{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,8,11]],"date-time":"2026-08-11T20:10:53Z","timestamp":1786479053408,"version":"build-2736575974"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"4","license":[{"start":{"date-parts":[[1999,8,1]],"date-time":"1999-08-01T00:00:00Z","timestamp":933465600000},"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":[[1999,8]]},"abstract":"<jats:p>This paper studies efficient detrending in cointegrating \nregression and develops modified tests for cointegration \nthat use efficient detrending procedures. Asymptotics for \nthese tests are derived. Monte Carlo experiments are conducted \nto evaluate the detrending procedures in finite samples \nand to compare tests for cointegration based on different \ndetrending procedures. The limit theory allows for increasingly \nremote initial condition effects as the sample size goes \nto infinity.<\/jats:p>","DOI":"10.1017\/s0266466699154033","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T13:45:46Z","timestamp":1027777546000},"page":"519-548","source":"Crossref","is-referenced-by-count":16,"title":["EFFICIENT DETRENDING IN COINTEGRATING REGRESSION"],"prefix":"10.1017","volume":"15","author":[{"given":"Zhijie","family":"Xiao","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Peter C.B.","family":"Phillips","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[1999,8,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466699154033","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,9,2]],"date-time":"2019-09-02T16:16:35Z","timestamp":1567440995000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466699154033\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1999,8]]},"references-count":0,"journal-issue":{"issue":"4","published-print":{"date-parts":[[1999,8]]}},"alternative-id":["S0266466699154033"],"URL":"https:\/\/doi.org\/10.1017\/s0266466699154033","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1999,8]]}}}