悬赏 100 个论坛币 已解决
如下两篇文献:
Chang,Y.(2004).Bootstrap Unit Root Testsin Panels with Cross-Sectional
Dependency, Journal of Econometrics,Vol.120,pp.263-293.
Chang,Y.,andJ.Y.Park(2003).A Sieve Bootstrap for the Test of a Unit
Root, Journal of Time Series Analysis,Vol.24,pp.379-400.