sufficient conditions for effect identification, thereby characterizing the limits to identification. Our results link the nonstructural potential outcome framework for identifying and estimating treatment effects to structural approaches in economics. This permits...
Persistent link: https://www.econbiz.de/10010623949
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).
Persistent link: https://www.econbiz.de/10005644428