 We show that a cross-sectional bootstrap procedure is essential for the uniform inference, and our procedure also features a bias correction for the effect of estimating unknown factors.
<meaning-changed>  We show that a cross-sectional bootstrap procedure is essential for the uniform inference, and our procedure also features a bias correction for the effect of estimating unknown factors.
 We show that a cross-sectional bootstrap . Our procedure allows both known and estimated factors, and also features a bias correction for the effect of estimating unknown factors.