Hwang, Eunju; Shin, Dong Wan - In: Computational Statistics & Data Analysis 83 (2015) C, pp. 14-25
For panels of possible cross-sectional and serial dependency, stationary bootstrapping is applied to construct unit … bootstrapping are applied to obtain valid critical values of the tests. Both ordinary and recursive mean adjustments are considered … compares the proposed tests, yielding some promising tests, i.e., the t-bar type tests based on difference-based bootstrapping …