{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,9,25]],"date-time":"2026-09-25T19:15:48Z","timestamp":1790363748288,"version":"4.1.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[2000,6,1]],"date-time":"2000-06-01T00:00:00Z","timestamp":959817600000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2000,6]]},"abstract":"<jats:p>Testing the cointegrating rank of a vector autoregressive \nprocess with an intercept is considered. In addition to \nthe likelihood ratio (LR) tests developed by Johansen and \nJuselius (1990, <jats:italic>Oxford Bulletin of Economics and Statistics<\/jats:italic>, \n52, 169\u2013210) and others we also consider an alternative \nclass of tests that is based on estimating the trend parameters \nof the deterministic term in a different way. The asymptotic \nlocal power of these tests is derived and compared to that \nof the corresponding LR tests. The small sample properties \nare investigated by simulations. The new tests are seen \nto be substantially more powerful than conventional LR \ntests.<\/jats:p>","DOI":"10.1017\/s0266466600163042","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:45:46Z","timestamp":1027763146000},"page":"373-406","source":"Crossref","is-referenced-by-count":91,"title":["TESTING FOR THE COINTEGRATING RANK OF A VAR PROCESS WITH \nAN INTERCEPT"],"prefix":"10.1017","volume":"16","author":[{"given":"Pentti","family":"Saikkonen","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Helmut","family":"L\u00fctkepohl","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2000,6,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600163042","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,11]],"date-time":"2019-04-11T15:59:54Z","timestamp":1554998394000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600163042\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2000,6]]},"references-count":0,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2000,6]]}},"alternative-id":["S0266466600163042"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600163042","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2000,6]]}}}