This paper proposes a bootstrap artificial neural network based panel unit root test in a dynamic heterogeneous panel …

-sectional units, which may be obtained through the standard bootstrap method. Consequently, we may conveniently use various …

bootstrap, which involve the new CRVEs, jackknife-based bootstrap data-generating processes, or both. Extensive simulation …

conditional heteroskedasticity. We show that the wild bootstrap provides convenient critical values for the considered OLS …-based statistics under both homoskedastic and conditionally heteroskedastic model errors. The wild bootstrap is easy to implement and … approximations. We prove further that the wild bootstrap retains its validity for inference within a system of pooled equations …

conditional heteroskedasticity. We show that the wild bootstrap provides convenient critical values for the considered OLS …-based statistics under both homoskedastic and conditionally heteroskedastic model errors. The wild bootstrap is easy to implement and … approximations. We prove further that the wild bootstrap retains its validity for inference within a system of pooled equations …

distortions in the presence of cross section dependence. However, applying the bootstrap methodology we find that these tests are …

analyzed for the case when the break dates are known and for the case when they are endogenously determined. A bootstrap test …

bootstrap, which involve the new CRVEs, jackknife-based bootstrap data-generating processes, or both. Extensive simulation …