The case-crossover design was proposed for the study of a transient effect of an intermittent exposure on the subsequent occurrence of a rare acute-onset disease. This design can be an alternative to Poisson time series regression for studying the health effects of fine particulate matter air pollution. Characteristics of time-series of particulate matter, including long-term time trends, seasonal trends, and short-term autocorrelations, require that referent selection in the case-crossover design be considered carefully and adapted to minimize bias. We performed simulations to evaluate the bias associated with various referent selection strategies for a proposed case-crossover study of associations between particulate matter and primary cardiac arrest. Some a priori reasonable strategies were associated with a relative bias as large as 10%, but for most strategies the relative bias was less than 2% with confidence interval coverage within 1% of the nominal level. We show that referent selection for case-crossover designs raises the same issues as selection of smoothing method for time series analyses. In addition, conditional logistic regression analysis is not strictly valid for some case-crossover designs, introducing further bias.