{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,2,6]],"date-time":"2025-02-06T22:40:12Z","timestamp":1738881612760,"version":"3.37.0"},"reference-count":27,"publisher":"Cambridge University Press (CUP)","issue":"1","license":[{"start":{"date-parts":[[2009,2,1]],"date-time":"2009-02-01T00:00:00Z","timestamp":1233446400000},"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":[[2009,2]]},"abstract":"<jats:p>In this paper we analyze bootstrap procedures for systems cointegration tests with a prior adjustment for deterministic terms suggested by Saikkonen et al. (2006,<jats:italic>Econometric Theory<\/jats:italic>22, 15\u201368) and Saikkonen and L\u00fctkepohl (2000,<jats:italic>Journal of Time Series Analysis<\/jats:italic>21, 435\u2013456). The asymptotic properties of the bootstrap test procedures are derived, and their small-sample properties are studied. The simulation study also considers the standard asymptotic test versions and the Johansen cointegration test for comparison.<\/jats:p>","DOI":"10.1017\/s0266466608090087","type":"journal-article","created":{"date-parts":[[2009,1,9]],"date-time":"2009-01-09T14:13:57Z","timestamp":1231510437000},"page":"243-269","source":"Crossref","is-referenced-by-count":11,"title":["BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS"],"prefix":"10.1017","volume":"25","author":[{"given":"Carsten","family":"Trenkler","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2009,2,1]]},"reference":[{"key":"S0266466608090087_ref27","doi-asserted-by":"publisher","DOI":"10.1007\/s00180-007-0066-8"},{"key":"S0266466608090087_ref25","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600009956"},{"key":"S0266466608090087_ref24","doi-asserted-by":"publisher","DOI":"10.2307\/2109827"},{"key":"S0266466608090087_ref23","doi-asserted-by":"publisher","DOI":"10.1111\/j.1468-0262.2006.00723.x"},{"key":"S0266466608090087_ref22","doi-asserted-by":"publisher","DOI":"10.1111\/j.1468-0262.2006.00723.x"},{"key":"S0266466608090087_ref21","unstructured":"Swensen A.R . 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